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IPAR vs. IMMR
Performance
Return for Risk
Dividends
Drawdowns
Volatility
Financials

Performance

IPAR vs. IMMR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Inter Parfums, Inc. (IPAR) and Immersion Corporation (IMMR). The values are adjusted to include any dividend payments, if applicable.

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IPAR vs. IMMR - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
IPAR
Inter Parfums, Inc.
8.03%-33.59%-6.45%52.00%-7.40%79.01%-16.23%12.74%53.32%35.12%
IMMR
Immersion Corporation
-18.78%-18.30%26.47%3.43%23.12%-49.42%51.95%-17.08%26.91%-33.58%

Fundamentals

EPS

IPAR:

$5.24

IMMR:

$2.03

PE Ratio

IPAR:

17.33

IMMR:

2.69

PEG Ratio

IPAR:

0.95

IMMR:

0.02

PS Ratio

IPAR:

1.96

IMMR:

0.12

Total Revenue (TTM)

IPAR:

$1.49B

IMMR:

$1.47B

Gross Profit (TTM)

IPAR:

$947.22M

IMMR:

$409.86M

EBITDA (TTM)

IPAR:

$297.73M

IMMR:

$188.76M

Returns By Period

In the year-to-date period, IPAR achieves a 8.03% return, which is significantly higher than IMMR's -18.78% return. Over the past 10 years, IPAR has outperformed IMMR with an annualized return of 13.57%, while IMMR has yielded a comparatively lower -2.84% annualized return.


IPAR

1D
0.44%
1M
-9.07%
YTD
8.03%
6M
-5.96%
1Y
-17.67%
3Y*
-11.68%
5Y*
7.35%
10Y*
13.57%

IMMR

1D
-0.18%
1M
-10.64%
YTD
-18.78%
6M
-24.26%
1Y
-25.74%
3Y*
-12.46%
5Y*
-8.72%
10Y*
-2.84%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

IPAR vs. IMMR — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

IPAR
IPAR Risk / Return Rank: 2222
Overall Rank
IPAR Sharpe Ratio Rank: 1717
Sharpe Ratio Rank
IPAR Sortino Ratio Rank: 1717
Sortino Ratio Rank
IPAR Omega Ratio Rank: 1818
Omega Ratio Rank
IPAR Calmar Ratio Rank: 2727
Calmar Ratio Rank
IPAR Martin Ratio Rank: 3030
Martin Ratio Rank

IMMR
IMMR Risk / Return Rank: 1111
Overall Rank
IMMR Sharpe Ratio Rank: 1313
Sharpe Ratio Rank
IMMR Sortino Ratio Rank: 1414
Sortino Ratio Rank
IMMR Omega Ratio Rank: 1515
Omega Ratio Rank
IMMR Calmar Ratio Rank: 99
Calmar Ratio Rank
IMMR Martin Ratio Rank: 22
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

IPAR vs. IMMR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Inter Parfums, Inc. (IPAR) and Immersion Corporation (IMMR). 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.


IPARIMMRDifference

Sharpe ratio

Return per unit of total volatility

-0.57

-0.66

+0.09

Sortino ratio

Return per unit of downside risk

-0.65

-0.83

+0.19

Omega ratio

Gain probability vs. loss probability

0.92

0.90

+0.02

Calmar ratio

Return relative to maximum drawdown

-0.47

-0.87

+0.41

Martin ratio

Return relative to average drawdown

-0.77

-1.88

+1.11

IPAR vs. IMMR - Sharpe Ratio Comparison

The current IPAR Sharpe Ratio is -0.57, which is comparable to the IMMR Sharpe Ratio of -0.66. The chart below compares the historical Sharpe Ratios of IPAR and IMMR, 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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Sharpe Ratios by Period


IPARIMMRDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.57

-0.66

+0.09

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.22

-0.19

+0.41

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.37

-0.06

+0.43

Sharpe Ratio (All Time)

Calculated using the full available price history

0.30

-0.05

+0.36

Correlation

The correlation between IPAR and IMMR is 0.23, 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.


Dividends

IPAR vs. IMMR - Dividend Comparison

IPAR's dividend yield for the trailing twelve months is around 3.52%, less than IMMR's 3.85% yield.


TTM20252024202320222021202020192018201720162015
IPAR
Inter Parfums, Inc.
3.52%3.77%2.28%1.74%2.07%0.94%0.55%1.59%1.38%1.66%1.89%2.18%
IMMR
Immersion Corporation
3.85%5.59%2.06%3.12%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

IPAR vs. IMMR - Drawdown Comparison

The maximum IPAR drawdown since its inception was -81.82%, smaller than the maximum IMMR drawdown of -98.66%. Use the drawdown chart below to compare losses from any high point for IPAR and IMMR.


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Drawdown Indicators


IPARIMMRDifference

Max Drawdown

Largest peak-to-trough decline

-81.82%

-98.66%

+16.84%

Max Drawdown (1Y)

Largest decline over 1 year

-43.01%

-30.86%

-12.15%

Max Drawdown (5Y)

Largest decline over 5 years

-46.51%

-56.90%

+10.39%

Max Drawdown (10Y)

Largest decline over 10 years

-54.94%

-74.29%

+19.35%

Current Drawdown

Current decline from peak

-37.81%

-91.63%

+53.82%

Average Drawdown

Average peak-to-trough decline

-28.39%

-88.20%

+59.81%

Ulcer Index

Depth and duration of drawdowns from previous peaks

26.04%

14.27%

+11.77%

Volatility

IPAR vs. IMMR - Volatility Comparison

The current volatility for Inter Parfums, Inc. (IPAR) is 7.14%, while Immersion Corporation (IMMR) has a volatility of 12.75%. This indicates that IPAR experiences smaller price fluctuations and is considered to be less risky than IMMR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IPARIMMRDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.14%

12.75%

-5.61%

Volatility (6M)

Calculated over the trailing 6-month period

19.51%

29.93%

-10.42%

Volatility (1Y)

Calculated over the trailing 1-year period

31.06%

38.98%

-7.92%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

33.25%

45.64%

-12.39%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

36.78%

51.24%

-14.46%

Financials

IPAR vs. IMMR - Financials Comparison

This section allows you to compare key financial metrics between Inter Parfums, Inc. and Immersion Corporation. 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


0.00100.00M200.00M300.00M400.00M500.00M600.00MAprilJulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober2025AprilJulyOctober
386.18M
281.38M
(IPAR) Total Revenue
(IMMR) Total Revenue
Values in USD except per share items