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

Correlation

The correlation between INSP and LLY is 0.16, 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.


-0.50.00.51.00.2

Performance

INSP vs. LLY - Performance Comparison

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

-20.00%-10.00%0.00%10.00%20.00%30.00%JulyAugustSeptemberOctoberNovemberDecember
15.58%
-12.87%
INSP
LLY

Key characteristics

Sharpe Ratio

INSP:

0.03

LLY:

1.18

Sortino Ratio

INSP:

0.52

LLY:

1.78

Omega Ratio

INSP:

1.08

LLY:

1.23

Calmar Ratio

INSP:

0.03

LLY:

1.47

Martin Ratio

INSP:

0.07

LLY:

4.28

Ulcer Index

INSP:

25.29%

LLY:

8.29%

Daily Std Dev

INSP:

67.95%

LLY:

30.04%

Max Drawdown

INSP:

-61.59%

LLY:

-68.27%

Current Drawdown

INSP:

-42.42%

LLY:

-19.89%

Fundamentals

Market Cap

INSP:

$5.71B

LLY:

$700.23B

EPS

INSP:

$1.11

LLY:

$9.27

PE Ratio

INSP:

171.81

LLY:

83.99

Total Revenue (TTM)

INSP:

$755.59M

LLY:

$40.86B

Gross Profit (TTM)

INSP:

$640.54M

LLY:

$33.33B

EBITDA (TTM)

INSP:

$24.33M

LLY:

$12.51B

Returns By Period

In the year-to-date period, INSP achieves a -7.70% return, which is significantly lower than LLY's 32.57% return.


INSP

YTD

-7.70%

1M

1.62%

6M

15.58%

1Y

-3.71%

5Y*

21.13%

10Y*

N/A

LLY

YTD

32.57%

1M

1.90%

6M

-12.87%

1Y

35.10%

5Y*

44.05%

10Y*

29.62%

Compare stocks, funds, or ETFs

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Risk-Adjusted Performance

INSP vs. LLY - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Inspire Medical Systems, Inc. (INSP) and Eli Lilly and Company (LLY). 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 INSP, currently valued at 0.03, compared to the broader market-4.00-2.000.002.000.031.18
The chart of Sortino ratio for INSP, currently valued at 0.52, compared to the broader market-4.00-2.000.002.004.000.521.78
The chart of Omega ratio for INSP, currently valued at 1.08, compared to the broader market0.501.001.502.001.081.23
The chart of Calmar ratio for INSP, currently valued at 0.03, compared to the broader market0.002.004.006.000.031.47
The chart of Martin ratio for INSP, currently valued at 0.07, compared to the broader market-5.000.005.0010.0015.0020.0025.000.074.28
INSP
LLY

The current INSP Sharpe Ratio is 0.03, which is lower than the LLY Sharpe Ratio of 1.18. The chart below compares the historical Sharpe Ratios of INSP and LLY, 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-1.000.001.002.003.004.00JulyAugustSeptemberOctoberNovemberDecember
0.03
1.18
INSP
LLY

Dividends

INSP vs. LLY - Dividend Comparison

INSP has not paid dividends to shareholders, while LLY's dividend yield for the trailing twelve months is around 0.68%.


TTM20232022202120202019201820172016201520142013
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%
LLY
Eli Lilly and Company
0.68%0.78%1.07%1.23%1.75%1.96%1.95%2.46%2.77%2.37%2.84%3.84%

Drawdowns

INSP vs. LLY - Drawdown Comparison

The maximum INSP drawdown since its inception was -61.59%, smaller than the maximum LLY drawdown of -68.27%. Use the drawdown chart below to compare losses from any high point for INSP and LLY. For additional features, visit the drawdowns tool.


-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-42.42%
-19.89%
INSP
LLY

Volatility

INSP vs. LLY - Volatility Comparison

Inspire Medical Systems, Inc. (INSP) has a higher volatility of 10.58% compared to Eli Lilly and Company (LLY) at 7.16%. This indicates that INSP's price experiences larger fluctuations and is considered to be riskier than LLY 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%JulyAugustSeptemberOctoberNovemberDecember
10.58%
7.16%
INSP
LLY

Financials

INSP vs. LLY - Financials Comparison

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