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ALGN vs. DXCM
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between ALGN and DXCM is 0.42, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.0
Correlation: 0.4

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%NovemberDecember2025FebruaryMarchApril
2,779.22%
2,311.58%
ALGN
DXCM

Key characteristics

Sharpe Ratio

ALGN:

-0.95

DXCM:

-0.81

Sortino Ratio

ALGN:

-1.38

DXCM:

-0.85

Omega Ratio

ALGN:

0.84

DXCM:

0.84

Calmar Ratio

ALGN:

-0.48

DXCM:

-0.73

Martin Ratio

ALGN:

-1.27

DXCM:

-1.14

Ulcer Index

ALGN:

30.44%

DXCM:

40.34%

Daily Std Dev

ALGN:

40.81%

DXCM:

57.13%

Max Drawdown

ALGN:

-92.80%

DXCM:

-94.61%

Current Drawdown

ALGN:

-74.75%

DXCM:

-56.53%

Fundamentals

Market Cap

ALGN:

$12.98B

DXCM:

$27.75B

EPS

ALGN:

$5.72

DXCM:

$1.42

PE Ratio

ALGN:

30.98

DXCM:

49.85

PEG Ratio

ALGN:

1.04

DXCM:

1.03

PS Ratio

ALGN:

3.24

DXCM:

6.88

PB Ratio

ALGN:

3.30

DXCM:

12.47

Total Revenue (TTM)

ALGN:

$3.00B

DXCM:

$3.11B

Gross Profit (TTM)

ALGN:

$2.11B

DXCM:

$1.87B

EBITDA (TTM)

ALGN:

$633.28M

DXCM:

$724.50M

Returns By Period

In the year-to-date period, ALGN achieves a -11.63% return, which is significantly lower than DXCM's -8.99% return. Over the past 10 years, ALGN has underperformed DXCM with an annualized return of 12.17%, while DXCM has yielded a comparatively higher 15.45% annualized return.


ALGN

YTD

-11.63%

1M

8.39%

6M

-14.86%

1Y

-41.27%

5Y*

-0.82%

10Y*

12.17%

DXCM

YTD

-8.99%

1M

-3.77%

6M

-5.44%

1Y

-48.66%

5Y*

-3.17%

10Y*

15.45%

*Annualized

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Risk-Adjusted Performance

ALGN vs. DXCM — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

ALGN
The Risk-Adjusted Performance Rank of ALGN is 1313
Overall Rank
The Sharpe Ratio Rank of ALGN is 66
Sharpe Ratio Rank
The Sortino Ratio Rank of ALGN is 88
Sortino Ratio Rank
The Omega Ratio Rank of ALGN is 1010
Omega Ratio Rank
The Calmar Ratio Rank of ALGN is 2222
Calmar Ratio Rank
The Martin Ratio Rank of ALGN is 1818
Martin Ratio Rank

DXCM
The Risk-Adjusted Performance Rank of DXCM is 1414
Overall Rank
The Sharpe Ratio Rank of DXCM is 1010
Sharpe Ratio Rank
The Sortino Ratio Rank of DXCM is 1616
Sortino Ratio Rank
The Omega Ratio Rank of DXCM is 1010
Omega Ratio Rank
The Calmar Ratio Rank of DXCM is 88
Calmar Ratio Rank
The Martin Ratio Rank of DXCM is 2323
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.


The chart of Sharpe ratio for ALGN, currently valued at -0.95, compared to the broader market-2.00-1.000.001.002.003.00
ALGN: -0.95
DXCM: -0.81
The chart of Sortino ratio for ALGN, currently valued at -1.38, compared to the broader market-6.00-4.00-2.000.002.004.00
ALGN: -1.38
DXCM: -0.85
The chart of Omega ratio for ALGN, currently valued at 0.84, compared to the broader market0.501.001.502.00
ALGN: 0.84
DXCM: 0.84
The chart of Calmar ratio for ALGN, currently valued at -0.48, compared to the broader market0.001.002.003.004.005.00
ALGN: -0.48
DXCM: -0.73
The chart of Martin ratio for ALGN, currently valued at -1.27, compared to the broader market-10.00-5.000.005.0010.0015.0020.00
ALGN: -1.27
DXCM: -1.14

The current ALGN Sharpe Ratio is -0.95, which is comparable to the DXCM Sharpe Ratio of -0.81. 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-1.50-1.00-0.500.000.50NovemberDecember2025FebruaryMarchApril
-0.95
-0.81
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.


-80.00%-70.00%-60.00%-50.00%-40.00%NovemberDecember2025FebruaryMarchApril
-74.75%
-56.53%
ALGN
DXCM

Volatility

ALGN vs. DXCM - Volatility Comparison

Align Technology, Inc. (ALGN) and DexCom, Inc. (DXCM) have volatilities of 18.54% and 17.73%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


6.00%8.00%10.00%12.00%14.00%16.00%18.00%NovemberDecember2025FebruaryMarchApril
18.54%
17.73%
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