INSM vs. IEF
INSM (Insmed Incorporated) is a stock, while IEF (iShares 7-10 Year Treasury Bond ETF) is Government Bonds fund tracking the ICE U.S. Treasury 7-10 Year Bond Index. Over the past 10 years, INSM returned 24.71%/yr vs 0.56%/yr for IEF. At a correlation of -0.07, they often move in opposite directions.
Performance
INSM vs. IEF - Performance Comparison
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Returns By Period
In the year-to-date period, INSM achieves a -43.09% return, which is significantly lower than IEF's -0.89% return. Over the past 10 years, INSM has outperformed IEF with an annualized return of 24.71%, while IEF has yielded a comparatively lower 0.56% annualized return.
INSM
- 1D
- 5.17%
- 1M
- -2.28%
- YTD
- -43.09%
- 6M
- -48.99%
- 1Y
- 40.12%
- 3Y*
- 71.02%
- 5Y*
- 27.78%
- 10Y*
- 24.71%
IEF
- 1D
- 0.28%
- 1M
- -0.91%
- YTD
- -0.89%
- 6M
- -0.54%
- 1Y
- 4.01%
- 3Y*
- 2.52%
- 5Y*
- -1.36%
- 10Y*
- 0.56%
INSM vs. IEF - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
INSM Insmed Incorporated | -43.09% | 152.09% | 122.78% | 55.11% | -26.65% | -18.17% | 39.41% | 82.01% | -57.92% | 135.68% |
IEF iShares 7-10 Year Treasury Bond ETF | -0.89% | 8.03% | -0.63% | 3.64% | -15.15% | -3.33% | 10.01% | 8.03% | 0.99% | 2.55% |
Correlation
The correlation between INSM and IEF is 0.11, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.11 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.11 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.06 |
Correlation (10Y) Calculated over the trailing 10-year period | -0.06 |
Correlation (All Time) Calculated using the full available price history since Jul 26, 2002 | -0.07 |
The correlation between INSM and IEF shifts across timeframes, from -0.07 (all time) to 0.11 (3 years), reflecting how their relationship changes across market environments.
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Return for Risk
INSM vs. IEF — Risk / Return Rank
INSM
IEF
INSM vs. IEF - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Insmed Incorporated (INSM) and iShares 7-10 Year Treasury Bond ETF (IEF). 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 | IEF | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.18 | ||
| Sortino ratioReturn per unit of downside risk | +0.04 | ||
| Omega ratioGain probability vs. loss probability | 1.21 | 1.15 | +0.06 |
| Calmar ratioReturn relative to maximum drawdown | 0.73 | 0.99 | -0.26 |
| Martin ratioReturn relative to average drawdown | 1.76 | 2.83 | -1.08 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| INSM | IEF | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.68 | 0.86 | -0.18 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.38 | -0.18 | +0.56 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.32 | 0.08 | +0.23 |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.02 | 0.50 | -0.52 |
Drawdowns
INSM vs. IEF - Drawdown Comparison
The maximum INSM drawdown since its inception was -98.65%, which is greater than IEF's maximum drawdown of -23.93%. Use the drawdown chart below to compare losses from any high point for INSM and IEF.
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Drawdown Indicators
| INSM | IEF | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -98.65% | -23.93% | -74.72% |
Max Drawdown (1Y)Largest decline over 1 year | -55.46% | -4.07% | -51.39% |
Max Drawdown (3Y)Largest decline over 3 years | -55.46% | -7.74% | -47.72% |
Max Drawdown (5Y)Largest decline over 5 years | -55.46% | -21.40% | -34.06% |
Max Drawdown (10Y)Largest decline over 10 years | -64.84% | -23.93% | -40.91% |
Current DrawdownCurrent decline from peak | -53.15% | -11.55% | -41.60% |
Average DrawdownAverage peak-to-trough decline | -86.09% | -5.35% | -80.74% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 22.91% | 1.42% | +21.49% |
Volatility
INSM vs. IEF - Volatility Comparison
Insmed Incorporated (INSM) has a higher volatility of 19.09% compared to iShares 7-10 Year Treasury Bond ETF (IEF) at 1.52%. This indicates that INSM's price experiences larger fluctuations and is considered to be riskier than IEF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| INSM | IEF | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 19.09% | 1.52% | +17.57% |
Volatility (6M)Calculated over the trailing 6-month period | 45.36% | 3.37% | +41.99% |
Volatility (1Y)Calculated over the trailing 1-year period | 59.33% | 4.69% | +54.64% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 72.79% | 7.71% | +65.08% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 78.48% | 6.63% | +71.85% |
Dividends
INSM vs. IEF - Dividend Comparison
INSM has not paid dividends to shareholders, while IEF's dividend yield for the trailing twelve months is around 3.91%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IEF iShares 7-10 Year Treasury Bond ETF | 3.91% | 3.77% | 3.62% | 2.91% | 1.96% | 0.83% | 1.08% | 2.08% | 2.24% | 1.82% | 1.81% | 1.90% |
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% |
Frequently Asked Questions
INSM and IEF have a correlation of 0.11, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
INSM has higher volatility (19.09%) compared to IEF (1.52%). In terms of maximum drawdown, INSM dropped -98.65% vs IEF's -23.93%.
IEF currently has the higher Sharpe Ratio (0.86 vs 0.68), 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.
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