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

Key characteristics


INMDVOO
YTD Return-21.90%19.30%
1Y Return-48.78%28.36%
3Y Return (Ann)-37.67%10.06%
5Y Return (Ann)4.96%15.26%
Sharpe Ratio-0.962.26
Daily Std Dev51.08%12.63%
Max Drawdown-84.23%-33.99%
Current Drawdown-82.25%-0.28%

Correlation

-0.50.00.51.00.5

The correlation between INMD and VOO is 0.51, 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.

Performance

INMD vs. VOO - Performance Comparison

In the year-to-date period, INMD achieves a -21.90% return, which is significantly lower than VOO's 19.30% return. 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%AprilMayJuneJulyAugustSeptember
-18.22%
8.62%
INMD
VOO

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Risk-Adjusted Performance

INMD vs. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for InMode Ltd. (INMD) and Vanguard S&P 500 ETF (VOO). 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
VOO
Sharpe ratio
The chart of Sharpe ratio for VOO, currently valued at 2.26, compared to the broader market-4.00-2.000.002.002.26
Sortino ratio
The chart of Sortino ratio for VOO, currently valued at 3.03, compared to the broader market-6.00-4.00-2.000.002.004.003.03
Omega ratio
The chart of Omega ratio for VOO, currently valued at 1.41, compared to the broader market0.501.001.501.41
Calmar ratio
The chart of Calmar ratio for VOO, currently valued at 2.45, compared to the broader market0.001.002.003.004.005.002.45
Martin ratio
The chart of Martin ratio for VOO, currently valued at 12.14, compared to the broader market-10.000.0010.0020.0012.14

INMD vs. VOO - Sharpe Ratio Comparison

The current INMD Sharpe Ratio is -0.96, which is lower than the VOO Sharpe Ratio of 2.26. The chart below compares the 12-month rolling Sharpe Ratio of INMD and VOO.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00AprilMayJuneJulyAugustSeptember
-0.96
2.26
INMD
VOO

Dividends

INMD vs. VOO - Dividend Comparison

INMD has not paid dividends to shareholders, while VOO's dividend yield for the trailing twelve months is around 1.28%.


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%
VOO
Vanguard S&P 500 ETF
1.28%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%1.84%

Drawdowns

INMD vs. VOO - Drawdown Comparison

The maximum INMD drawdown since its inception was -84.23%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for INMD and VOO. For additional features, visit the drawdowns tool.


-80.00%-60.00%-40.00%-20.00%0.00%AprilMayJuneJulyAugustSeptember
-82.25%
-0.28%
INMD
VOO

Volatility

INMD vs. VOO - Volatility Comparison

InMode Ltd. (INMD) has a higher volatility of 14.34% compared to Vanguard S&P 500 ETF (VOO) at 3.92%. This indicates that INMD's price experiences larger fluctuations and is considered to be riskier than VOO 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%
3.92%
INMD
VOO