INMD vs. ^GSPC
Compare and contrast key facts about InMode Ltd. (INMD) and S&P 500 (^GSPC).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: INMD or ^GSPC.
Key characteristics
| INMD | ^GSPC | |
|---|---|---|
| YTD Return | -13.13% | 25.48% |
| 1Y Return | -7.87% | 33.14% |
| 3Y Return (Ann) | -40.95% | 8.55% |
| 5Y Return (Ann) | -4.82% | 13.96% |
| Sharpe Ratio | -0.05 | 2.91 |
| Sortino Ratio | 0.25 | 3.88 |
| Omega Ratio | 1.03 | 1.55 |
| Calmar Ratio | -0.03 | 4.20 |
| Martin Ratio | -0.09 | 18.80 |
| Ulcer Index | 28.11% | 1.90% |
| Daily Std Dev | 46.07% | 12.27% |
| Max Drawdown | -84.79% | -56.78% |
| Current Drawdown | -80.26% | -0.27% |
Correlation
The correlation between INMD and ^GSPC is 0.51, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
INMD vs. ^GSPC - Performance Comparison
In the year-to-date period, INMD achieves a -13.13% return, which is significantly lower than ^GSPC's 25.48% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
INMD vs. ^GSPC - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for InMode Ltd. (INMD) and S&P 500 (^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.
Drawdowns
INMD vs. ^GSPC - Drawdown Comparison
The maximum INMD drawdown since its inception was -84.79%, 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. For additional features, visit the drawdowns tool.
Volatility
INMD vs. ^GSPC - Volatility Comparison
InMode Ltd. (INMD) has a higher volatility of 10.99% compared to S&P 500 (^GSPC) at 3.75%. This indicates that INMD's price experiences larger fluctuations and is considered to be riskier than ^GSPC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.