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

Correlation

The correlation between INSP and INMD is 0.48, 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.


-0.50.00.51.0
Correlation: 0.5

Performance

INSP vs. INMD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Inspire Medical Systems, Inc. (INSP) and InMode Ltd. (INMD). The values are adjusted to include any dividend payments, if applicable.

100.00%120.00%140.00%160.00%180.00%200.00%220.00%240.00%NovemberDecember2025FebruaryMarchApril
144.26%
139.06%
INSP
INMD

Key characteristics

Sharpe Ratio

INSP:

-0.47

INMD:

-0.15

Sortino Ratio

INSP:

-0.28

INMD:

0.08

Omega Ratio

INSP:

0.96

INMD:

1.01

Calmar Ratio

INSP:

-0.52

INMD:

-0.08

Martin Ratio

INSP:

-1.05

INMD:

-0.55

Ulcer Index

INSP:

30.44%

INMD:

12.09%

Daily Std Dev

INSP:

67.90%

INMD:

43.51%

Max Drawdown

INSP:

-61.59%

INMD:

-85.59%

Current Drawdown

INSP:

-51.22%

INMD:

-83.43%

Fundamentals

Market Cap

INSP:

$4.71B

INMD:

$1.09B

EPS

INSP:

$1.87

INMD:

$2.25

PE Ratio

INSP:

84.60

INMD:

7.17

PS Ratio

INSP:

5.86

INMD:

2.77

PB Ratio

INSP:

6.40

INMD:

1.56

Total Revenue (TTM)

INSP:

$638.79M

INMD:

$314.53M

Gross Profit (TTM)

INSP:

$540.57M

INMD:

$253.15M

EBITDA (TTM)

INSP:

$79.40M

INMD:

$76.51M

Returns By Period

In the year-to-date period, INSP achieves a -14.20% return, which is significantly lower than INMD's -2.87% return.


INSP

YTD

-14.20%

1M

-2.53%

6M

-18.51%

1Y

-31.15%

5Y*

17.11%

10Y*

N/A

INMD

YTD

-2.87%

1M

-10.93%

6M

-7.58%

1Y

-4.70%

5Y*

7.61%

10Y*

N/A

*Annualized

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Risk-Adjusted Performance

INSP vs. INMD — 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 2626
Overall Rank
The Sharpe Ratio Rank of INSP is 2626
Sharpe Ratio Rank
The Sortino Ratio Rank of INSP is 2929
Sortino Ratio Rank
The Omega Ratio Rank of INSP is 2828
Omega Ratio Rank
The Calmar Ratio Rank of INSP is 1818
Calmar Ratio Rank
The Martin Ratio Rank of INSP is 2626
Martin Ratio Rank

INMD
The Risk-Adjusted Performance Rank of INMD is 4242
Overall Rank
The Sharpe Ratio Rank of INMD is 4444
Sharpe Ratio Rank
The Sortino Ratio Rank of INMD is 4040
Sortino Ratio Rank
The Omega Ratio Rank of INMD is 4040
Omega Ratio Rank
The Calmar Ratio Rank of INMD is 4747
Calmar Ratio Rank
The Martin Ratio Rank of INMD is 4040
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. INMD - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Inspire Medical Systems, Inc. (INSP) and InMode Ltd. (INMD). 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 -0.47, compared to the broader market-2.00-1.000.001.002.003.00
INSP: -0.47
INMD: -0.15
The chart of Sortino ratio for INSP, currently valued at -0.28, compared to the broader market-6.00-4.00-2.000.002.004.00
INSP: -0.28
INMD: 0.08
The chart of Omega ratio for INSP, currently valued at 0.96, compared to the broader market0.501.001.502.00
INSP: 0.96
INMD: 1.01
The chart of Calmar ratio for INSP, currently valued at -0.52, compared to the broader market0.001.002.003.004.005.00
INSP: -0.52
INMD: -0.08
The chart of Martin ratio for INSP, currently valued at -1.05, compared to the broader market-5.000.005.0010.0015.0020.00
INSP: -1.05
INMD: -0.55

The current INSP Sharpe Ratio is -0.47, which is lower than the INMD Sharpe Ratio of -0.15. The chart below compares the historical Sharpe Ratios of INSP and INMD, 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
-0.47
-0.15
INSP
INMD

Dividends

INSP vs. INMD - Dividend Comparison

Neither INSP nor INMD has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

INSP vs. INMD - Drawdown Comparison

The maximum INSP drawdown since its inception was -61.59%, smaller than the maximum INMD drawdown of -85.59%. Use the drawdown chart below to compare losses from any high point for INSP and INMD. For additional features, visit the drawdowns tool.


-90.00%-80.00%-70.00%-60.00%-50.00%-40.00%-30.00%NovemberDecember2025FebruaryMarchApril
-51.22%
-83.43%
INSP
INMD

Volatility

INSP vs. INMD - Volatility Comparison

The current volatility for Inspire Medical Systems, Inc. (INSP) is 18.59%, while InMode Ltd. (INMD) has a volatility of 19.92%. This indicates that INSP experiences smaller price fluctuations and is considered to be less risky than INMD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


10.00%15.00%20.00%NovemberDecember2025FebruaryMarchApril
18.59%
19.92%
INSP
INMD

Financials

INSP vs. INMD - Financials Comparison

This section allows you to compare key financial metrics between Inspire Medical Systems, Inc. and InMode Ltd.. 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