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

Correlation

The correlation between INMD and CNI is 0.31, 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%AugustSeptemberOctoberNovemberDecember2025
147.46%
20.96%
INMD
CNI

Key characteristics

Sharpe Ratio

INMD:

-0.53

CNI:

-0.86

Sortino Ratio

INMD:

-0.52

CNI:

-1.12

Omega Ratio

INMD:

0.93

CNI:

0.87

Calmar Ratio

INMD:

-0.27

CNI:

-0.66

Martin Ratio

INMD:

-0.75

CNI:

-1.31

Ulcer Index

INMD:

31.00%

CNI:

11.89%

Daily Std Dev

INMD:

43.56%

CNI:

18.16%

Max Drawdown

INMD:

-84.79%

CNI:

-46.86%

Current Drawdown

INMD:

-82.84%

CNI:

-22.34%

Fundamentals

Market Cap

INMD:

$1.28B

CNI:

$64.17B

EPS

INMD:

$1.83

CNI:

$5.87

PE Ratio

INMD:

9.17

CNI:

17.29

PEG Ratio

INMD:

2.90

CNI:

3.72

Total Revenue (TTM)

INMD:

$303.13M

CNI:

$14.17B

Gross Profit (TTM)

INMD:

$244.84M

CNI:

$5.99B

EBITDA (TTM)

INMD:

$66.89M

CNI:

$6.45B

Returns By Period

In the year-to-date period, INMD achieves a 0.54% return, which is significantly higher than CNI's 0.01% return.


INMD

YTD

0.54%

1M

-2.33%

6M

-5.09%

1Y

-25.68%

5Y*

-5.72%

10Y*

N/A

CNI

YTD

0.01%

1M

0.89%

6M

-14.93%

1Y

-17.83%

5Y*

3.24%

10Y*

6.22%

*Annualized

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Risk-Adjusted Performance

INMD vs. CNI — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

INMD
The Risk-Adjusted Performance Rank of INMD is 2323
Overall Rank
The Sharpe Ratio Rank of INMD is 1818
Sharpe Ratio Rank
The Sortino Ratio Rank of INMD is 1919
Sortino Ratio Rank
The Omega Ratio Rank of INMD is 1919
Omega Ratio Rank
The Calmar Ratio Rank of INMD is 2929
Calmar Ratio Rank
The Martin Ratio Rank of INMD is 3030
Martin Ratio Rank

CNI
The Risk-Adjusted Performance Rank of CNI is 99
Overall Rank
The Sharpe Ratio Rank of CNI is 66
Sharpe Ratio Rank
The Sortino Ratio Rank of CNI is 99
Sortino Ratio Rank
The Omega Ratio Rank of CNI is 1111
Omega Ratio Rank
The Calmar Ratio Rank of CNI is 99
Calmar Ratio Rank
The Martin Ratio Rank of CNI is 1010
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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 -0.53, compared to the broader market-2.000.002.004.00-0.53-0.86
The chart of Sortino ratio for INMD, currently valued at -0.52, compared to the broader market-4.00-2.000.002.004.00-0.52-1.12
The chart of Omega ratio for INMD, currently valued at 0.93, compared to the broader market0.501.001.502.000.930.87
The chart of Calmar ratio for INMD, currently valued at -0.27, compared to the broader market0.002.004.006.00-0.27-0.66
The chart of Martin ratio for INMD, currently valued at -0.75, compared to the broader market-10.000.0010.0020.00-0.75-1.31
INMD
CNI

The current INMD Sharpe Ratio is -0.53, 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-1.00-0.500.000.50AugustSeptemberOctoberNovemberDecember2025
-0.53
-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 2.44%.


TTM20242023202220212020201920182017201620152014
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
2.44%2.44%1.85%2.34%2.00%1.71%1.94%1.88%1.55%1.70%1.73%1.31%

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%AugustSeptemberOctoberNovemberDecember2025
-82.84%
-22.34%
INMD
CNI

Volatility

INMD vs. CNI - Volatility Comparison

InMode Ltd. (INMD) has a higher volatility of 10.80% compared to Canadian National Railway Company (CNI) at 4.70%. 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%AugustSeptemberOctoberNovemberDecember2025
10.80%
4.70%
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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