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INMD vs. CNI
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between INMD and CNI is 0.30, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.00.3

Performance

INMD vs. CNI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in InMode Ltd. (INMD) and Canadian National Railway Company (CNI). The values are adjusted to include any dividend payments, if applicable.

0.00%50.00%100.00%150.00%200.00%JulyAugustSeptemberOctoberNovemberDecember
151.73%
20.54%
INMD
CNI

Key characteristics

Sharpe Ratio

INMD:

-0.50

CNI:

-0.86

Sortino Ratio

INMD:

-0.47

CNI:

-1.13

Omega Ratio

INMD:

0.94

CNI:

0.87

Calmar Ratio

INMD:

-0.26

CNI:

-0.67

Martin Ratio

INMD:

-0.74

CNI:

-1.49

Ulcer Index

INMD:

29.51%

CNI:

10.42%

Daily Std Dev

INMD:

43.70%

CNI:

18.00%

Max Drawdown

INMD:

-84.79%

CNI:

-46.86%

Current Drawdown

INMD:

-82.55%

CNI:

-22.61%

Fundamentals

Market Cap

INMD:

$1.36B

CNI:

$64.86B

EPS

INMD:

$1.83

CNI:

$5.94

PE Ratio

INMD:

9.74

CNI:

17.33

PEG Ratio

INMD:

2.90

CNI:

3.38

Total Revenue (TTM)

INMD:

$383.41M

CNI:

$18.64B

Gross Profit (TTM)

INMD:

$308.76M

CNI:

$7.96B

EBITDA (TTM)

INMD:

$85.15M

CNI:

$8.45B

Returns By Period

In the year-to-date period, INMD achieves a -23.20% return, which is significantly lower than CNI's -17.78% return.


INMD

YTD

-23.20%

1M

-6.36%

6M

-6.00%

1Y

-24.89%

5Y*

-3.82%

10Y*

N/A

CNI

YTD

-17.78%

1M

-4.76%

6M

-12.39%

1Y

-16.44%

5Y*

4.37%

10Y*

5.95%

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Risk-Adjusted Performance

INMD vs. CNI - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for InMode Ltd. (INMD) and Canadian National Railway Company (CNI). 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.


Sharpe ratio
The chart of Sharpe ratio for INMD, currently valued at -0.50, compared to the broader market-4.00-2.000.002.00-0.50-0.86
The chart of Sortino ratio for INMD, currently valued at -0.47, compared to the broader market-4.00-2.000.002.004.00-0.47-1.13
The chart of Omega ratio for INMD, currently valued at 0.94, compared to the broader market0.501.001.502.000.940.87
The chart of Calmar ratio for INMD, currently valued at -0.26, compared to the broader market0.002.004.006.00-0.26-0.67
The chart of Martin ratio for INMD, currently valued at -0.73, compared to the broader market-5.000.005.0010.0015.0020.0025.00-0.74-1.49
INMD
CNI

The current INMD Sharpe Ratio is -0.50, which is higher than the CNI Sharpe Ratio of -0.86. The chart below compares the historical Sharpe Ratios of INMD and CNI, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-1.00-0.500.000.50JulyAugustSeptemberOctoberNovemberDecember
-0.50
-0.86
INMD
CNI

Dividends

INMD vs. CNI - Dividend Comparison

INMD has not paid dividends to shareholders, while CNI's dividend yield for the trailing twelve months is around 2.45%.


TTM20232022202120202019201820172016201520142013
INMD
InMode Ltd.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
CNI
Canadian National Railway Company
2.45%1.85%2.34%2.00%1.71%1.94%1.88%1.55%1.70%1.73%1.31%1.44%

Drawdowns

INMD vs. CNI - Drawdown Comparison

The maximum INMD drawdown since its inception was -84.79%, which is greater than CNI's maximum drawdown of -46.86%. Use the drawdown chart below to compare losses from any high point for INMD and CNI. For additional features, visit the drawdowns tool.


-80.00%-60.00%-40.00%-20.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-82.55%
-22.61%
INMD
CNI

Volatility

INMD vs. CNI - Volatility Comparison

InMode Ltd. (INMD) has a higher volatility of 10.68% compared to Canadian National Railway Company (CNI) at 5.44%. This indicates that INMD's price experiences larger fluctuations and is considered to be riskier than CNI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


4.00%6.00%8.00%10.00%12.00%14.00%16.00%JulyAugustSeptemberOctoberNovemberDecember
10.68%
5.44%
INMD
CNI

Financials

INMD vs. CNI - Financials Comparison

This section allows you to compare key financial metrics between InMode Ltd. and Canadian National Railway Company. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


Values in USD except per share items
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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