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INMD vs. QQQ
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Performance

INMD vs. QQQ - Performance Comparison

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

-20.00%-15.00%-10.00%-5.00%0.00%5.00%10.00%15.00%JuneJulyAugustSeptemberOctoberNovember
0.19%
11.65%
INMD
QQQ

Returns By Period

In the year-to-date period, INMD achieves a -16.88% return, which is significantly lower than QQQ's 23.84% return.


INMD

YTD

-16.88%

1M

0.74%

6M

0.19%

1Y

-20.29%

5Y (annualized)

-2.31%

10Y (annualized)

N/A

QQQ

YTD

23.84%

1M

1.82%

6M

11.65%

1Y

30.35%

5Y (annualized)

20.97%

10Y (annualized)

18.03%

Key characteristics


INMDQQQ
Sharpe Ratio-0.391.78
Sortino Ratio-0.282.37
Omega Ratio0.971.32
Calmar Ratio-0.212.28
Martin Ratio-0.638.27
Ulcer Index28.52%3.73%
Daily Std Dev45.65%17.37%
Max Drawdown-84.79%-82.98%
Current Drawdown-81.11%-1.78%

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Correlation

-0.50.00.51.00.5

The correlation between INMD and QQQ is 0.49, 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.

Risk-Adjusted Performance

INMD vs. QQQ - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for InMode Ltd. (INMD) and Invesco QQQ (QQQ). 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 -0.39, compared to the broader market-4.00-2.000.002.004.00-0.391.78
The chart of Sortino ratio for INMD, currently valued at -0.28, compared to the broader market-4.00-2.000.002.004.00-0.282.37
The chart of Omega ratio for INMD, currently valued at 0.97, compared to the broader market0.501.001.502.000.971.32
The chart of Calmar ratio for INMD, currently valued at -0.21, compared to the broader market0.002.004.006.00-0.212.28
The chart of Martin ratio for INMD, currently valued at -0.63, compared to the broader market0.0010.0020.0030.00-0.638.27
INMD
QQQ

The current INMD Sharpe Ratio is -0.39, which is lower than the QQQ Sharpe Ratio of 1.78. The chart below compares the historical Sharpe Ratios of INMD and QQQ, 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-1.000.001.002.003.00JuneJulyAugustSeptemberOctoberNovember
-0.39
1.78
INMD
QQQ

Dividends

INMD vs. QQQ - Dividend Comparison

INMD has not paid dividends to shareholders, while QQQ's dividend yield for the trailing twelve months is around 0.60%.


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%
QQQ
Invesco QQQ
0.60%0.62%0.80%0.43%0.55%0.74%0.91%0.84%1.06%0.99%1.41%1.02%

Drawdowns

INMD vs. QQQ - Drawdown Comparison

The maximum INMD drawdown since its inception was -84.79%, roughly equal to the maximum QQQ drawdown of -82.98%. Use the drawdown chart below to compare losses from any high point for INMD and QQQ. For additional features, visit the drawdowns tool.


-80.00%-60.00%-40.00%-20.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-81.11%
-1.78%
INMD
QQQ

Volatility

INMD vs. QQQ - Volatility Comparison

InMode Ltd. (INMD) has a higher volatility of 12.04% compared to Invesco QQQ (QQQ) at 5.41%. This indicates that INMD's price experiences larger fluctuations and is considered to be riskier than QQQ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%JuneJulyAugustSeptemberOctoberNovember
12.04%
5.41%
INMD
QQQ