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

Correlation

The correlation between INMD and VOO is 0.50, 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.


-0.50.00.51.00.5

Performance

INMD vs. VOO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in InMode Ltd. (INMD) and Vanguard S&P 500 ETF (VOO). The values are adjusted to include any dividend payments, if applicable.

100.00%120.00%140.00%160.00%180.00%JulyAugustSeptemberOctoberNovemberDecember
151.73%
119.91%
INMD
VOO

Key characteristics

Sharpe Ratio

INMD:

-0.50

VOO:

2.25

Sortino Ratio

INMD:

-0.47

VOO:

2.98

Omega Ratio

INMD:

0.94

VOO:

1.42

Calmar Ratio

INMD:

-0.26

VOO:

3.31

Martin Ratio

INMD:

-0.74

VOO:

14.77

Ulcer Index

INMD:

29.51%

VOO:

1.90%

Daily Std Dev

INMD:

43.70%

VOO:

12.46%

Max Drawdown

INMD:

-84.79%

VOO:

-33.99%

Current Drawdown

INMD:

-82.55%

VOO:

-2.47%

Returns By Period

In the year-to-date period, INMD achieves a -23.20% return, which is significantly lower than VOO's 26.02% return.


INMD

YTD

-23.20%

1M

-6.36%

6M

-6.00%

1Y

-24.89%

5Y*

-3.82%

10Y*

N/A

VOO

YTD

26.02%

1M

-0.11%

6M

9.35%

1Y

26.45%

5Y*

14.79%

10Y*

13.08%

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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.


Sharpe ratio
The chart of Sharpe ratio for INMD, currently valued at -0.50, compared to the broader market-4.00-2.000.002.00-0.502.25
The chart of Sortino ratio for INMD, currently valued at -0.47, compared to the broader market-4.00-2.000.002.004.00-0.472.98
The chart of Omega ratio for INMD, currently valued at 0.94, compared to the broader market0.501.001.502.000.941.42
The chart of Calmar ratio for INMD, currently valued at -0.26, compared to the broader market0.002.004.006.00-0.263.31
The chart of Martin ratio for INMD, currently valued at -0.73, compared to the broader market-5.000.005.0010.0015.0020.0025.00-0.7414.77
INMD
VOO

The current INMD Sharpe Ratio is -0.50, which is lower than the VOO Sharpe Ratio of 2.25. The chart below compares the historical Sharpe Ratios of INMD and VOO, 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
2.25
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 0.91%.


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
0.91%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 -84.79%, 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%JulyAugustSeptemberOctoberNovemberDecember
-82.55%
-2.47%
INMD
VOO

Volatility

INMD vs. VOO - Volatility Comparison

InMode Ltd. (INMD) has a higher volatility of 10.68% compared to Vanguard S&P 500 ETF (VOO) at 3.75%. 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%JulyAugustSeptemberOctoberNovemberDecember
10.68%
3.75%
INMD
VOO
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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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