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INSM vs. SRPT
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between INSM and SRPT is 0.26, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.00.3

Performance

INSM vs. SRPT - Performance Comparison

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

-30.00%-20.00%-10.00%0.00%10.00%AugustSeptemberOctoberNovemberDecember2025
-0.19%
-16.76%
INSM
SRPT

Key characteristics

Sharpe Ratio

INSM:

1.14

SRPT:

0.68

Sortino Ratio

INSM:

5.23

SRPT:

1.68

Omega Ratio

INSM:

1.61

SRPT:

1.20

Calmar Ratio

INSM:

1.62

SRPT:

0.74

Martin Ratio

INSM:

16.29

SRPT:

2.05

Ulcer Index

INSM:

8.82%

SRPT:

16.94%

Daily Std Dev

INSM:

125.44%

SRPT:

50.89%

Max Drawdown

INSM:

-98.65%

SRPT:

-98.17%

Current Drawdown

INSM:

-64.17%

SRPT:

-29.34%

Fundamentals

Market Cap

INSM:

$12.35B

SRPT:

$11.61B

EPS

INSM:

-$5.55

SRPT:

$1.54

PEG Ratio

INSM:

0.00

SRPT:

159.25

Total Revenue (TTM)

INSM:

$259.27M

SRPT:

$1.24B

Gross Profit (TTM)

INSM:

$197.15M

SRPT:

$1.05B

EBITDA (TTM)

INSM:

-$604.97M

SRPT:

$119.07M

Returns By Period

In the year-to-date period, INSM achieves a 1.19% return, which is significantly lower than SRPT's 3.87% return. Over the past 10 years, INSM has underperformed SRPT with an annualized return of 16.43%, while SRPT has yielded a comparatively higher 24.57% annualized return.


INSM

YTD

1.19%

1M

-7.30%

6M

-0.20%

1Y

139.82%

5Y*

24.15%

10Y*

16.43%

SRPT

YTD

3.87%

1M

-0.19%

6M

-16.77%

1Y

33.95%

5Y*

-0.54%

10Y*

24.57%

*Annualized

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Risk-Adjusted Performance

INSM vs. SRPT - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Insmed Incorporated (INSM) and Sarepta Therapeutics, Inc. (SRPT). 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 INSM, currently valued at 1.14, compared to the broader market-4.00-2.000.002.001.140.68
The chart of Sortino ratio for INSM, currently valued at 5.23, compared to the broader market-4.00-2.000.002.004.005.231.68
The chart of Omega ratio for INSM, currently valued at 1.61, compared to the broader market0.501.001.502.001.611.20
The chart of Calmar ratio for INSM, currently valued at 1.62, compared to the broader market0.002.004.006.001.620.74
The chart of Martin ratio for INSM, currently valued at 16.29, compared to the broader market0.005.0010.0015.0020.0025.0016.292.05
INSM
SRPT

The current INSM Sharpe Ratio is 1.14, which is higher than the SRPT Sharpe Ratio of 0.68. The chart below compares the historical Sharpe Ratios of INSM and SRPT, 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 Ratio0.000.501.001.502.00AugustSeptemberOctoberNovemberDecember2025
1.14
0.68
INSM
SRPT

Dividends

INSM vs. SRPT - Dividend Comparison

Neither INSM nor SRPT has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

INSM vs. SRPT - Drawdown Comparison

The maximum INSM drawdown since its inception was -98.65%, roughly equal to the maximum SRPT drawdown of -98.17%. Use the drawdown chart below to compare losses from any high point for INSM and SRPT. For additional features, visit the drawdowns tool.


-70.00%-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%AugustSeptemberOctoberNovemberDecember2025
-64.17%
-29.34%
INSM
SRPT

Volatility

INSM vs. SRPT - Volatility Comparison

Insmed Incorporated (INSM) has a higher volatility of 9.42% compared to Sarepta Therapeutics, Inc. (SRPT) at 7.22%. This indicates that INSM's price experiences larger fluctuations and is considered to be riskier than SRPT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%25.00%30.00%AugustSeptemberOctoberNovemberDecember2025
9.42%
7.22%
INSM
SRPT

Financials

INSM vs. SRPT - Financials Comparison

This section allows you to compare key financial metrics between Insmed Incorporated and Sarepta Therapeutics, Inc.. 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


Values in USD except per share items
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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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