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

Correlation

The correlation between INMD and ISRG is 0.43, 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.


-0.50.00.51.00.4

Performance

INMD vs. ISRG - Performance Comparison

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

120.00%140.00%160.00%180.00%200.00%220.00%JulyAugustSeptemberOctoberNovemberDecember
151.73%
202.90%
INMD
ISRG

Key characteristics

Sharpe Ratio

INMD:

-0.50

ISRG:

2.29

Sortino Ratio

INMD:

-0.47

ISRG:

3.67

Omega Ratio

INMD:

0.94

ISRG:

1.46

Calmar Ratio

INMD:

-0.26

ISRG:

5.16

Martin Ratio

INMD:

-0.74

ISRG:

22.85

Ulcer Index

INMD:

29.51%

ISRG:

2.68%

Daily Std Dev

INMD:

43.70%

ISRG:

26.65%

Max Drawdown

INMD:

-84.79%

ISRG:

-82.25%

Current Drawdown

INMD:

-82.55%

ISRG:

-4.76%

Fundamentals

Market Cap

INMD:

$1.36B

ISRG:

$194.17B

EPS

INMD:

$1.83

ISRG:

$6.21

PE Ratio

INMD:

9.74

ISRG:

87.79

PEG Ratio

INMD:

2.90

ISRG:

4.04

Total Revenue (TTM)

INMD:

$383.41M

ISRG:

$7.87B

Gross Profit (TTM)

INMD:

$308.76M

ISRG:

$5.27B

EBITDA (TTM)

INMD:

$85.15M

ISRG:

$2.51B

Returns By Period

In the year-to-date period, INMD achieves a -23.20% return, which is significantly lower than ISRG's 55.45% return.


INMD

YTD

-23.20%

1M

-6.36%

6M

-6.00%

1Y

-24.89%

5Y*

-3.82%

10Y*

N/A

ISRG

YTD

55.45%

1M

-3.21%

6M

21.24%

1Y

57.27%

5Y*

21.66%

10Y*

24.59%

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Risk-Adjusted Performance

INMD vs. ISRG - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for InMode Ltd. (INMD) and Intuitive Surgical, Inc. (ISRG). 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-4.00-2.000.002.00-0.502.29
The chart of Sortino ratio for INMD, currently valued at -0.47, compared to the broader market-4.00-2.000.002.004.00-0.473.67
The chart of Omega ratio for INMD, currently valued at 0.94, compared to the broader market0.501.001.502.000.941.46
The chart of Calmar ratio for INMD, currently valued at -0.26, compared to the broader market0.002.004.006.00-0.265.16
The chart of Martin ratio for INMD, currently valued at -0.73, compared to the broader market-5.000.005.0010.0015.0020.0025.00-0.7422.85
INMD
ISRG

The current INMD Sharpe Ratio is -0.50, which is lower than the ISRG Sharpe Ratio of 2.29. The chart below compares the historical Sharpe Ratios of INMD and ISRG, 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-1.000.001.002.003.004.00JulyAugustSeptemberOctoberNovemberDecember
-0.50
2.29
INMD
ISRG

Dividends

INMD vs. ISRG - Dividend Comparison

Neither INMD nor ISRG has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

INMD vs. ISRG - Drawdown Comparison

The maximum INMD drawdown since its inception was -84.79%, roughly equal to the maximum ISRG drawdown of -82.25%. Use the drawdown chart below to compare losses from any high point for INMD and ISRG. For additional features, visit the drawdowns tool.


-80.00%-60.00%-40.00%-20.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-82.55%
-4.76%
INMD
ISRG

Volatility

INMD vs. ISRG - Volatility Comparison

InMode Ltd. (INMD) has a higher volatility of 10.68% compared to Intuitive Surgical, Inc. (ISRG) at 5.69%. This indicates that INMD's price experiences larger fluctuations and is considered to be riskier than ISRG 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%
5.69%
INMD
ISRG

Financials

INMD vs. ISRG - Financials Comparison

This section allows you to compare key financial metrics between InMode Ltd. and Intuitive Surgical, 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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