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INSP vs. SLYV
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between INSP and SLYV is 0.74, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Performance

INSP vs. SLYV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Inspire Medical Systems, Inc. (INSP) and SPDR S&P 600 Small Cap Value ETF (SLYV). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

INSP:

-0.06

SLYV:

-0.07

Sortino Ratio

INSP:

0.27

SLYV:

0.05

Omega Ratio

INSP:

1.03

SLYV:

1.01

Calmar Ratio

INSP:

-0.10

SLYV:

-0.07

Martin Ratio

INSP:

-0.38

SLYV:

-0.20

Ulcer Index

INSP:

16.30%

SLYV:

10.08%

Daily Std Dev

INSP:

58.69%

SLYV:

24.35%

Max Drawdown

INSP:

-61.59%

SLYV:

-61.32%

Current Drawdown

INSP:

-54.07%

SLYV:

-16.03%

Returns By Period

In the year-to-date period, INSP achieves a -19.20% return, which is significantly lower than SLYV's -9.14% return.


INSP

YTD

-19.20%

1M

-0.29%

6M

-14.55%

1Y

-3.50%

3Y*

-5.22%

5Y*

12.52%

10Y*

N/A

SLYV

YTD

-9.14%

1M

11.66%

6M

-11.46%

1Y

-1.70%

3Y*

3.52%

5Y*

13.82%

10Y*

6.94%

*Annualized

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Inspire Medical Systems, Inc.

SPDR S&P 600 Small Cap Value ETF

Risk-Adjusted Performance

INSP vs. SLYV — 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 4545
Overall Rank
The Sharpe Ratio Rank of INSP is 4848
Sharpe Ratio Rank
The Sortino Ratio Rank of INSP is 4444
Sortino Ratio Rank
The Omega Ratio Rank of INSP is 4444
Omega Ratio Rank
The Calmar Ratio Rank of INSP is 4545
Calmar Ratio Rank
The Martin Ratio Rank of INSP is 4343
Martin Ratio Rank

SLYV
The Risk-Adjusted Performance Rank of SLYV is 1313
Overall Rank
The Sharpe Ratio Rank of SLYV is 1313
Sharpe Ratio Rank
The Sortino Ratio Rank of SLYV is 1313
Sortino Ratio Rank
The Omega Ratio Rank of SLYV is 1313
Omega Ratio Rank
The Calmar Ratio Rank of SLYV is 1212
Calmar Ratio Rank
The Martin Ratio Rank of SLYV is 1212
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. SLYV - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Inspire Medical Systems, Inc. (INSP) and SPDR S&P 600 Small Cap Value ETF (SLYV). 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 current INSP Sharpe Ratio is -0.06, which is comparable to the SLYV Sharpe Ratio of -0.07. The chart below compares the historical Sharpe Ratios of INSP and SLYV, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Dividends

INSP vs. SLYV - Dividend Comparison

INSP has not paid dividends to shareholders, while SLYV's dividend yield for the trailing twelve months is around 2.55%.


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%
SLYV
SPDR S&P 600 Small Cap Value ETF
2.55%2.30%2.11%1.47%1.94%1.40%1.66%2.14%5.53%2.18%6.55%7.50%

Drawdowns

INSP vs. SLYV - Drawdown Comparison

The maximum INSP drawdown since its inception was -61.59%, roughly equal to the maximum SLYV drawdown of -61.32%. Use the drawdown chart below to compare losses from any high point for INSP and SLYV. For additional features, visit the drawdowns tool.


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Volatility

INSP vs. SLYV - Volatility Comparison

Inspire Medical Systems, Inc. (INSP) has a higher volatility of 11.92% compared to SPDR S&P 600 Small Cap Value ETF (SLYV) at 6.36%. This indicates that INSP's price experiences larger fluctuations and is considered to be riskier than SLYV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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