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DXCM vs. DT
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

DXCM vs. DT - Performance Comparison

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

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Returns By Period

In the year-to-date period, DXCM achieves a 13.56% return, which is significantly higher than DT's -5.98% return.


DXCM

1D
0.16%
1M
28.68%
YTD
13.56%
6M
12.56%
1Y
-9.03%
3Y*
-15.73%
5Y*
-5.51%
10Y*
15.17%

DT

1D
0.94%
1M
17.33%
YTD
-5.98%
6M
-11.49%
1Y
-24.58%
3Y*
-7.55%
5Y*
-5.97%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

DXCM vs. DT - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
DXCM
DexCom, Inc.
13.56%-14.66%-37.33%9.58%-15.64%45.23%69.02%39.44%
DT
Dynatrace, Inc.
-5.98%-20.26%-0.62%42.79%-36.54%39.47%71.03%-0.78%

Correlation

The correlation between DXCM and DT is 0.19, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.19

Correlation (3Y)
Calculated over the trailing 3-year period

0.24

Correlation (5Y)
Calculated over the trailing 5-year period

0.38

Correlation (All Time)
Calculated using the full available price history since Aug 1, 2019

0.39

The correlation between DXCM and DT shifts across timeframes, from 0.19 (1 year) to 0.39 (all time), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap

DXCM:

$29.67B

DT:

$12.18B

EPS

DXCM:

$2.31

DT:

$0.73

PE Ratio

DXCM:

32.57

DT:

55.69

PEG Ratio

DXCM:

0.77

DT:

0.77

PS Ratio

DXCM:

6.29

DT:

6.11

PB Ratio

DXCM:

10.03

DT:

4.66

Total Revenue (TTM)

DXCM:

$4.82B

DT:

$2.02B

Gross Profit (TTM)

DXCM:

$2.96B

DT:

$1.65B

EBITDA (TTM)

DXCM:

$1.37B

DT:

$289.14M

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Return for Risk

DXCM vs. DT — Risk / Return Rank

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

DXCM
DXCM Risk / Return Rank: 3333
Overall Rank
DXCM Sharpe Ratio Rank: 3333
Sharpe Ratio Rank
DXCM Sortino Ratio Rank: 3131
Sortino Ratio Rank
DXCM Omega Ratio Rank: 3131
Omega Ratio Rank
DXCM Calmar Ratio Rank: 3535
Calmar Ratio Rank
DXCM Martin Ratio Rank: 3636
Martin Ratio Rank

DT
DT Risk / Return Rank: 1919
Overall Rank
DT Sharpe Ratio Rank: 1616
Sharpe Ratio Rank
DT Sortino Ratio Rank: 1717
Sortino Ratio Rank
DT Omega Ratio Rank: 1717
Omega Ratio Rank
DT Calmar Ratio Rank: 2222
Calmar Ratio Rank
DT Martin Ratio Rank: 2222
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

DXCM vs. DT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for DexCom, Inc. (DXCM) and Dynatrace, Inc. (DT). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


DXCMDTDifference
Sharpe ratioReturn per unit of total volatility

+0.40

Sortino ratioReturn per unit of downside risk

+0.65

Omega ratioGain probability vs. loss probability

1.00

0.91

+0.08

Calmar ratioReturn relative to maximum drawdown

-0.23

-0.58

+0.34

Martin ratioReturn relative to average drawdown

-0.40

-1.01

+0.61

DXCM vs. DT - Sharpe Ratio Comparison

The current DXCM Sharpe Ratio is -0.22, which is higher than the DT Sharpe Ratio of -0.62. The chart below compares the historical Sharpe Ratios of DXCM and DT, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

DXCM vs. DT - Drawdown Comparison

The maximum DXCM drawdown since its inception was -94.61%, which is greater than DT's maximum drawdown of -61.77%. Use the drawdown chart below to compare losses from any high point for DXCM and DT.


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Drawdown Indicators


DXCMDTDifference

Max Drawdown

Largest peak-to-trough decline

-94.61%

-61.77%

-32.84%

Max Drawdown (1Y)

Largest decline over 1 year

-38.75%

-42.87%

+4.12%

Max Drawdown (3Y)

Largest decline over 3 years

-60.95%

-48.16%

-12.79%

Max Drawdown (5Y)

Largest decline over 5 years

-66.32%

-61.77%

-4.55%

Max Drawdown (10Y)

Largest decline over 10 years

-66.32%

Current Drawdown

Current decline from peak

-53.71%

-48.26%

-5.45%

Average Drawdown

Average peak-to-trough decline

-36.02%

-30.74%

-5.28%

Ulcer Index

Depth and duration of drawdowns from previous peaks

22.77%

24.41%

-1.64%

Volatility

DXCM vs. DT - Volatility Comparison

The current volatility for DexCom, Inc. (DXCM) is 13.27%, while Dynatrace, Inc. (DT) has a volatility of 14.37%. This indicates that DXCM experiences smaller price fluctuations and is considered to be less risky than DT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


DXCMDTDifference

Volatility (1M)

Calculated over the trailing 1-month period

13.27%

14.37%

-1.10%

Volatility (6M)

Calculated over the trailing 6-month period

25.48%

33.53%

-8.05%

Volatility (1Y)

Calculated over the trailing 1-year period

40.74%

39.53%

+1.21%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

46.98%

40.76%

+6.22%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

48.43%

46.56%

+1.87%

Dividends

DXCM vs. DT - Dividend Comparison

Neither DXCM nor DT has paid dividends to shareholders.


Tickers have no history of dividend payments

Financials

DXCM vs. DT - Financials Comparison

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


200.00M400.00M600.00M800.00M1.00B1.20B20222023202420252026
1.19B
531.72M
(DXCM) Total Revenue
(DT) Total Revenue
Values in USD except per share items

DXCM vs. DT - Profitability Comparison

The chart below illustrates the profitability comparison between DexCom, Inc. and Dynatrace, Inc. over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

60.0%65.0%70.0%75.0%80.0%20222023202420252026
63.0%
80.9%
Portfolio components
DXCM - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, DexCom, Inc. reported a gross profit of 750.30M and revenue of 1.19B. Therefore, the gross margin over that period was 63.0%.

DT - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Dynatrace, Inc. reported a gross profit of 430.32M and revenue of 531.72M. Therefore, the gross margin over that period was 80.9%.

DXCM - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, DexCom, Inc. reported an operating income of 255.30M and revenue of 1.19B, resulting in an operating margin of 21.4%.

DT - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Dynatrace, Inc. reported an operating income of 37.34M and revenue of 531.72M, resulting in an operating margin of 7.0%.

DXCM - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, DexCom, Inc. reported a net income of 199.50M and revenue of 1.19B, resulting in a net margin of 16.7%.

DT - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Dynatrace, Inc. reported a net income of 76.21M and revenue of 531.72M, resulting in a net margin of 14.3%.


Frequently Asked Questions


DXCM and DT have a correlation of 0.19, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

DT has higher volatility (14.37%) compared to DXCM (13.27%). In terms of maximum drawdown, DXCM dropped -94.61% vs DT's -61.77%.

DXCM currently has the higher Sharpe Ratio (-0.22 vs -0.62), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

Find the right allocation for DXCM and DT

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