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

Correlation

The correlation between INMD and INSP is 0.40, 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.


-0.50.00.51.00.4

Performance

INMD vs. INSP - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in InMode Ltd. (INMD) and Inspire Medical Systems, Inc. (INSP). The values are adjusted to include any dividend payments, if applicable.

100.00%150.00%200.00%AugustSeptemberOctoberNovemberDecember2025
147.46%
172.85%
INMD
INSP

Key characteristics

Sharpe Ratio

INMD:

-0.53

INSP:

-0.08

Sortino Ratio

INMD:

-0.52

INSP:

0.37

Omega Ratio

INMD:

0.93

INSP:

1.06

Calmar Ratio

INMD:

-0.27

INSP:

-0.09

Martin Ratio

INMD:

-0.75

INSP:

-0.20

Ulcer Index

INMD:

31.00%

INSP:

26.03%

Daily Std Dev

INMD:

43.56%

INSP:

67.60%

Max Drawdown

INMD:

-84.79%

INSP:

-61.59%

Current Drawdown

INMD:

-82.84%

INSP:

-45.51%

Fundamentals

Market Cap

INMD:

$1.28B

INSP:

$5.32B

EPS

INMD:

$1.83

INSP:

$1.10

PE Ratio

INMD:

9.17

INSP:

161.53

Total Revenue (TTM)

INMD:

$303.13M

INSP:

$563.09M

Gross Profit (TTM)

INMD:

$244.84M

INSP:

$476.09M

EBITDA (TTM)

INMD:

$66.89M

INSP:

$8.27M

Returns By Period

In the year-to-date period, INMD achieves a 0.54% return, which is significantly higher than INSP's -4.15% return.


INMD

YTD

0.54%

1M

-2.33%

6M

-5.09%

1Y

-25.68%

5Y*

-5.72%

10Y*

N/A

INSP

YTD

-4.15%

1M

-4.17%

6M

23.61%

1Y

-11.59%

5Y*

16.63%

10Y*

N/A

*Annualized

Compare stocks, funds, or ETFs

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Risk-Adjusted Performance

INMD vs. INSP — 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

INSP
The Risk-Adjusted Performance Rank of INSP is 4242
Overall Rank
The Sharpe Ratio Rank of INSP is 4141
Sharpe Ratio Rank
The Sortino Ratio Rank of INSP is 4242
Sortino Ratio Rank
The Omega Ratio Rank of INSP is 4444
Omega Ratio Rank
The Calmar Ratio Rank of INSP is 4040
Calmar Ratio Rank
The Martin Ratio Rank of INSP is 4141
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. INSP - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for InMode Ltd. (INMD) and Inspire Medical Systems, Inc. (INSP). 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-2.000.002.004.00-0.53-0.08
The chart of Sortino ratio for INMD, currently valued at -0.52, compared to the broader market-4.00-2.000.002.004.00-0.520.37
The chart of Omega ratio for INMD, currently valued at 0.93, compared to the broader market0.501.001.502.000.931.06
The chart of Calmar ratio for INMD, currently valued at -0.27, compared to the broader market0.002.004.006.00-0.27-0.09
The chart of Martin ratio for INMD, currently valued at -0.75, compared to the broader market-10.000.0010.0020.00-0.75-0.20
INMD
INSP

The current INMD Sharpe Ratio is -0.53, which is lower than the INSP Sharpe Ratio of -0.08. The chart below compares the historical Sharpe Ratios of INMD and INSP, 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-1.00-0.500.000.501.00AugustSeptemberOctoberNovemberDecember2025
-0.53
-0.08
INMD
INSP

Dividends

INMD vs. INSP - Dividend Comparison

Neither INMD nor INSP has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

INMD vs. INSP - Drawdown Comparison

The maximum INMD drawdown since its inception was -84.79%, which is greater than INSP's maximum drawdown of -61.59%. Use the drawdown chart below to compare losses from any high point for INMD and INSP. For additional features, visit the drawdowns tool.


-80.00%-70.00%-60.00%-50.00%-40.00%-30.00%AugustSeptemberOctoberNovemberDecember2025
-82.84%
-45.51%
INMD
INSP

Volatility

INMD vs. INSP - Volatility Comparison

The current volatility for InMode Ltd. (INMD) is 10.80%, while Inspire Medical Systems, Inc. (INSP) has a volatility of 18.95%. This indicates that INMD experiences smaller price fluctuations and is considered to be less risky than INSP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


10.00%15.00%20.00%25.00%30.00%AugustSeptemberOctoberNovemberDecember2025
10.80%
18.95%
INMD
INSP

Financials

INMD vs. INSP - Financials Comparison

This section allows you to compare key financial metrics between InMode Ltd. and Inspire Medical Systems, Inc.. 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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