DXCM vs. GLDM
DXCM (DexCom, Inc.) is a stock, while GLDM (SPDR Gold MiniShares Trust) is Gold fund tracking the LBMA Gold Price PM. Over the past 5 years, DXCM returned -5.51%/yr vs 17.41%/yr for GLDM. At a 0.08 correlation, their price movements are largely independent.
Performance
DXCM vs. GLDM - Performance Comparison
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Returns By Period
In the year-to-date period, DXCM achieves a 13.56% return, which is significantly higher than GLDM's -2.40% return.
DXCM
- 1D
- 0.16%
- 1M
- 22.29%
- YTD
- 13.56%
- 6M
- 12.56%
- 1Y
- -8.07%
- 3Y*
- -15.73%
- 5Y*
- -5.51%
- 10Y*
- 15.17%
GLDM
- 1D
- 0.11%
- 1M
- -7.40%
- YTD
- -2.40%
- 6M
- -2.09%
- 1Y
- 22.58%
- 3Y*
- 29.27%
- 5Y*
- 17.41%
- 10Y*
- —
DXCM vs. GLDM - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
DXCM DexCom, Inc. | 13.56% | -14.66% | -37.33% | 9.58% | -15.64% | 45.23% | 69.02% | 82.59% | 25.52% |
GLDM SPDR Gold MiniShares Trust | -2.40% | 64.20% | 27.08% | 13.04% | -0.47% | -4.01% | 25.10% | 18.10% | 1.75% |
Correlation
The correlation between DXCM and GLDM is 0.16, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.16 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.12 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.09 |
Correlation (All Time) Calculated using the full available price history since Jun 26, 2018 | 0.08 |
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Return for Risk
DXCM vs. GLDM — Risk / Return Rank
DXCM
GLDM
DXCM vs. GLDM - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for DexCom, Inc. (DXCM) and SPDR Gold MiniShares Trust (GLDM). 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.
| DXCM | GLDM | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.12 | ||
| Sortino ratioReturn per unit of downside risk | -1.29 | ||
| Omega ratioGain probability vs. loss probability | 1.00 | 1.19 | -0.19 |
| Calmar ratioReturn relative to maximum drawdown | -0.23 | 1.00 | -1.23 |
| Martin ratioReturn relative to average drawdown | -0.40 | 2.87 | -3.27 |
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Drawdowns
DXCM vs. GLDM - Drawdown Comparison
The maximum DXCM drawdown since its inception was -94.61%, which is greater than GLDM's maximum drawdown of -24.35%. Use the drawdown chart below to compare losses from any high point for DXCM and GLDM.
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Drawdown Indicators
| DXCM | GLDM | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -94.61% | -24.35% | -70.26% |
Max Drawdown (1Y)Largest decline over 1 year | -38.75% | -24.35% | -14.40% |
Max Drawdown (3Y)Largest decline over 3 years | -60.95% | -24.35% | -36.60% |
Max Drawdown (5Y)Largest decline over 5 years | -66.32% | -24.35% | -41.97% |
Max Drawdown (10Y)Largest decline over 10 years | -66.32% | — | — |
Current DrawdownCurrent decline from peak | -53.71% | -21.96% | -31.75% |
Average DrawdownAverage peak-to-trough decline | -36.02% | -6.27% | -29.75% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 22.77% | 8.44% | +14.33% |
Volatility
DXCM vs. GLDM - Volatility Comparison
DexCom, Inc. (DXCM) has a higher volatility of 13.27% compared to SPDR Gold MiniShares Trust (GLDM) at 7.73%. This indicates that DXCM's price experiences larger fluctuations and is considered to be riskier than GLDM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DXCM | GLDM | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 13.27% | 7.73% | +5.54% |
Volatility (6M)Calculated over the trailing 6-month period | 25.48% | 23.93% | +1.55% |
Volatility (1Y)Calculated over the trailing 1-year period | 40.74% | 27.15% | +13.59% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 46.98% | 18.13% | +28.85% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 48.43% | 16.98% | +31.45% |
Dividends
DXCM vs. GLDM - Dividend Comparison
Neither DXCM nor GLDM has paid dividends to shareholders.
Frequently Asked Questions
DXCM and GLDM have a correlation of 0.16, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
DXCM has higher volatility (13.27%) compared to GLDM (7.73%). In terms of maximum drawdown, DXCM dropped -94.61% vs GLDM's -24.35%.
GLDM currently has the higher Sharpe Ratio (0.90 vs -0.22), 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.
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