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DXCM vs. HLAL
Performance
Return for Risk
Drawdowns
Volatility
Dividends

DXCM vs. HLAL

Last updated Jun 5, 2026

DXCM (DexCom, Inc.) is a stock, while HLAL (Wahed FTSE USA Shariah ETF) is Large Cap Growth Equities fund tracking the FTSE Shariah USA Index. Over the past 5 years, DXCM returned -5.38%/yr vs 15.73%/yr for HLAL. At a 0.43 correlation, their price movements are largely independent.

Performance

DXCM vs. HLAL - Performance Comparison

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

Loading charts...

Returns By Period

In the year-to-date period, DXCM achieves a 9.37% return, which is significantly lower than HLAL's 18.08% return.

DXCM

1D
-0.25%
1M
22.04%
YTD
9.37%
6M
11.25%
1Y
-15.21%
3Y*
-16.49%
5Y*
-5.38%
10Y*
15.53%

HLAL

1D
-0.54%
1M
7.05%
YTD
18.08%
6M
17.15%
1Y
42.63%
3Y*
21.88%
5Y*
15.73%
10Y*
—
*Multi-year figures are annualized to reflect compound growth (CAGR)

DXCM vs. HLAL - Yearly Performance Comparison

2026 (YTD)2025202420232022202120202019
DXCM
DexCom, Inc.		9.37%-14.66%-37.33%9.58%-15.64%45.23%69.02%45.97%
HLAL
Wahed FTSE USA Shariah ETF		18.08%18.30%16.70%30.13%-17.56%28.64%24.65%10.96%

Correlation

The correlation between DXCM and HLAL is 0.29, which is low. Their price movements are largely independent, making them effective diversification partners.

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

0.29

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

0.30

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

0.43

Correlation (All Time)
Calculated using the full available price history since Jul 17, 2019

0.43

The correlation between DXCM and HLAL shifts across timeframes, from 0.29 (1 year) to 0.43 (all time), reflecting how their relationship changes across market environments.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

DexCom, Inc.

Wahed FTSE USA Shariah ETF

Often compared with DXCM:
DXCM vs. VYMDXCM vs. PODDDXCM vs. TNDMDXCM vs. RMDDXCM vs. EXASDXCM vs. SFDXCM vs. VRSK
Often compared with HLAL:
HLAL vs. SPUSHLAL vs. SPYHLAL vs. UMMAHLAL vs. VOOHLAL vs. AMAGXHLAL vs. SPTEHLAL vs. SPSK

Return for Risk

DXCM vs. HLAL — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
DXCM
DXCM Risk / Return Rank: 2727
Overall Rank
DXCM Sharpe Ratio Rank: 2525
Sharpe Ratio Rank
DXCM Sortino Ratio Rank: 2525
Sortino Ratio Rank
DXCM Omega Ratio Rank: 2424
Omega Ratio Rank
DXCM Calmar Ratio Rank: 2929
Calmar Ratio Rank
DXCM Martin Ratio Rank: 3030
Martin Ratio Rank
HLAL
HLAL Risk / Return Rank: 8989
Overall Rank
HLAL Sharpe Ratio Rank: 9292
Sharpe Ratio Rank
HLAL Sortino Ratio Rank: 9292
Sortino Ratio Rank
HLAL Omega Ratio Rank: 9090
Omega Ratio Rank
HLAL Calmar Ratio Rank: 8181
Calmar Ratio Rank
HLAL Martin Ratio Rank: 8888
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. HLAL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for DexCom, Inc. (DXCM) and Wahed FTSE USA Shariah ETF (HLAL). 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.

DXCMHLALDifference
Sharpe ratioReturn per unit of total volatility
-0.38
3.25

-3.63

Sortino ratioReturn per unit of downside risk
-0.28
4.52

-4.80

Omega ratioGain probability vs. loss probability

0.96

1.57

-0.61

Calmar ratioReturn relative to maximum drawdown

-0.39

4.20

-4.59

Martin ratioReturn relative to average drawdown

-0.67

19.39

-20.06

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

DXCM vs. HLAL - Sharpe Ratio Comparison

The current DXCM Sharpe Ratio is -0.38, which is lower than the HLAL Sharpe Ratio of 3.25. The chart below compares the historical Sharpe Ratios of DXCM and HLAL, 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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Sharpe Ratios by Period

DXCMHLALDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.38

3.25

-3.63

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.12

0.90

-1.01

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.32

—

—

Sharpe Ratio (All Time)

Calculated using the full available price history

0.30

0.89

-0.59

Drawdowns

DXCM vs. HLAL - Drawdown Comparison

The maximum DXCM drawdown since its inception was -94.61%, which is greater than HLAL's maximum drawdown of -33.57%. Use the drawdown chart below to compare losses from any high point for DXCM and HLAL.

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Drawdown Indicators

DXCMHLALDifference

Max Drawdown

Largest peak-to-trough decline

-94.61%

-33.57%

-61.04%

Max Drawdown (1Y)

Largest decline over 1 year

-38.75%

-10.20%

-28.55%

Max Drawdown (3Y)

Largest decline over 3 years

-60.95%

-21.67%

-39.28%

Max Drawdown (5Y)

Largest decline over 5 years

-66.32%

-23.18%

-43.14%

Max Drawdown (10Y)

Largest decline over 10 years

-66.32%

—

—

Current Drawdown

Current decline from peak

-55.42%

-0.61%

-54.81%

Average Drawdown

Average peak-to-trough decline

-35.99%

-5.00%

-30.99%

Ulcer Index

Depth and duration of drawdowns from previous peaks

22.66%

2.20%

+20.46%

Volatility

DXCM vs. HLAL - Volatility Comparison

DexCom, Inc. (DXCM) has a higher volatility of 13.13% compared to Wahed FTSE USA Shariah ETF (HLAL) at 3.59%. This indicates that DXCM's price experiences larger fluctuations and is considered to be riskier than HLAL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

DXCMHLALDifference

Volatility (1M)

Calculated over the trailing 1-month period

13.13%

3.59%

+9.54%

Volatility (6M)

Calculated over the trailing 6-month period

24.58%

9.97%

+14.61%

Volatility (1Y)

Calculated over the trailing 1-year period

40.23%

13.19%

+27.04%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

46.91%

17.60%

+29.31%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

48.42%

20.21%

+28.21%

Dividends

DXCM vs. HLAL - Dividend Comparison

DXCM has not paid dividends to shareholders, while HLAL's dividend yield for the trailing twelve months is around 0.45%.

PositionTTM2025202420232022202120202019
DXCM
DexCom, Inc.		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
HLAL
Wahed FTSE USA Shariah ETF		0.45%0.53%0.58%0.72%1.15%0.78%0.97%0.72%

Frequently Asked Questions

DXCM and HLAL have a correlation of 0.29, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

DXCM has higher volatility (13.13%) compared to HLAL (3.59%). In terms of maximum drawdown, DXCM dropped -94.61% vs HLAL's -33.57%.

HLAL currently has the higher Sharpe Ratio (3.25 vs -0.38), 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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