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

Performance

INSM vs. ECHO - Performance Comparison

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

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Returns By Period


INSM

1D
1.79%
1M
-0.27%
YTD
-38.74%
6M
-38.76%
1Y
5.94%
3Y*
71.60%
5Y*
29.33%
10Y*
26.59%

ECHO

1D
0.65%
1M
YTD
6M
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

INSM vs. ECHO - Yearly Performance Comparison


2026 (YTD)
INSM
Insmed Incorporated
8.13%
ECHO
EchoStar Corporation
-1.85%

Correlation

The correlation between INSM and ECHO is 0.54, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (All Time)
Calculated using the full available price history since Jun 23, 2026

0.54

Fundamentals

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Return for Risk

INSM vs. ECHO — Risk / Return Rank

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

INSM
INSM Risk / Return Rank: 4747
Overall Rank
INSM Sharpe Ratio Rank: 4848
Sharpe Ratio Rank
INSM Sortino Ratio Rank: 4545
Sortino Ratio Rank
INSM Omega Ratio Rank: 4848
Omega Ratio Rank
INSM Calmar Ratio Rank: 4747
Calmar Ratio Rank
INSM Martin Ratio Rank: 4747
Martin Ratio Rank

ECHO

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

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. ECHO - Risk-Adjusted Trends Comparison

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


INSMECHODifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.08

Calmar ratioReturn relative to maximum drawdown

0.11

Martin ratioReturn relative to average drawdown

0.23

INSM vs. ECHO - Sharpe Ratio Comparison


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Drawdowns

INSM vs. ECHO - Drawdown Comparison

The maximum INSM drawdown since its inception was -98.65%, which is greater than ECHO's maximum drawdown of -6.48%. Use the drawdown chart below to compare losses from any high point for INSM and ECHO.


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Drawdown Indicators


INSMECHODifference

Max Drawdown

Largest peak-to-trough decline

-98.65%

-6.48%

-92.17%

Max Drawdown (1Y)

Largest decline over 1 year

-56.54%

Max Drawdown (3Y)

Largest decline over 3 years

-56.54%

Max Drawdown (5Y)

Largest decline over 5 years

-56.54%

Max Drawdown (10Y)

Largest decline over 10 years

-64.84%

Current Drawdown

Current decline from peak

-49.57%

-2.33%

-47.24%

Average Drawdown

Average peak-to-trough decline

-86.02%

-3.67%

-82.35%

Ulcer Index

Depth and duration of drawdowns from previous peaks

26.03%

Volatility

INSM vs. ECHO - Volatility Comparison


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Volatility by Period


INSMECHODifference

Volatility (1M)

Calculated over the trailing 1-month period

17.20%

Volatility (6M)

Calculated over the trailing 6-month period

42.95%

Volatility (1Y)

Calculated over the trailing 1-year period

52.07%

42.51%

+9.56%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

72.85%

42.51%

+30.34%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

78.41%

42.51%

+35.90%

Dividends

INSM vs. ECHO - Dividend Comparison

Neither INSM nor ECHO has paid dividends to shareholders.


Tickers have no history of dividend payments

Financials

INSM vs. ECHO - Financials Comparison

This section allows you to compare key financial metrics between Insmed Incorporated and EchoStar 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


50.00M100.00M150.00M200.00M250.00M300.00MJulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober2025AprilJulyOctober2026
305.96M
(INSM) Total Revenue
(ECHO) Total Revenue
Values in USD except per share items

Frequently Asked Questions


INSM and ECHO have a correlation of 0.54, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Portfolio Optimizer

Find the right allocation for INSM and ECHO

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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