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

Correlation

The correlation between DXCM and LLY is 0.49, 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: 0.5

Performance

DXCM vs. LLY - Performance Comparison

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

2,000.00%2,200.00%2,400.00%2,600.00%2,800.00%3,000.00%NovemberDecember2025FebruaryMarchApril
2,341.57%
2,807.91%
DXCM
LLY

Key characteristics

Sharpe Ratio

DXCM:

-0.82

LLY:

0.54

Sortino Ratio

DXCM:

-0.86

LLY:

1.01

Omega Ratio

DXCM:

0.84

LLY:

1.13

Calmar Ratio

DXCM:

-0.74

LLY:

0.79

Martin Ratio

DXCM:

-1.15

LLY:

1.61

Ulcer Index

DXCM:

40.45%

LLY:

12.05%

Daily Std Dev

DXCM:

57.06%

LLY:

36.25%

Max Drawdown

DXCM:

-94.61%

LLY:

-68.27%

Current Drawdown

DXCM:

-55.99%

LLY:

-7.55%

Fundamentals

Market Cap

DXCM:

$28.10B

LLY:

$772.03B

EPS

DXCM:

$1.42

LLY:

$11.69

PE Ratio

DXCM:

50.46

LLY:

73.54

PEG Ratio

DXCM:

1.09

LLY:

1.31

PS Ratio

DXCM:

6.97

LLY:

17.14

PB Ratio

DXCM:

13.20

LLY:

52.48

Total Revenue (TTM)

DXCM:

$3.11B

LLY:

$36.27B

Gross Profit (TTM)

DXCM:

$1.87B

LLY:

$29.53B

EBITDA (TTM)

DXCM:

$724.50M

LLY:

$12.51B

Returns By Period

In the year-to-date period, DXCM achieves a -7.86% return, which is significantly lower than LLY's 14.78% return. Over the past 10 years, DXCM has underperformed LLY with an annualized return of 15.51%, while LLY has yielded a comparatively higher 31.14% annualized return.


DXCM

YTD

-7.86%

1M

-0.65%

6M

-2.42%

1Y

-48.08%

5Y*

-2.93%

10Y*

15.51%

LLY

YTD

14.78%

1M

6.99%

6M

-0.58%

1Y

22.82%

5Y*

42.11%

10Y*

31.14%

*Annualized

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Risk-Adjusted Performance

DXCM vs. LLY — Risk-Adjusted Performance Rank

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

DXCM
The Risk-Adjusted Performance Rank of DXCM is 1313
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 99
Omega Ratio Rank
The Calmar Ratio Rank of DXCM is 88
Calmar Ratio Rank
The Martin Ratio Rank of DXCM is 2222
Martin Ratio Rank

LLY
The Risk-Adjusted Performance Rank of LLY is 7171
Overall Rank
The Sharpe Ratio Rank of LLY is 7272
Sharpe Ratio Rank
The Sortino Ratio Rank of LLY is 6666
Sortino Ratio Rank
The Omega Ratio Rank of LLY is 6565
Omega Ratio Rank
The Calmar Ratio Rank of LLY is 8080
Calmar Ratio Rank
The Martin Ratio Rank of LLY is 7070
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.

DXCM vs. LLY - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for DexCom, Inc. (DXCM) and Eli Lilly and Company (LLY). 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 DXCM, currently valued at -0.82, compared to the broader market-2.00-1.000.001.002.003.00
DXCM: -0.82
LLY: 0.54
The chart of Sortino ratio for DXCM, currently valued at -0.86, compared to the broader market-6.00-4.00-2.000.002.004.00
DXCM: -0.86
LLY: 1.01
The chart of Omega ratio for DXCM, currently valued at 0.84, compared to the broader market0.501.001.502.00
DXCM: 0.84
LLY: 1.13
The chart of Calmar ratio for DXCM, currently valued at -0.74, compared to the broader market0.001.002.003.004.005.00
DXCM: -0.74
LLY: 0.79
The chart of Martin ratio for DXCM, currently valued at -1.15, compared to the broader market-5.000.005.0010.0015.0020.00
DXCM: -1.15
LLY: 1.61

The current DXCM Sharpe Ratio is -0.82, which is lower than the LLY Sharpe Ratio of 0.54. The chart below compares the historical Sharpe Ratios of DXCM and LLY, 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-1.000.001.002.00NovemberDecember2025FebruaryMarchApril
-0.82
0.54
DXCM
LLY

Dividends

DXCM vs. LLY - Dividend Comparison

DXCM has not paid dividends to shareholders, while LLY's dividend yield for the trailing twelve months is around 0.61%.


TTM20242023202220212020201920182017201620152014
DXCM
DexCom, Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
LLY
Eli Lilly and Company
0.61%0.67%0.78%1.07%1.23%1.75%1.96%1.95%2.46%2.77%2.37%2.84%

Drawdowns

DXCM vs. LLY - Drawdown Comparison

The maximum DXCM drawdown since its inception was -94.61%, which is greater than LLY's maximum drawdown of -68.27%. Use the drawdown chart below to compare losses from any high point for DXCM and LLY. For additional features, visit the drawdowns tool.


-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%NovemberDecember2025FebruaryMarchApril
-55.99%
-7.55%
DXCM
LLY

Volatility

DXCM vs. LLY - Volatility Comparison

The current volatility for DexCom, Inc. (DXCM) is 17.68%, while Eli Lilly and Company (LLY) has a volatility of 18.64%. This indicates that DXCM experiences smaller price fluctuations and is considered to be less risky than LLY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%NovemberDecember2025FebruaryMarchApril
17.68%
18.64%
DXCM
LLY

Financials

DXCM vs. LLY - Financials Comparison

This section allows you to compare key financial metrics between DexCom, Inc. and Eli Lilly and Company. 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