DXCM vs. EXAS

In the year-to-date period, DXCM achieves a -7.86% return, which is significantly higher than EXAS's -19.10% return. Over the past 10 years, DXCM has outperformed EXAS with an annualized return of 15.67%, while EXAS has yielded a comparatively lower 7.92% annualized return.

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This table presents a comparison of risk-adjusted performance metrics for DexCom, Inc. (DXCM) and Exact Sciences Corporation (EXAS). 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 current DXCM Sharpe Ratio is -0.82, which is lower than the EXAS Sharpe Ratio of -0.48. The chart below compares the historical Sharpe Ratios of DXCM and EXAS, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Neither DXCM nor EXAS has paid dividends to shareholders.

The maximum DXCM drawdown since its inception was -94.61%, roughly equal to the maximum EXAS drawdown of -98.01%. Use the drawdown chart below to compare losses from any high point for DXCM and EXAS. For additional features, visit the drawdowns tool.

DexCom, Inc. (DXCM) and Exact Sciences Corporation (EXAS) have volatilities of 17.68% and 18.38%, 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.

This section allows you to compare key financial metrics between DexCom, Inc. and Exact Sciences Corporation. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.