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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.


-0.50.00.51.00.4

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%JulyAugustSeptemberOctoberNovemberDecember
651.68%
152.35%
INSP
^SP500TR

Key characteristics

Sharpe Ratio

INSP:

0.03

^SP500TR:

2.23

Sortino Ratio

INSP:

0.52

^SP500TR:

2.97

Omega Ratio

INSP:

1.08

^SP500TR:

1.42

Calmar Ratio

INSP:

0.03

^SP500TR:

3.31

Martin Ratio

INSP:

0.07

^SP500TR:

14.64

Ulcer Index

INSP:

25.29%

^SP500TR:

1.91%

Daily Std Dev

INSP:

67.95%

^SP500TR:

12.52%

Max Drawdown

INSP:

-61.59%

^SP500TR:

-55.25%

Current Drawdown

INSP:

-42.42%

^SP500TR:

-2.57%

Returns By Period

In the year-to-date period, INSP achieves a -7.70% return, which is significantly lower than ^SP500TR's 26.03% return.


INSP

YTD

-7.70%

1M

1.62%

6M

15.58%

1Y

-3.71%

5Y*

21.13%

10Y*

N/A

^SP500TR

YTD

26.03%

1M

0.36%

6M

9.25%

1Y

26.67%

5Y*

14.81%

10Y*

13.10%

Compare stocks, funds, or ETFs

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Risk-Adjusted Performance

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.


Sharpe ratio
The chart of Sharpe ratio for INSP, currently valued at 0.03, compared to the broader market-4.00-2.000.002.000.032.23
The chart of Sortino ratio for INSP, currently valued at 0.52, compared to the broader market-4.00-2.000.002.004.000.522.97
The chart of Omega ratio for INSP, currently valued at 1.08, compared to the broader market0.501.001.502.001.081.42
The chart of Calmar ratio for INSP, currently valued at 0.03, compared to the broader market0.002.004.006.000.033.31
The chart of Martin ratio for INSP, currently valued at 0.07, compared to the broader market-5.000.005.0010.0015.0020.0025.000.0714.64
INSP
^SP500TR

The current INSP Sharpe Ratio is 0.03, which is lower than the ^SP500TR Sharpe Ratio of 2.23. 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-1.000.001.002.003.004.00JulyAugustSeptemberOctoberNovemberDecember
0.03
2.23
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%JulyAugustSeptemberOctoberNovemberDecember
-42.42%
-2.57%
INSP
^SP500TR

Volatility

INSP vs. ^SP500TR - Volatility Comparison

Inspire Medical Systems, Inc. (INSP) has a higher volatility of 10.58% compared to S&P 500 Total Return (^SP500TR) at 3.79%. 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%25.00%30.00%JulyAugustSeptemberOctoberNovemberDecember
10.58%
3.79%
INSP
^SP500TR
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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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