INSM vs. ENGIY
INSM (Insmed Incorporated) and ENGIY (Engie SA ADR) are both stocks. INSM operates in Biotechnology (Healthcare), while ENGIY operates in Utilities - Diversified (Utilities). Over the past 10 years, INSM returned 24.09%/yr vs 13.87%/yr for ENGIY. At a 0.17 correlation, their price movements are largely independent.
Performance
INSM vs. ENGIY - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, INSM achieves a -45.89% return, which is significantly lower than ENGIY's 21.91% return. Over the past 10 years, INSM has outperformed ENGIY with an annualized return of 24.09%, while ENGIY has yielded a comparatively lower 13.87% annualized return.
INSM
- 1D
- -0.05%
- 1M
- -7.08%
- YTD
- -45.89%
- 6M
- -52.09%
- 1Y
- 27.91%
- 3Y*
- 68.17%
- 5Y*
- 27.84%
- 10Y*
- 24.09%
ENGIY
- 1D
- -0.61%
- 1M
- -2.62%
- YTD
- 21.91%
- 6M
- 26.53%
- 1Y
- 46.43%
- 3Y*
- 33.82%
- 5Y*
- 23.62%
- 10Y*
- 13.87%
INSM vs. ENGIY - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
INSM Insmed Incorporated | -45.89% | 152.09% | 122.78% | 55.11% | -26.65% | -18.17% | 39.41% | 82.01% | -57.92% | 135.68% |
ENGIY Engie SA ADR | 21.91% | 79.77% | -5.17% | 35.23% | 4.34% | 0.59% | -5.38% | 19.84% | -11.88% | 49.24% |
Correlation
The correlation between INSM and ENGIY is 0.13, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.13 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.10 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.14 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.16 |
Correlation (All Time) Calculated using the full available price history since Oct 28, 2008 | 0.17 |
Fundamentals
INSM:
$20.29B
ENGIY:
$91.66B
INSM:
-$5.71
ENGIY:
$2.94
INSM:
23.84
ENGIY:
0.57
INSM:
28.79
ENGIY:
2.78
INSM:
$819.56M
ENGIY:
$145.51B
INSM:
$668.55M
ENGIY:
$40.55B
INSM:
-$1.14B
ENGIY:
$29.92B
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
INSM vs. ENGIY — Risk / Return Rank
INSM
ENGIY
INSM vs. ENGIY - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Insmed Incorporated (INSM) and Engie SA ADR (ENGIY). 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.
| INSM | ENGIY | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.69 | ||
| Sortino ratioReturn per unit of downside risk | -1.71 | ||
| Omega ratioGain probability vs. loss probability | 1.17 | 1.38 | -0.21 |
| Calmar ratioReturn relative to maximum drawdown | 0.51 | 3.22 | -2.72 |
| Martin ratioReturn relative to average drawdown | 1.23 | 8.40 | -7.16 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| INSM | ENGIY | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.47 | 2.17 | -1.69 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.38 | 0.98 | -0.60 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.31 | 0.53 | -0.22 |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.02 | 0.16 | -0.19 |
Drawdowns
INSM vs. ENGIY - Drawdown Comparison
The maximum INSM drawdown since its inception was -98.65%, which is greater than ENGIY's maximum drawdown of -64.15%. Use the drawdown chart below to compare losses from any high point for INSM and ENGIY.
Loading charts...
Drawdown Indicators
| INSM | ENGIY | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -98.65% | -64.15% | -34.50% |
Max Drawdown (1Y)Largest decline over 1 year | -55.46% | -14.49% | -40.97% |
Max Drawdown (3Y)Largest decline over 3 years | -55.46% | -18.38% | -37.08% |
Max Drawdown (5Y)Largest decline over 5 years | -55.46% | -34.50% | -20.96% |
Max Drawdown (10Y)Largest decline over 10 years | -64.84% | -48.73% | -16.11% |
Current DrawdownCurrent decline from peak | -55.46% | -7.68% | -47.78% |
Average DrawdownAverage peak-to-trough decline | -86.11% | -35.46% | -50.65% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 22.66% | 5.55% | +17.11% |
Volatility
INSM vs. ENGIY - Volatility Comparison
Insmed Incorporated (INSM) has a higher volatility of 18.58% compared to Engie SA ADR (ENGIY) at 5.08%. This indicates that INSM's price experiences larger fluctuations and is considered to be riskier than ENGIY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| INSM | ENGIY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 18.58% | 5.08% | +13.50% |
Volatility (6M)Calculated over the trailing 6-month period | 45.00% | 17.34% | +27.66% |
Volatility (1Y)Calculated over the trailing 1-year period | 59.24% | 21.57% | +37.67% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 72.76% | 24.13% | +48.63% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 78.47% | 26.35% | +52.12% |
Dividends
INSM vs. ENGIY - Dividend Comparison
INSM has not paid dividends to shareholders, while ENGIY's dividend yield for the trailing twelve months is around 3.94%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ENGIY Engie SA ADR | 3.94% | 6.40% | 5.47% | 8.78% | 6.76% | 4.33% | 0.00% | 5.25% | 6.00% | 9.09% | 12.96% | 6.36% |
INSM Insmed Incorporated | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Financials
INSM vs. ENGIY - Financials Comparison
This section allows you to compare key financial metrics between Insmed Incorporated and Engie SA ADR. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.
Total Revenue: Total amount of money received from sales and other business activities
INSM vs. ENGIY - Profitability Comparison
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%.
ENGIY - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Engie SA ADR reported a gross profit of 3.79B and revenue of 33.63B. Therefore, the gross margin over that period was 11.3%.
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%.
ENGIY - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Engie SA ADR reported an operating income of 3.94B and revenue of 33.63B, resulting in an operating margin of 11.7%.
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%.
ENGIY - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Engie SA ADR reported a net income of 898.30M and revenue of 33.63B, resulting in a net margin of 2.7%.
Frequently Asked Questions
INSM and ENGIY have a correlation of 0.13, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
INSM has higher volatility (18.58%) compared to ENGIY (5.08%). In terms of maximum drawdown, INSM dropped -98.65% vs ENGIY's -64.15%.
ENGIY currently has the higher Sharpe Ratio (2.17 vs 0.47), 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.
Find the right allocation for INSM and ENGIY
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer