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

Correlation

The correlation between ALGN and DXCM is 0.38, 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

ALGN vs. DXCM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Align Technology, Inc. (ALGN) and DexCom, Inc. (DXCM). The values are adjusted to include any dividend payments, if applicable.

2,000.00%2,500.00%3,000.00%3,500.00%4,000.00%JulyAugustSeptemberOctoberNovemberDecember
3,197.81%
2,627.09%
ALGN
DXCM

Key characteristics

Sharpe Ratio

ALGN:

-0.52

DXCM:

-0.57

Sortino Ratio

ALGN:

-0.54

DXCM:

-0.41

Omega Ratio

ALGN:

0.94

DXCM:

0.92

Calmar Ratio

ALGN:

-0.27

DXCM:

-0.52

Martin Ratio

ALGN:

-0.85

DXCM:

-0.97

Ulcer Index

ALGN:

23.01%

DXCM:

32.43%

Daily Std Dev

ALGN:

37.33%

DXCM:

54.91%

Max Drawdown

ALGN:

-92.80%

DXCM:

-94.61%

Current Drawdown

ALGN:

-71.08%

DXCM:

-50.84%

Fundamentals

Market Cap

ALGN:

$17.08B

DXCM:

$30.39B

EPS

ALGN:

$5.87

DXCM:

$1.65

PE Ratio

ALGN:

38.98

DXCM:

47.15

PEG Ratio

ALGN:

1.35

DXCM:

1.19

Total Revenue (TTM)

ALGN:

$3.96B

DXCM:

$3.95B

Gross Profit (TTM)

ALGN:

$2.79B

DXCM:

$2.44B

EBITDA (TTM)

ALGN:

$811.39M

DXCM:

$975.30M

Returns By Period

In the year-to-date period, ALGN achieves a -22.97% return, which is significantly higher than DXCM's -35.50% return. Over the past 10 years, ALGN has underperformed DXCM with an annualized return of 14.05%, while DXCM has yielded a comparatively higher 19.53% annualized return.


ALGN

YTD

-22.97%

1M

-5.72%

6M

-12.85%

1Y

-23.00%

5Y*

-5.02%

10Y*

14.05%

DXCM

YTD

-35.50%

1M

6.38%

6M

-31.38%

1Y

-34.82%

5Y*

8.46%

10Y*

19.53%

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

ALGN vs. DXCM - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Align Technology, Inc. (ALGN) and DexCom, Inc. (DXCM). 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 ALGN, currently valued at -0.52, compared to the broader market-4.00-2.000.002.00-0.52-0.57
The chart of Sortino ratio for ALGN, currently valued at -0.54, compared to the broader market-4.00-2.000.002.004.00-0.54-0.41
The chart of Omega ratio for ALGN, currently valued at 0.94, compared to the broader market0.501.001.502.000.940.92
The chart of Calmar ratio for ALGN, currently valued at -0.27, compared to the broader market0.002.004.006.00-0.27-0.52
The chart of Martin ratio for ALGN, currently valued at -0.85, compared to the broader market-5.000.005.0010.0015.0020.0025.00-0.85-0.97
ALGN
DXCM

The current ALGN Sharpe Ratio is -0.52, which is comparable to the DXCM Sharpe Ratio of -0.57. The chart below compares the historical Sharpe Ratios of ALGN and DXCM, 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-1.00-0.500.000.50JulyAugustSeptemberOctoberNovemberDecember
-0.52
-0.57
ALGN
DXCM

Dividends

ALGN vs. DXCM - Dividend Comparison

Neither ALGN nor DXCM has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

ALGN vs. DXCM - Drawdown Comparison

The maximum ALGN drawdown since its inception was -92.80%, roughly equal to the maximum DXCM drawdown of -94.61%. Use the drawdown chart below to compare losses from any high point for ALGN and DXCM. For additional features, visit the drawdowns tool.


-70.00%-60.00%-50.00%-40.00%-30.00%JulyAugustSeptemberOctoberNovemberDecember
-71.08%
-50.84%
ALGN
DXCM

Volatility

ALGN vs. DXCM - Volatility Comparison

Align Technology, Inc. (ALGN) has a higher volatility of 12.87% compared to DexCom, Inc. (DXCM) at 11.34%. This indicates that ALGN's price experiences larger fluctuations and is considered to be riskier than DXCM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


10.00%20.00%30.00%40.00%50.00%60.00%JulyAugustSeptemberOctoberNovemberDecember
12.87%
11.34%
ALGN
DXCM

Financials

ALGN vs. DXCM - Financials Comparison

This section allows you to compare key financial metrics between Align Technology, Inc. and DexCom, 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