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INSM vs. CIEN
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

INSM vs. CIEN - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Insmed Incorporated (INSM) and Ciena Corporation (CIEN). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, INSM achieves a -43.78% return, which is significantly lower than CIEN's 90.70% return. Over the past 10 years, INSM has underperformed CIEN with an annualized return of 25.53%, while CIEN has yielded a comparatively higher 35.80% annualized return.


INSM

1D
1.17%
1M
-17.07%
YTD
-43.78%
6M
-50.33%
1Y
1.00%
3Y*
71.44%
5Y*
26.62%
10Y*
25.53%

CIEN

1D
0.17%
1M
-22.83%
YTD
90.70%
6M
104.17%
1Y
501.62%
3Y*
119.10%
5Y*
49.92%
10Y*
35.80%
*Multi-year figures are annualized to reflect compound growth (CAGR)

INSM vs. CIEN - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
INSM
Insmed Incorporated
-43.78%152.09%122.78%55.11%-26.65%-18.17%39.41%82.01%-57.92%135.68%
CIEN
Ciena Corporation
90.70%175.76%88.42%-11.71%-33.77%45.64%23.80%25.89%62.02%-14.26%

Correlation

The correlation between INSM and CIEN is 0.12, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.12

Correlation (3Y)
Calculated over the trailing 3-year period

0.15

Correlation (5Y)
Calculated over the trailing 5-year period

0.23

Correlation (10Y)
Calculated over the trailing 10-year period

0.26

Correlation (All Time)
Calculated using the full available price history since Jun 1, 2000

0.20

The correlation between INSM and CIEN shifts across timeframes, from 0.12 (1 year) to 0.26 (10 years), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap

INSM:

$21.08B

CIEN:

$65.25B

EPS

INSM:

-$5.71

CIEN:

$3.01

PS Ratio

INSM:

24.77

CIEN:

11.65

PB Ratio

INSM:

29.91

CIEN:

22.56

Total Revenue (TTM)

INSM:

$819.56M

CIEN:

$5.57B

Gross Profit (TTM)

INSM:

$668.55M

CIEN:

$2.40B

EBITDA (TTM)

INSM:

-$1.14B

CIEN:

$670.55M

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Return for Risk

INSM vs. CIEN — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

INSM
INSM Risk / Return Rank: 4343
Overall Rank
INSM Sharpe Ratio Rank: 4343
Sharpe Ratio Rank
INSM Sortino Ratio Rank: 4141
Sortino Ratio Rank
INSM Omega Ratio Rank: 4343
Omega Ratio Rank
INSM Calmar Ratio Rank: 4343
Calmar Ratio Rank
INSM Martin Ratio Rank: 4343
Martin Ratio Rank

CIEN
CIEN Risk / Return Rank: 9999
Overall Rank
CIEN Sharpe Ratio Rank: 100100
Sharpe Ratio Rank
CIEN Sortino Ratio Rank: 9898
Sortino Ratio Rank
CIEN Omega Ratio Rank: 9898
Omega Ratio Rank
CIEN Calmar Ratio Rank: 9999
Calmar Ratio Rank
CIEN Martin Ratio Rank: 100100
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

INSM vs. CIEN - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Insmed Incorporated (INSM) and Ciena Corporation (CIEN). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


INSMCIENDifference
Sharpe ratioReturn per unit of total volatility

-7.56

Sortino ratioReturn per unit of downside risk

-4.50

Omega ratioGain probability vs. loss probability

1.06

1.72

-0.66

Calmar ratioReturn relative to maximum drawdown

0.02

16.49

-16.47

Martin ratioReturn relative to average drawdown

0.04

76.44

-76.40

INSM vs. CIEN - Sharpe Ratio Comparison

The current INSM Sharpe Ratio is 0.02, which is lower than the CIEN Sharpe Ratio of 7.58. The chart below compares the historical Sharpe Ratios of INSM and CIEN, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

INSM vs. CIEN - Drawdown Comparison

The maximum INSM drawdown since its inception was -98.65%, roughly equal to the maximum CIEN drawdown of -99.51%. Use the drawdown chart below to compare losses from any high point for INSM and CIEN.


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Drawdown Indicators


INSMCIENDifference

Max Drawdown

Largest peak-to-trough decline

-98.65%

-99.51%

+0.86%

Max Drawdown (1Y)

Largest decline over 1 year

-56.54%

-30.68%

-25.86%

Max Drawdown (3Y)

Largest decline over 3 years

-56.54%

-45.51%

-11.03%

Max Drawdown (5Y)

Largest decline over 5 years

-56.54%

-49.54%

-7.00%

Max Drawdown (10Y)

Largest decline over 10 years

-64.84%

-49.54%

-15.30%

Current Drawdown

Current decline from peak

-53.72%

-57.38%

+3.66%

Average Drawdown

Average peak-to-trough decline

-86.07%

-87.08%

+1.01%

Ulcer Index

Depth and duration of drawdowns from previous peaks

23.68%

6.61%

+17.07%

Volatility

INSM vs. CIEN - Volatility Comparison

The current volatility for Insmed Incorporated (INSM) is 17.27%, while Ciena Corporation (CIEN) has a volatility of 24.81%. This indicates that INSM experiences smaller price fluctuations and is considered to be less risky than CIEN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


INSMCIENDifference

Volatility (1M)

Calculated over the trailing 1-month period

17.27%

24.81%

-7.54%

Volatility (6M)

Calculated over the trailing 6-month period

46.13%

56.12%

-9.99%

Volatility (1Y)

Calculated over the trailing 1-year period

52.05%

66.74%

-14.69%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

72.82%

48.55%

+24.27%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

78.49%

44.35%

+34.14%

Dividends

INSM vs. CIEN - Dividend Comparison

Neither INSM nor CIEN has paid dividends to shareholders.


Tickers have no history of dividend payments

Financials

INSM vs. CIEN - Financials Comparison

This section allows you to compare key financial metrics between Insmed Incorporated and Ciena Corporation. 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


0.00500.00M1.00B1.50B20222023202420252026
305.96M
1.57B
(INSM) Total Revenue
(CIEN) Total Revenue
Values in USD except per share items

INSM vs. CIEN - Profitability Comparison

The chart below illustrates the profitability comparison between Insmed Incorporated and Ciena Corporation over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

40.0%50.0%60.0%70.0%80.0%20222023202420252026
84.5%
44.0%
Portfolio components
INSM - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Insmed Incorporated reported a gross profit of 258.54M and revenue of 305.96M. Therefore, the gross margin over that period was 84.5%.

CIEN - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Ciena Corporation reported a gross profit of 691.55M and revenue of 1.57B. Therefore, the gross margin over that period was 44.0%.

INSM - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Insmed Incorporated reported an operating income of -198.20M and revenue of 305.96M, resulting in an operating margin of -64.8%.

CIEN - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Ciena Corporation reported an operating income of 237.87M and revenue of 1.57B, resulting in an operating margin of 15.1%.

INSM - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Insmed Incorporated reported a net income of -163.56M and revenue of 305.96M, resulting in a net margin of -53.5%.

CIEN - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Ciena Corporation reported a net income of 218.22M and revenue of 1.57B, resulting in a net margin of 13.9%.


Frequently Asked Questions


INSM and CIEN have a correlation of 0.12, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

CIEN has higher volatility (24.81%) compared to INSM (17.27%). In terms of maximum drawdown, INSM dropped -98.65% vs CIEN's -99.51%.

CIEN currently has the higher Sharpe Ratio (7.58 vs 0.02), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

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