INMD vs. ^GSPC
INMD (InMode Ltd.) is a stock, while ^GSPC (S&P 500 Index) is an index. Over the past 5 years, INMD returned -22.57%/yr vs 11.54%/yr for ^GSPC. At a 0.49 correlation, their price movements are largely independent.
Performance
INMD vs. ^GSPC - Performance Comparison
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Returns By Period
In the year-to-date period, INMD achieves a -9.12% return, which is significantly lower than ^GSPC's 7.60% return.
INMD
- 1D
- 1.06%
- 1M
- -2.84%
- YTD
- -9.12%
- 6M
- -7.10%
- 1Y
- -1.04%
- 3Y*
- -28.14%
- 5Y*
- -22.57%
- 10Y*
- —
^GSPC
- 1D
- -1.44%
- 1M
- -1.45%
- YTD
- 7.60%
- 6M
- 6.59%
- 1Y
- 22.24%
- 3Y*
- 19.20%
- 5Y*
- 11.54%
- 10Y*
- 13.71%
INMD vs. ^GSPC - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
INMD InMode Ltd. | -9.12% | -12.04% | -24.91% | -37.70% | -49.42% | 197.30% | 21.12% | 187.71% |
^GSPC S&P 500 Index | 7.60% | 16.39% | 23.31% | 24.23% | -19.44% | 26.89% | 16.26% | 12.03% |
Correlation
The correlation between INMD and ^GSPC is 0.38, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.38 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.42 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.52 |
Correlation (All Time) Calculated using the full available price history since Aug 8, 2019 | 0.49 |
The correlation between INMD and ^GSPC shifts across timeframes, from 0.38 (1 year) to 0.52 (5 years), reflecting how their relationship changes across market environments.
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Return for Risk
INMD vs. ^GSPC — Risk / Return Rank
INMD
^GSPC
INMD vs. ^GSPC - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for InMode Ltd. (INMD) and S&P 500 Index (^GSPC). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| INMD | ^GSPC | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.81 | ||
| Sortino ratioReturn per unit of downside risk | -2.24 | ||
| Omega ratioGain probability vs. loss probability | 1.02 | 1.32 | -0.30 |
| Calmar ratioReturn relative to maximum drawdown | -0.04 | 2.46 | -2.50 |
| Martin ratioReturn relative to average drawdown | -0.09 | 10.92 | -11.01 |
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Drawdowns
INMD vs. ^GSPC - Drawdown Comparison
The maximum INMD drawdown since its inception was -86.96%, which is greater than ^GSPC's maximum drawdown of -56.78%. Use the drawdown chart below to compare losses from any high point for INMD and ^GSPC.
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Drawdown Indicators
| INMD | ^GSPC | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -86.96% | -56.78% | -30.18% |
Max Drawdown (1Y)Largest decline over 1 year | -23.23% | -9.10% | -14.13% |
Max Drawdown (3Y)Largest decline over 3 years | -72.28% | -18.90% | -53.38% |
Max Drawdown (5Y)Largest decline over 5 years | -86.96% | -25.43% | -61.53% |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.92% | — |
Current DrawdownCurrent decline from peak | -86.36% | -3.21% | -83.15% |
Average DrawdownAverage peak-to-trough decline | -56.16% | -10.71% | -45.45% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 11.77% | 2.04% | +9.73% |
Volatility
INMD vs. ^GSPC - Volatility Comparison
The current volatility for InMode Ltd. (INMD) is 4.32%, while S&P 500 Index (^GSPC) has a volatility of 4.89%. This indicates that INMD experiences smaller price fluctuations and is considered to be less risky than ^GSPC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| INMD | ^GSPC | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.32% | 4.89% | -0.57% |
Volatility (6M)Calculated over the trailing 6-month period | 25.28% | 9.93% | +15.35% |
Volatility (1Y)Calculated over the trailing 1-year period | 32.62% | 12.57% | +20.05% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 52.15% | 17.00% | +35.15% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 60.73% | 18.08% | +42.65% |
Frequently Asked Questions
INMD and ^GSPC have a correlation of 0.38, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
^GSPC has higher volatility (4.89%) compared to INMD (4.32%). In terms of maximum drawdown, INMD dropped -86.96% vs ^GSPC's -56.78%.
^GSPC currently has the higher Sharpe Ratio (1.78 vs -0.03), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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