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

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.

-20.00%-10.00%0.00%10.00%20.00%30.00%40.00%JuneJulyAugustSeptemberOctoberNovember
-1.14%
19.34%
INMD
INSP

Returns By Period

In the year-to-date period, INMD achieves a -17.99% return, which is significantly lower than INSP's -9.17% return.


INMD

YTD

-17.99%

1M

1.73%

6M

-4.50%

1Y

-18.93%

5Y (annualized)

-2.58%

10Y (annualized)

N/A

INSP

YTD

-9.17%

1M

-9.18%

6M

14.42%

1Y

33.96%

5Y (annualized)

23.06%

10Y (annualized)

N/A

Fundamentals


INMDINSP
Market Cap$1.39B$5.54B
EPS$1.88$1.16
PE Ratio9.70159.28
Total Revenue (TTM)$383.41M$755.59M
Gross Profit (TTM)$308.76M$640.54M
EBITDA (TTM)$95.07M$30.34M

Key characteristics


INMDINSP
Sharpe Ratio-0.420.42
Sortino Ratio-0.331.01
Omega Ratio0.961.16
Calmar Ratio-0.230.47
Martin Ratio-0.681.20
Ulcer Index28.46%24.32%
Daily Std Dev45.64%68.72%
Max Drawdown-84.79%-61.59%
Current Drawdown-81.36%-43.34%

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Correlation

-0.50.00.51.00.4

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.

Risk-Adjusted Performance

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 -0.42, compared to the broader market-4.00-2.000.002.004.00-0.420.42
The chart of Sortino ratio for INMD, currently valued at -0.33, compared to the broader market-4.00-2.000.002.004.00-0.331.01
The chart of Omega ratio for INMD, currently valued at 0.96, compared to the broader market0.501.001.502.000.961.16
The chart of Calmar ratio for INMD, currently valued at -0.23, compared to the broader market0.002.004.006.00-0.230.47
The chart of Martin ratio for INMD, currently valued at -0.68, compared to the broader market-10.000.0010.0020.0030.00-0.681.20
INMD
INSP

The current INMD Sharpe Ratio is -0.42, which is lower than the INSP Sharpe Ratio of 0.42. 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-1.00-0.500.000.501.00JuneJulyAugustSeptemberOctoberNovember
-0.42
0.42
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%JuneJulyAugustSeptemberOctoberNovember
-81.36%
-43.34%
INMD
INSP

Volatility

INMD vs. INSP - Volatility Comparison

The current volatility for InMode Ltd. (INMD) is 12.33%, while Inspire Medical Systems, Inc. (INSP) has a volatility of 15.06%. 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%20.00%30.00%40.00%JuneJulyAugustSeptemberOctoberNovember
12.33%
15.06%
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