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PODD vs. PEN
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between PODD and PEN is 0.41, 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: 0.4

Performance

PODD vs. PEN - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Insulet Corporation (PODD) and Penumbra, Inc. (PEN). The values are adjusted to include any dividend payments, if applicable.

400.00%500.00%600.00%700.00%800.00%900.00%NovemberDecember2025FebruaryMarchApril
764.14%
625.86%
PODD
PEN

Key characteristics

Sharpe Ratio

PODD:

1.52

PEN:

1.14

Sortino Ratio

PODD:

2.11

PEN:

1.85

Omega Ratio

PODD:

1.28

PEN:

1.22

Calmar Ratio

PODD:

1.09

PEN:

0.87

Martin Ratio

PODD:

9.55

PEN:

5.20

Ulcer Index

PODD:

5.85%

PEN:

8.80%

Daily Std Dev

PODD:

36.94%

PEN:

40.05%

Max Drawdown

PODD:

-90.28%

PEN:

-62.64%

Current Drawdown

PODD:

-21.05%

PEN:

-12.87%

Fundamentals

Market Cap

PODD:

$18.31B

PEN:

$11.61B

EPS

PODD:

$5.78

PEN:

$1.08

PE Ratio

PODD:

45.11

PEN:

277.57

PEG Ratio

PODD:

6.58

PEN:

-62.27

PS Ratio

PODD:

8.84

PEN:

9.36

PB Ratio

PODD:

15.03

PEN:

9.57

Total Revenue (TTM)

PODD:

$1.46B

PEN:

$1.24B

Gross Profit (TTM)

PODD:

$1.14B

PEN:

$787.25M

EBITDA (TTM)

PODD:

$339.30M

PEN:

$63.79M

Returns By Period

In the year-to-date period, PODD achieves a -0.14% return, which is significantly lower than PEN's 26.23% return.


PODD

YTD

-0.14%

1M

0.17%

6M

11.59%

1Y

56.87%

5Y*

5.58%

10Y*

24.09%

PEN

YTD

26.23%

1M

11.19%

6M

46.44%

1Y

46.66%

5Y*

9.66%

10Y*

N/A

*Annualized

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Risk-Adjusted Performance

PODD vs. PEN — Risk-Adjusted Performance Rank

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

PODD
The Risk-Adjusted Performance Rank of PODD is 8989
Overall Rank
The Sharpe Ratio Rank of PODD is 9292
Sharpe Ratio Rank
The Sortino Ratio Rank of PODD is 8787
Sortino Ratio Rank
The Omega Ratio Rank of PODD is 8787
Omega Ratio Rank
The Calmar Ratio Rank of PODD is 8686
Calmar Ratio Rank
The Martin Ratio Rank of PODD is 9494
Martin Ratio Rank

PEN
The Risk-Adjusted Performance Rank of PEN is 8484
Overall Rank
The Sharpe Ratio Rank of PEN is 8787
Sharpe Ratio Rank
The Sortino Ratio Rank of PEN is 8484
Sortino Ratio Rank
The Omega Ratio Rank of PEN is 8080
Omega Ratio Rank
The Calmar Ratio Rank of PEN is 8383
Calmar Ratio Rank
The Martin Ratio Rank of PEN is 8787
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.

PODD vs. PEN - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Insulet Corporation (PODD) and Penumbra, Inc. (PEN). 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 PODD, currently valued at 1.52, compared to the broader market-2.00-1.000.001.002.003.00
PODD: 1.52
PEN: 1.14
The chart of Sortino ratio for PODD, currently valued at 2.11, compared to the broader market-6.00-4.00-2.000.002.004.00
PODD: 2.11
PEN: 1.85
The chart of Omega ratio for PODD, currently valued at 1.28, compared to the broader market0.501.001.502.00
PODD: 1.28
PEN: 1.22
The chart of Calmar ratio for PODD, currently valued at 1.09, compared to the broader market0.001.002.003.004.005.00
PODD: 1.09
PEN: 0.87
The chart of Martin ratio for PODD, currently valued at 9.55, compared to the broader market-5.000.005.0010.0015.0020.00
PODD: 9.55
PEN: 5.20

The current PODD Sharpe Ratio is 1.52, which is higher than the PEN Sharpe Ratio of 1.14. The chart below compares the historical Sharpe Ratios of PODD and PEN, 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 Ratio0.000.501.001.502.00NovemberDecember2025FebruaryMarchApril
1.52
1.14
PODD
PEN

Dividends

PODD vs. PEN - Dividend Comparison

Neither PODD nor PEN has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

PODD vs. PEN - Drawdown Comparison

The maximum PODD drawdown since its inception was -90.28%, which is greater than PEN's maximum drawdown of -62.64%. Use the drawdown chart below to compare losses from any high point for PODD and PEN. For additional features, visit the drawdowns tool.


-45.00%-40.00%-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%NovemberDecember2025FebruaryMarchApril
-21.05%
-12.87%
PODD
PEN

Volatility

PODD vs. PEN - Volatility Comparison

Insulet Corporation (PODD) has a higher volatility of 14.96% compared to Penumbra, Inc. (PEN) at 13.06%. This indicates that PODD's price experiences larger fluctuations and is considered to be riskier than PEN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


4.00%6.00%8.00%10.00%12.00%14.00%16.00%NovemberDecember2025FebruaryMarchApril
14.96%
13.06%
PODD
PEN

Financials

PODD vs. PEN - Financials Comparison

This section allows you to compare key financial metrics between Insulet Corporation and Penumbra, Inc.. 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