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

Key characteristics


INMDSWAV

Fundamentals


INMDSWAV
Market Cap$1.32B$12.57B
EPS$1.73$4.25
PE Ratio10.0478.76
Total Revenue (TTM)$379.96M$607.80M
Gross Profit (TTM)$309.10M$529.77M
EBITDA (TTM)$88.11M$151.30M

Correlation

-0.50.00.51.00.4

The correlation between INMD and SWAV is 0.39, 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.

Performance

INMD vs. SWAV - Performance Comparison

The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-30.00%-20.00%-10.00%0.00%10.00%20.00%AprilMayJuneJulyAugustSeptember
-18.22%
17.19%
INMD
SWAV

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Risk-Adjusted Performance

INMD vs. SWAV - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for InMode Ltd. (INMD) and ShockWave Medical, Inc. (SWAV). 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.


INMD
Sharpe ratio
The chart of Sharpe ratio for INMD, currently valued at -0.96, compared to the broader market-4.00-2.000.002.00-0.96
Sortino ratio
The chart of Sortino ratio for INMD, currently valued at -1.37, compared to the broader market-6.00-4.00-2.000.002.004.00-1.37
Omega ratio
The chart of Omega ratio for INMD, currently valued at 0.83, compared to the broader market0.501.001.500.83
Calmar ratio
The chart of Calmar ratio for INMD, currently valued at -0.58, compared to the broader market0.001.002.003.004.005.00-0.58
Martin ratio
The chart of Martin ratio for INMD, currently valued at -1.20, compared to the broader market-10.000.0010.0020.00-1.20
SWAV
Sharpe ratio
The chart of Sharpe ratio for SWAV, currently valued at 1.57, compared to the broader market-4.00-2.000.002.001.57
Sortino ratio
The chart of Sortino ratio for SWAV, currently valued at 2.12, compared to the broader market-6.00-4.00-2.000.002.004.002.12
Omega ratio
The chart of Omega ratio for SWAV, currently valued at 1.41, compared to the broader market0.501.001.501.41
Calmar ratio
The chart of Calmar ratio for SWAV, currently valued at 1.18, compared to the broader market0.001.002.003.004.005.001.18
Martin ratio
The chart of Martin ratio for SWAV, currently valued at 7.78, compared to the broader market-10.000.0010.0020.007.78

INMD vs. SWAV - Sharpe Ratio Comparison


Rolling 12-month Sharpe Ratio-1.50-1.00-0.500.000.501.001.502.00AprilMayJuneJulyAugustSeptember
-0.96
1.57
INMD
SWAV

Dividends

INMD vs. SWAV - Dividend Comparison

Neither INMD nor SWAV has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

INMD vs. SWAV - Drawdown Comparison


-80.00%-60.00%-40.00%-20.00%0.00%AprilMayJuneJulyAugustSeptember
-82.25%
-0.02%
INMD
SWAV

Volatility

INMD vs. SWAV - Volatility Comparison

InMode Ltd. (INMD) has a higher volatility of 14.34% compared to ShockWave Medical, Inc. (SWAV) at 0.00%. This indicates that INMD's price experiences larger fluctuations and is considered to be riskier than SWAV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%5.00%10.00%15.00%AprilMayJuneJulyAugustSeptember
14.34%
0
INMD
SWAV

Financials

INMD vs. SWAV - Financials Comparison

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