SRPT vs. INSM
SRPT (Sarepta Therapeutics, Inc.) and INSM (Insmed Incorporated) are both stocks. Both operate in the Biotechnology industry within the Healthcare sector. Over the past 10 years, SRPT returned 0.43%/yr vs 24.14%/yr for INSM. At a 0.26 correlation, their price movements are largely independent.
Performance
SRPT vs. INSM - Performance Comparison
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Returns By Period
In the year-to-date period, SRPT achieves a -24.49% return, which is significantly higher than INSM's -40.40% return. Over the past 10 years, SRPT has underperformed INSM with an annualized return of 0.43%, while INSM has yielded a comparatively higher 24.14% annualized return.
SRPT
- 1D
- -7.72%
- 1M
- -24.38%
- YTD
- -24.49%
- 6M
- -20.62%
- 1Y
- -56.94%
- 3Y*
- -49.36%
- 5Y*
- -26.11%
- 10Y*
- 0.43%
INSM
- 1D
- -2.17%
- 1M
- -22.16%
- YTD
- -40.40%
- 6M
- -49.79%
- 1Y
- 44.71%
- 3Y*
- 74.45%
- 5Y*
- 32.74%
- 10Y*
- 24.14%
SRPT vs. INSM - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SRPT Sarepta Therapeutics, Inc. | -24.49% | -82.30% | 26.09% | -25.58% | 43.90% | -47.18% | 32.12% | 18.24% | 96.14% | 102.84% |
INSM Insmed Incorporated | -40.40% | 152.09% | 122.78% | 55.11% | -26.65% | -18.17% | 39.41% | 82.01% | -57.92% | 135.68% |
Correlation
The correlation between SRPT and INSM is 0.23, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.23 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.28 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.40 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.41 |
Correlation (All Time) Calculated using the full available price history since Jun 2, 2000 | 0.26 |
The correlation between SRPT and INSM shifts across timeframes, from 0.23 (1 year) to 0.41 (10 years), reflecting how their relationship changes across market environments.
Fundamentals
SRPT:
$1.98B
INSM:
$22.35B
SRPT:
$0.60
INSM:
-$5.71
SRPT:
0.81
INSM:
26.26
SRPT:
1.32
INSM:
31.71
SRPT:
$2.18B
INSM:
$819.56M
SRPT:
$751.34M
INSM:
$668.55M
SRPT:
$107.91M
INSM:
-$1.14B
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Return for Risk
SRPT vs. INSM — Risk / Return Rank
SRPT
INSM
SRPT vs. INSM - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Sarepta Therapeutics, Inc. (SRPT) and Insmed Incorporated (INSM). 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.
| SRPT | INSM | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | -0.55 | 0.77 | -1.32 |
Sortino ratioReturn per unit of downside risk | -0.32 | 1.45 | -1.77 |
Omega ratioGain probability vs. loss probability | 0.95 | 1.22 | -0.27 |
Calmar ratioReturn relative to maximum drawdown | -0.79 | 0.94 | -1.72 |
Martin ratioReturn relative to average drawdown | -1.05 | 2.25 | -3.31 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| SRPT | INSM | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.55 | 0.77 | -1.32 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.38 | 0.45 | -0.83 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.01 | 0.31 | -0.30 |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.03 | -0.02 | -0.01 |
Drawdowns
SRPT vs. INSM - Drawdown Comparison
The maximum SRPT drawdown since its inception was -98.17%, roughly equal to the maximum INSM drawdown of -98.65%. Use the drawdown chart below to compare losses from any high point for SRPT and INSM.
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Drawdown Indicators
| SRPT | INSM | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -98.17% | -98.65% | +0.48% |
Max Drawdown (1Y)Largest decline over 1 year | -72.26% | -52.06% | -20.20% |
Max Drawdown (3Y)Largest decline over 3 years | -92.72% | -52.06% | -40.66% |
Max Drawdown (5Y)Largest decline over 5 years | -92.72% | -52.06% | -40.66% |
Max Drawdown (10Y)Largest decline over 10 years | -93.33% | -64.84% | -28.49% |
Current DrawdownCurrent decline from peak | -90.91% | -50.93% | -39.98% |
Average DrawdownAverage peak-to-trough decline | -68.14% | -86.13% | +17.99% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 53.85% | 21.65% | +32.20% |
Volatility
SRPT vs. INSM - Volatility Comparison
The current volatility for Sarepta Therapeutics, Inc. (SRPT) is 17.44%, while Insmed Incorporated (INSM) has a volatility of 31.19%. This indicates that SRPT experiences smaller price fluctuations and is considered to be less risky than INSM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SRPT | INSM | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 17.44% | 31.19% | -13.75% |
Volatility (6M)Calculated over the trailing 6-month period | 53.16% | 43.89% | +9.27% |
Volatility (1Y)Calculated over the trailing 1-year period | 103.50% | 58.30% | +45.20% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 69.82% | 72.67% | -2.85% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 70.76% | 78.49% | -7.73% |
Dividends
SRPT vs. INSM - Dividend Comparison
Neither SRPT nor INSM has paid dividends to shareholders.
Financials
SRPT vs. INSM - Financials Comparison
This section allows you to compare key financial metrics between Sarepta Therapeutics, Inc. and Insmed Incorporated. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.
Total Revenue: Total amount of money received from sales and other business activities
SRPT vs. INSM - Profitability Comparison
SRPT - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Sarepta Therapeutics, Inc. reported a gross profit of 0.00 and revenue of 730.80M. Therefore, the gross margin over that period was 0.0%.
INSM - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Insmed Incorporated reported a gross profit of 258.54M and revenue of 305.96M. Therefore, the gross margin over that period was 84.5%.
SRPT - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Sarepta Therapeutics, Inc. reported an operating income of 358.43M and revenue of 730.80M, resulting in an operating margin of 49.1%.
INSM - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Insmed Incorporated reported an operating income of -198.20M and revenue of 305.96M, resulting in an operating margin of -64.8%.
SRPT - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Sarepta Therapeutics, Inc. reported a net income of 330.96M and revenue of 730.80M, resulting in a net margin of 45.3%.
INSM - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Insmed Incorporated reported a net income of -163.56M and revenue of 305.96M, resulting in a net margin of -53.5%.
Frequently Asked Questions
SRPT and INSM have a correlation of 0.23, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
INSM has higher volatility (31.19%) compared to SRPT (17.44%). In terms of maximum drawdown, SRPT dropped -98.17% vs INSM's -98.65%.
INSM currently has the higher Sharpe Ratio (0.77 vs -0.55), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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