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INSP vs. ^SP500TR
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

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.


-0.50.00.51.0
Correlation: 0.5

Performance

INSP vs. ^SP500TR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Inspire Medical Systems, Inc. (INSP) and S&P 500 Total Return (^SP500TR). The values are adjusted to include any dividend payments, if applicable.

100.00%200.00%300.00%400.00%500.00%600.00%700.00%800.00%NovemberDecember2025FebruaryMarchApril
536.75%
136.12%
INSP
^SP500TR

Key characteristics

Sharpe Ratio

INSP:

-0.47

^SP500TR:

0.54

Sortino Ratio

INSP:

-0.28

^SP500TR:

0.88

Omega Ratio

INSP:

0.96

^SP500TR:

1.13

Calmar Ratio

INSP:

-0.52

^SP500TR:

0.56

Martin Ratio

INSP:

-1.05

^SP500TR:

2.30

Ulcer Index

INSP:

30.44%

^SP500TR:

4.55%

Daily Std Dev

INSP:

67.90%

^SP500TR:

19.44%

Max Drawdown

INSP:

-61.59%

^SP500TR:

-55.25%

Current Drawdown

INSP:

-51.22%

^SP500TR:

-9.86%

Returns By Period

In the year-to-date period, INSP achieves a -14.20% return, which is significantly lower than ^SP500TR's -5.68% return.


INSP

YTD

-14.20%

1M

1.16%

6M

-18.51%

1Y

-33.01%

5Y*

16.58%

10Y*

N/A

^SP500TR

YTD

-5.68%

1M

-0.91%

6M

-4.24%

1Y

9.81%

5Y*

15.89%

10Y*

12.27%

*Annualized

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Risk-Adjusted Performance

INSP vs. ^SP500TR — 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 1919
Calmar Ratio Rank
The Martin Ratio Rank of INSP is 2727
Martin Ratio Rank

^SP500TR
The Risk-Adjusted Performance Rank of ^SP500TR is 7777
Overall Rank
The Sharpe Ratio Rank of ^SP500TR is 7676
Sharpe Ratio Rank
The Sortino Ratio Rank of ^SP500TR is 7373
Sortino Ratio Rank
The Omega Ratio Rank of ^SP500TR is 7676
Omega Ratio Rank
The Calmar Ratio Rank of ^SP500TR is 8080
Calmar Ratio Rank
The Martin Ratio Rank of ^SP500TR is 8181
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. ^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.


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
^SP500TR: 0.54
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
^SP500TR: 0.88
The chart of Omega ratio for INSP, currently valued at 0.96, compared to the broader market0.501.001.502.00
INSP: 0.96
^SP500TR: 1.13
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
^SP500TR: 0.56
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
^SP500TR: 2.30

The current INSP Sharpe Ratio is -0.47, which is lower than the ^SP500TR Sharpe Ratio of 0.54. The chart below compares the historical Sharpe Ratios of INSP and ^SP500TR, 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-1.000.001.002.003.004.00NovemberDecember2025FebruaryMarchApril
-0.47
0.54
INSP
^SP500TR

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.


-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%NovemberDecember2025FebruaryMarchApril
-51.22%
-9.86%
INSP
^SP500TR

Volatility

INSP vs. ^SP500TR - Volatility Comparison

Inspire Medical Systems, Inc. (INSP) has a higher volatility of 18.59% compared to S&P 500 Total Return (^SP500TR) at 14.21%. 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.


0.00%5.00%10.00%15.00%20.00%NovemberDecember2025FebruaryMarchApril
18.59%
14.21%
INSP
^SP500TR