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SRPT vs. INSM
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between SRPT and INSM is 0.26, 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.


-0.50.00.51.00.3

Performance

SRPT vs. INSM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Sarepta Therapeutics, Inc. (SRPT) and Insmed Incorporated (INSM). The values are adjusted to include any dividend payments, if applicable.

-30.00%-20.00%-10.00%0.00%10.00%20.00%30.00%AugustSeptemberOctoberNovemberDecember
-20.85%
11.34%
SRPT
INSM

Key characteristics

Sharpe Ratio

SRPT:

0.47

INSM:

0.98

Sortino Ratio

SRPT:

1.34

INSM:

4.80

Omega Ratio

SRPT:

1.16

INSM:

1.55

Calmar Ratio

SRPT:

0.50

INSM:

1.38

Martin Ratio

SRPT:

1.43

INSM:

13.99

Ulcer Index

SRPT:

16.74%

INSM:

8.78%

Daily Std Dev

SRPT:

51.00%

INSM:

125.58%

Max Drawdown

SRPT:

-98.17%

INSM:

-98.65%

Current Drawdown

SRPT:

-32.20%

INSM:

-64.59%

Fundamentals

Market Cap

SRPT:

$11.61B

INSM:

$12.45B

EPS

SRPT:

$1.54

INSM:

-$5.55

PEG Ratio

SRPT:

159.25

INSM:

0.00

Total Revenue (TTM)

SRPT:

$1.64B

INSM:

$342.96M

Gross Profit (TTM)

SRPT:

$1.40B

INSM:

$262.40M

EBITDA (TTM)

SRPT:

$179.91M

INSM:

-$766.52M

Returns By Period

Over the past 10 years, SRPT has outperformed INSM with an annualized return of 23.36%, while INSM has yielded a comparatively lower 15.83% annualized return.


SRPT

YTD

25.68%

1M

-9.11%

6M

-22.69%

1Y

25.68%

5Y*

-1.25%

10Y*

23.36%

INSM

YTD

0.00%

1M

-8.14%

6M

7.04%

1Y

122.78%

5Y*

23.97%

10Y*

15.83%

*Annualized

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Risk-Adjusted Performance

SRPT vs. INSM - Risk-Adjusted Performance 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.


Sharpe ratio
The chart of Sharpe ratio for SRPT, currently valued at 0.50, compared to the broader market-4.00-2.000.002.000.500.98
The chart of Sortino ratio for SRPT, currently valued at 1.39, compared to the broader market-4.00-2.000.002.004.001.394.80
The chart of Omega ratio for SRPT, currently valued at 1.17, compared to the broader market0.501.001.502.001.171.55
The chart of Calmar ratio for SRPT, currently valued at 0.54, compared to the broader market0.002.004.006.000.541.38
The chart of Martin ratio for SRPT, currently valued at 1.53, compared to the broader market0.005.0010.0015.0020.0025.001.5313.99
SRPT
INSM

The current SRPT Sharpe Ratio is 0.47, which is lower than the INSM Sharpe Ratio of 0.98. The chart below compares the historical Sharpe Ratios of SRPT and INSM, 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 Ratio0.000.501.001.502.00AugustSeptemberOctoberNovemberDecember
0.50
0.98
SRPT
INSM

Dividends

SRPT vs. INSM - Dividend Comparison

Neither SRPT nor INSM has paid dividends to shareholders.


Tickers have no history of dividend payments

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. For additional features, visit the drawdowns tool.


-70.00%-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%AugustSeptemberOctoberNovemberDecember
-32.20%
-64.59%
SRPT
INSM

Volatility

SRPT vs. INSM - Volatility Comparison

The current volatility for Sarepta Therapeutics, Inc. (SRPT) is 7.76%, while Insmed Incorporated (INSM) has a volatility of 9.92%. 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.


5.00%10.00%15.00%20.00%25.00%30.00%AugustSeptemberOctoberNovemberDecember
7.76%
9.92%
SRPT
INSM

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.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


Values in USD except per share items
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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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