PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
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.


-0.50.00.51.0
Correlation: 0.3

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.

-50.00%0.00%50.00%100.00%NovemberDecember2025FebruaryMarchApril
-55.97%
-13.59%
INSM
SRPT

Key characteristics

Sharpe Ratio

INSM:

1.41

SRPT:

-0.89

Sortino Ratio

INSM:

5.60

SRPT:

-1.39

Omega Ratio

INSM:

1.67

SRPT:

0.80

Calmar Ratio

INSM:

2.00

SRPT:

-0.75

Martin Ratio

INSM:

22.16

SRPT:

-1.91

Ulcer Index

INSM:

8.02%

SRPT:

28.34%

Daily Std Dev

INSM:

125.85%

SRPT:

60.97%

Max Drawdown

INSM:

-98.65%

SRPT:

-98.17%

Current Drawdown

INSM:

-62.74%

SRPT:

-69.91%

Fundamentals

Market Cap

INSM:

$13.21B

SRPT:

$5.23B

EPS

INSM:

-$5.57

SRPT:

$2.34

PEG Ratio

INSM:

0.00

SRPT:

159.25

PS Ratio

INSM:

36.32

SRPT:

2.75

PB Ratio

INSM:

46.29

SRPT:

3.42

Total Revenue (TTM)

INSM:

$288.21M

SRPT:

$1.49B

Gross Profit (TTM)

INSM:

$218.66M

SRPT:

$1.21B

EBITDA (TTM)

INSM:

-$716.32M

SRPT:

$247.43M

Returns By Period

In the year-to-date period, INSM achieves a 5.23% return, which is significantly higher than SRPT's -55.76% return. Over the past 10 years, INSM has underperformed SRPT with an annualized return of 12.13%, while SRPT has yielded a comparatively higher 14.89% annualized return.


INSM

YTD

5.23%

1M

-7.97%

6M

-2.54%

1Y

192.94%

5Y*

30.43%

10Y*

12.13%

SRPT

YTD

-55.76%

1M

-32.74%

6M

-57.67%

1Y

-53.85%

5Y*

-14.65%

10Y*

14.89%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

INSM vs. SRPT — Risk-Adjusted Performance Rank

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

INSM
The Risk-Adjusted Performance Rank of INSM is 9696
Overall Rank
The Sharpe Ratio Rank of INSM is 9191
Sharpe Ratio Rank
The Sortino Ratio Rank of INSM is 9999
Sortino Ratio Rank
The Omega Ratio Rank of INSM is 9898
Omega Ratio Rank
The Calmar Ratio Rank of INSM is 9494
Calmar Ratio Rank
The Martin Ratio Rank of INSM is 9999
Martin Ratio Rank

SRPT
The Risk-Adjusted Performance Rank of SRPT is 77
Overall Rank
The Sharpe Ratio Rank of SRPT is 99
Sharpe Ratio Rank
The Sortino Ratio Rank of SRPT is 88
Sortino Ratio Rank
The Omega Ratio Rank of SRPT is 77
Omega Ratio Rank
The Calmar Ratio Rank of SRPT is 88
Calmar Ratio Rank
The Martin Ratio Rank of SRPT is 33
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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 1.41, compared to the broader market-2.00-1.000.001.002.003.00
INSM: 1.41
SRPT: -0.89
The chart of Sortino ratio for INSM, currently valued at 5.60, compared to the broader market-6.00-4.00-2.000.002.004.00
INSM: 5.60
SRPT: -1.39
The chart of Omega ratio for INSM, currently valued at 1.67, compared to the broader market0.501.001.502.00
INSM: 1.67
SRPT: 0.80
The chart of Calmar ratio for INSM, currently valued at 2.00, compared to the broader market0.001.002.003.004.00
INSM: 2.00
SRPT: -0.75
The chart of Martin ratio for INSM, currently valued at 22.16, compared to the broader market-5.000.005.0010.0015.0020.00
INSM: 22.16
SRPT: -1.91

The current INSM Sharpe Ratio is 1.41, which is higher than the SRPT Sharpe Ratio of -0.89. 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 Ratio-1.00-0.500.000.501.001.50NovemberDecember2025FebruaryMarchApril
1.41
-0.89
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%NovemberDecember2025FebruaryMarchApril
-62.74%
-69.91%
INSM
SRPT

Volatility

INSM vs. SRPT - Volatility Comparison

The current volatility for Insmed Incorporated (INSM) is 14.48%, while Sarepta Therapeutics, Inc. (SRPT) has a volatility of 24.66%. This indicates that INSM experiences smaller price fluctuations and is considered to be less risky than SRPT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


10.00%20.00%30.00%40.00%NovemberDecember2025FebruaryMarchApril
14.48%
24.66%
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
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


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.

Copyright © 2025 PortfoliosLab