The industrial risk management, on Seveso sites and their surroundings against accidental or malicious explosions, requires managing the protection of buildings from dynamic loadings such as shockwaves. The use of sacrificial claddings systems, composed of insulating materials and metals, seems to be an interesting lead, combining building protection and energy efficiency. In this work, a polyisocyanurate foam, which is a plastic thermal insulating material, was studied. The mechanical characterization under dynamic loadings of this very low-density material remains mostly incomplete to this day. Unconfined and confined compression tests for quasistatic loadings are carried out using a universal compression machine. A follow-up by a high-resolution camera associated with digital image correlation technique are useful to identify the mechanical properties, to observe the strain heterogeneity and to track the propagation of compaction waves in the material. The “Split Hopkinson Pressure Bars” device is used for the study of the mechanical response's sensitivity to the speed loading. Unconfined and confined compression tests are also conducted using this device. These tests highlight the strain rate dependency of the plateau stress. A high-speed camera associated with digital image correlation technique also allows us to observe the strain heterogeneity and to determine the compaction wave celerity.