PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
DXCM vs. PODD
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between DXCM and PODD is 0.47, 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.


-0.50.00.51.00.5

Performance

DXCM vs. PODD - Performance Comparison

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

-20.00%0.00%20.00%40.00%60.00%SeptemberOctoberNovemberDecember2025February
19.86%
52.83%
DXCM
PODD

Key characteristics

Sharpe Ratio

DXCM:

-0.45

PODD:

1.31

Sortino Ratio

DXCM:

-0.21

PODD:

1.88

Omega Ratio

DXCM:

0.96

PODD:

1.26

Calmar Ratio

DXCM:

-0.41

PODD:

0.92

Martin Ratio

DXCM:

-0.69

PODD:

6.07

Ulcer Index

DXCM:

36.03%

PODD:

7.76%

Daily Std Dev

DXCM:

54.97%

PODD:

36.05%

Max Drawdown

DXCM:

-94.61%

PODD:

-90.28%

Current Drawdown

DXCM:

-45.47%

PODD:

-14.36%

Fundamentals

Market Cap

DXCM:

$34.69B

PODD:

$19.84B

EPS

DXCM:

$1.42

PODD:

$5.77

PE Ratio

DXCM:

62.52

PODD:

49.01

PEG Ratio

DXCM:

1.43

PODD:

4.28

Total Revenue (TTM)

DXCM:

$4.03B

PODD:

$1.90B

Gross Profit (TTM)

DXCM:

$2.44B

PODD:

$1.45B

EBITDA (TTM)

DXCM:

$914.10M

PODD:

$411.00M

Returns By Period

In the year-to-date period, DXCM achieves a 14.16% return, which is significantly higher than PODD's 8.32% return. Over the past 10 years, DXCM has underperformed PODD with an annualized return of 19.19%, while PODD has yielded a comparatively higher 24.16% annualized return.


DXCM

YTD

14.16%

1M

1.94%

6M

19.86%

1Y

-24.44%

5Y*

4.05%

10Y*

19.19%

PODD

YTD

8.32%

1M

1.40%

6M

52.83%

1Y

43.45%

5Y*

5.92%

10Y*

24.16%

*Annualized

Compare stocks, funds, or ETFs

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


Risk-Adjusted Performance

DXCM vs. PODD — 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 2626
Overall Rank
The Sharpe Ratio Rank of DXCM is 2323
Sharpe Ratio Rank
The Sortino Ratio Rank of DXCM is 2727
Sortino Ratio Rank
The Omega Ratio Rank of DXCM is 2424
Omega Ratio Rank
The Calmar Ratio Rank of DXCM is 2323
Calmar Ratio Rank
The Martin Ratio Rank of DXCM is 3232
Martin Ratio Rank

PODD
The Risk-Adjusted Performance Rank of PODD is 8181
Overall Rank
The Sharpe Ratio Rank of PODD is 8484
Sharpe Ratio Rank
The Sortino Ratio Rank of PODD is 7979
Sortino Ratio Rank
The Omega Ratio Rank of PODD is 7878
Omega Ratio Rank
The Calmar Ratio Rank of PODD is 7878
Calmar Ratio Rank
The Martin Ratio Rank of PODD is 8484
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. PODD - Risk-Adjusted Performance Comparison

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


Sharpe ratio
The chart of Sharpe ratio for DXCM, currently valued at -0.45, compared to the broader market-2.000.002.00-0.451.31
The chart of Sortino ratio for DXCM, currently valued at -0.21, compared to the broader market-4.00-2.000.002.004.006.00-0.211.88
The chart of Omega ratio for DXCM, currently valued at 0.96, compared to the broader market0.501.001.502.000.961.26
The chart of Calmar ratio for DXCM, currently valued at -0.41, compared to the broader market0.002.004.006.00-0.410.92
The chart of Martin ratio for DXCM, currently valued at -0.69, compared to the broader market-10.000.0010.0020.0030.00-0.696.07
DXCM
PODD

The current DXCM Sharpe Ratio is -0.45, which is lower than the PODD Sharpe Ratio of 1.31. The chart below compares the historical Sharpe Ratios of DXCM and PODD, 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-0.500.000.501.001.502.00SeptemberOctoberNovemberDecember2025February
-0.45
1.31
DXCM
PODD

Dividends

DXCM vs. PODD - Dividend Comparison

Neither DXCM nor PODD has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

DXCM vs. PODD - Drawdown Comparison

The maximum DXCM drawdown since its inception was -94.61%, roughly equal to the maximum PODD drawdown of -90.28%. Use the drawdown chart below to compare losses from any high point for DXCM and PODD. For additional features, visit the drawdowns tool.


-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%SeptemberOctoberNovemberDecember2025February
-45.47%
-14.36%
DXCM
PODD

Volatility

DXCM vs. PODD - Volatility Comparison

DexCom, Inc. (DXCM) has a higher volatility of 8.30% compared to Insulet Corporation (PODD) at 5.27%. This indicates that DXCM's price experiences larger fluctuations and is considered to be riskier than PODD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%10.00%20.00%30.00%40.00%50.00%60.00%SeptemberOctoberNovemberDecember2025February
8.30%
5.27%
DXCM
PODD

Financials

DXCM vs. PODD - Financials Comparison

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


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


Values in USD except per share items
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

Copyright © 2025 PortfoliosLab