INSP vs. ^SP500TR
Compare and contrast key facts about Inspire Medical Systems, Inc. (INSP) and S&P 500 Total Return (^SP500TR).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: INSP or ^SP500TR.
Key characteristics
| INSP | ^SP500TR | |
|---|---|---|
| YTD Return | -10.45% | 26.96% |
| 1Y Return | 36.88% | 35.01% |
| 3Y Return (Ann) | -13.29% | 10.25% |
| 5Y Return (Ann) | 23.36% | 15.79% |
| Sharpe Ratio | 0.66 | 3.06 |
| Sortino Ratio | 1.26 | 4.07 |
| Omega Ratio | 1.20 | 1.58 |
| Calmar Ratio | 0.74 | 4.45 |
| Martin Ratio | 1.90 | 20.17 |
| Ulcer Index | 23.95% | 1.87% |
| Daily Std Dev | 69.32% | 12.28% |
| Max Drawdown | -61.59% | -55.25% |
| Current Drawdown | -44.13% | -0.26% |
Correlation
The correlation between INSP and ^SP500TR is 0.45, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
INSP vs. ^SP500TR - Performance Comparison
In the year-to-date period, INSP achieves a -10.45% return, which is significantly lower than ^SP500TR's 26.96% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
INSP vs. ^SP500TR - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Inspire Medical Systems, Inc. (INSP) and S&P 500 Total Return (^SP500TR). 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.
Drawdowns
INSP vs. ^SP500TR - Drawdown Comparison
The maximum INSP drawdown since its inception was -61.59%, which is greater than ^SP500TR's maximum drawdown of -55.25%. Use the drawdown chart below to compare losses from any high point for INSP and ^SP500TR. For additional features, visit the drawdowns tool.
Volatility
INSP vs. ^SP500TR - Volatility Comparison
Inspire Medical Systems, Inc. (INSP) has a higher volatility of 13.68% compared to S&P 500 Total Return (^SP500TR) at 3.75%. This indicates that INSP's price experiences larger fluctuations and is considered to be riskier than ^SP500TR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.