PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
TCMD vs. INSP
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between TCMD and INSP is 0.36, 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.


-0.50.00.51.00.4

Performance

TCMD vs. INSP - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Tactile Systems Technology, Inc. (TCMD) and Inspire Medical Systems, Inc. (INSP). The values are adjusted to include any dividend payments, if applicable.

0.00%200.00%400.00%600.00%800.00%JulyAugustSeptemberOctoberNovemberDecember
-52.06%
651.68%
TCMD
INSP

Key characteristics

Sharpe Ratio

TCMD:

0.54

INSP:

0.03

Sortino Ratio

TCMD:

1.13

INSP:

0.52

Omega Ratio

TCMD:

1.13

INSP:

1.08

Calmar Ratio

TCMD:

0.28

INSP:

0.03

Martin Ratio

TCMD:

1.42

INSP:

0.07

Ulcer Index

TCMD:

16.82%

INSP:

25.29%

Daily Std Dev

TCMD:

44.39%

INSP:

67.95%

Max Drawdown

TCMD:

-91.41%

INSP:

-61.59%

Current Drawdown

TCMD:

-77.72%

INSP:

-42.42%

Fundamentals

Market Cap

TCMD:

$429.31M

INSP:

$5.71B

EPS

TCMD:

$0.65

INSP:

$1.11

PE Ratio

TCMD:

27.52

INSP:

171.81

Total Revenue (TTM)

TCMD:

$285.05M

INSP:

$755.59M

Gross Profit (TTM)

TCMD:

$206.43M

INSP:

$640.54M

EBITDA (TTM)

TCMD:

$28.13M

INSP:

$24.33M

Returns By Period

In the year-to-date period, TCMD achieves a 18.88% return, which is significantly higher than INSP's -7.70% return.


TCMD

YTD

18.88%

1M

6.65%

6M

49.52%

1Y

18.47%

5Y*

-24.77%

10Y*

N/A

INSP

YTD

-7.70%

1M

1.62%

6M

15.58%

1Y

-3.71%

5Y*

21.13%

10Y*

N/A

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

TCMD vs. INSP - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Tactile Systems Technology, Inc. (TCMD) and Inspire Medical Systems, Inc. (INSP). 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 TCMD, currently valued at 0.54, compared to the broader market-4.00-2.000.002.000.540.03
The chart of Sortino ratio for TCMD, currently valued at 1.13, compared to the broader market-4.00-2.000.002.004.001.130.52
The chart of Omega ratio for TCMD, currently valued at 1.13, compared to the broader market0.501.001.502.001.131.08
The chart of Calmar ratio for TCMD, currently valued at 0.28, compared to the broader market0.002.004.006.000.280.03
The chart of Martin ratio for TCMD, currently valued at 1.42, compared to the broader market-5.000.005.0010.0015.0020.0025.001.420.07
TCMD
INSP

The current TCMD Sharpe Ratio is 0.54, which is higher than the INSP Sharpe Ratio of 0.03. The chart below compares the historical Sharpe Ratios of TCMD and INSP, 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-1.00-0.500.000.501.00JulyAugustSeptemberOctoberNovemberDecember
0.54
0.03
TCMD
INSP

Dividends

TCMD vs. INSP - Dividend Comparison

Neither TCMD nor INSP has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

TCMD vs. INSP - Drawdown Comparison

The maximum TCMD drawdown since its inception was -91.41%, which is greater than INSP's maximum drawdown of -61.59%. Use the drawdown chart below to compare losses from any high point for TCMD and INSP. For additional features, visit the drawdowns tool.


-90.00%-80.00%-70.00%-60.00%-50.00%-40.00%-30.00%JulyAugustSeptemberOctoberNovemberDecember
-77.72%
-42.42%
TCMD
INSP

Volatility

TCMD vs. INSP - Volatility Comparison

Tactile Systems Technology, Inc. (TCMD) has a higher volatility of 16.47% compared to Inspire Medical Systems, Inc. (INSP) at 10.58%. This indicates that TCMD's price experiences larger fluctuations and is considered to be riskier than INSP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


10.00%15.00%20.00%25.00%30.00%JulyAugustSeptemberOctoberNovemberDecember
16.47%
10.58%
TCMD
INSP

Financials

TCMD vs. INSP - Financials Comparison

This section allows you to compare key financial metrics between Tactile Systems Technology, Inc. and Inspire Medical Systems, 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
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


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.

Copyright © 2024 PortfoliosLab