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INSP vs. BMY
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between INSP and BMY is 0.17, 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: 0.2

Performance

INSP vs. BMY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Inspire Medical Systems, Inc. (INSP) and Bristol-Myers Squibb Company (BMY). The values are adjusted to include any dividend payments, if applicable.

0.00%200.00%400.00%600.00%800.00%NovemberDecember2025FebruaryMarchApril
515.73%
33.54%
INSP
BMY

Key characteristics

Sharpe Ratio

INSP:

-0.48

BMY:

0.34

Sortino Ratio

INSP:

-0.30

BMY:

0.74

Omega Ratio

INSP:

0.96

BMY:

1.09

Calmar Ratio

INSP:

-0.53

BMY:

0.22

Martin Ratio

INSP:

-1.11

BMY:

1.05

Ulcer Index

INSP:

29.26%

BMY:

9.82%

Daily Std Dev

INSP:

68.27%

BMY:

30.35%

Max Drawdown

INSP:

-61.59%

BMY:

-70.62%

Current Drawdown

INSP:

-52.83%

BMY:

-26.35%

Fundamentals

Market Cap

INSP:

$4.58B

BMY:

$109.35B

EPS

INSP:

$1.75

BMY:

-$4.41

Total Revenue (TTM)

INSP:

$638.79M

BMY:

$36.44B

Gross Profit (TTM)

INSP:

$540.57M

BMY:

$23.27B

EBITDA (TTM)

INSP:

$79.40M

BMY:

$11.69B

Returns By Period

In the year-to-date period, INSP achieves a -17.03% return, which is significantly lower than BMY's -2.90% return.


INSP

YTD

-17.03%

1M

-14.25%

6M

-25.67%

1Y

-35.45%

5Y*

19.01%

10Y*

N/A

BMY

YTD

-2.90%

1M

-13.92%

6M

4.02%

1Y

9.27%

5Y*

1.85%

10Y*

1.37%

*Annualized

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Inspire Medical Systems, Inc.

Risk-Adjusted Performance

INSP vs. BMY — Risk-Adjusted Performance Rank

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

INSP
The Risk-Adjusted Performance Rank of INSP is 3333
Overall Rank
The Sharpe Ratio Rank of INSP is 3333
Sharpe Ratio Rank
The Sortino Ratio Rank of INSP is 3737
Sortino Ratio Rank
The Omega Ratio Rank of INSP is 3636
Omega Ratio Rank
The Calmar Ratio Rank of INSP is 2525
Calmar Ratio Rank
The Martin Ratio Rank of INSP is 3434
Martin Ratio Rank

BMY
The Risk-Adjusted Performance Rank of BMY is 7171
Overall Rank
The Sharpe Ratio Rank of BMY is 7575
Sharpe Ratio Rank
The Sortino Ratio Rank of BMY is 6969
Sortino Ratio Rank
The Omega Ratio Rank of BMY is 6767
Omega Ratio Rank
The Calmar Ratio Rank of BMY is 7272
Calmar Ratio Rank
The Martin Ratio Rank of BMY is 7373
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.

INSP vs. BMY - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Inspire Medical Systems, Inc. (INSP) and Bristol-Myers Squibb Company (BMY). 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.


The chart of Sharpe ratio for INSP, currently valued at -0.48, compared to the broader market-2.00-1.000.001.002.00
INSP: -0.48
BMY: 0.34
The chart of Sortino ratio for INSP, currently valued at -0.30, compared to the broader market-6.00-4.00-2.000.002.004.00
INSP: -0.30
BMY: 0.74
The chart of Omega ratio for INSP, currently valued at 0.96, compared to the broader market0.501.001.502.00
INSP: 0.96
BMY: 1.09
The chart of Calmar ratio for INSP, currently valued at -0.53, compared to the broader market0.001.002.003.004.00
INSP: -0.53
BMY: 0.22
The chart of Martin ratio for INSP, currently valued at -1.11, compared to the broader market-10.000.0010.0020.00
INSP: -1.11
BMY: 1.05

The current INSP Sharpe Ratio is -0.48, which is lower than the BMY Sharpe Ratio of 0.34. The chart below compares the historical Sharpe Ratios of INSP and BMY, 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-0.500.000.501.00NovemberDecember2025FebruaryMarchApril
-0.48
0.34
INSP
BMY

Dividends

INSP vs. BMY - Dividend Comparison

INSP has not paid dividends to shareholders, while BMY's dividend yield for the trailing twelve months is around 4.54%.


TTM20242023202220212020201920182017201620152014
INSP
Inspire Medical Systems, Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
BMY
Bristol-Myers Squibb Company
4.54%4.24%4.44%3.00%2.36%3.69%2.55%3.08%2.55%1.95%2.17%2.46%

Drawdowns

INSP vs. BMY - Drawdown Comparison

The maximum INSP drawdown since its inception was -61.59%, smaller than the maximum BMY drawdown of -70.62%. Use the drawdown chart below to compare losses from any high point for INSP and BMY. For additional features, visit the drawdowns tool.


-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%NovemberDecember2025FebruaryMarchApril
-52.83%
-26.35%
INSP
BMY

Volatility

INSP vs. BMY - Volatility Comparison

Inspire Medical Systems, Inc. (INSP) has a higher volatility of 17.60% compared to Bristol-Myers Squibb Company (BMY) at 8.52%. This indicates that INSP's price experiences larger fluctuations and is considered to be riskier than BMY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%NovemberDecember2025FebruaryMarchApril
17.60%
8.52%
INSP
BMY

Financials

INSP vs. BMY - Financials Comparison

This section allows you to compare key financial metrics between Inspire Medical Systems, Inc. and Bristol-Myers Squibb Company. 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