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

Correlation

The correlation between DXCM and RMD is 0.34, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.00.3

Performance

DXCM vs. RMD - Performance Comparison

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

-40.00%-20.00%0.00%20.00%JulyAugustSeptemberOctoberNovemberDecember
-31.38%
15.80%
DXCM
RMD

Key characteristics

Sharpe Ratio

DXCM:

-0.57

RMD:

1.01

Sortino Ratio

DXCM:

-0.41

RMD:

1.69

Omega Ratio

DXCM:

0.92

RMD:

1.24

Calmar Ratio

DXCM:

-0.52

RMD:

0.87

Martin Ratio

DXCM:

-0.97

RMD:

6.82

Ulcer Index

DXCM:

32.43%

RMD:

5.52%

Daily Std Dev

DXCM:

54.91%

RMD:

37.39%

Max Drawdown

DXCM:

-94.61%

RMD:

-61.60%

Current Drawdown

DXCM:

-50.84%

RMD:

-17.91%

Fundamentals

Market Cap

DXCM:

$30.39B

RMD:

$35.62B

EPS

DXCM:

$1.65

RMD:

$7.55

PE Ratio

DXCM:

47.15

RMD:

32.14

PEG Ratio

DXCM:

1.19

RMD:

1.84

Total Revenue (TTM)

DXCM:

$3.95B

RMD:

$4.81B

Gross Profit (TTM)

DXCM:

$2.44B

RMD:

$2.75B

EBITDA (TTM)

DXCM:

$975.30M

RMD:

$1.69B

Returns By Period

In the year-to-date period, DXCM achieves a -35.50% return, which is significantly lower than RMD's 39.22% return. Over the past 10 years, DXCM has outperformed RMD with an annualized return of 19.53%, while RMD has yielded a comparatively lower 16.86% annualized return.


DXCM

YTD

-35.50%

1M

6.38%

6M

-31.38%

1Y

-34.82%

5Y*

8.46%

10Y*

19.53%

RMD

YTD

39.22%

1M

-1.77%

6M

15.80%

1Y

37.00%

5Y*

9.70%

10Y*

16.86%

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. RMD - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for DexCom, Inc. (DXCM) and ResMed Inc. (RMD). 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 -0.57, compared to the broader market-4.00-2.000.002.00-0.571.01
The chart of Sortino ratio for DXCM, currently valued at -0.41, compared to the broader market-4.00-2.000.002.004.00-0.411.69
The chart of Omega ratio for DXCM, currently valued at 0.92, compared to the broader market0.501.001.502.000.921.24
The chart of Calmar ratio for DXCM, currently valued at -0.52, compared to the broader market0.002.004.006.00-0.520.87
The chart of Martin ratio for DXCM, currently valued at -0.97, compared to the broader market-5.000.005.0010.0015.0020.0025.00-0.976.82
DXCM
RMD

The current DXCM Sharpe Ratio is -0.57, which is lower than the RMD Sharpe Ratio of 1.01. The chart below compares the historical Sharpe Ratios of DXCM and RMD, 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-1.00-0.500.000.501.001.502.002.50JulyAugustSeptemberOctoberNovemberDecember
-0.57
1.01
DXCM
RMD

Dividends

DXCM vs. RMD - Dividend Comparison

DXCM has not paid dividends to shareholders, while RMD's dividend yield for the trailing twelve months is around 0.85%.


TTM20232022202120202019201820172016201520142013
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%
RMD
ResMed Inc.
0.85%1.07%0.83%0.62%0.73%0.98%1.26%1.61%2.03%2.16%1.89%1.78%

Drawdowns

DXCM vs. RMD - Drawdown Comparison

The maximum DXCM drawdown since its inception was -94.61%, which is greater than RMD's maximum drawdown of -61.60%. Use the drawdown chart below to compare losses from any high point for DXCM and RMD. For additional features, visit the drawdowns tool.


-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%JulyAugustSeptemberOctoberNovemberDecember
-50.84%
-17.91%
DXCM
RMD

Volatility

DXCM vs. RMD - Volatility Comparison

DexCom, Inc. (DXCM) has a higher volatility of 11.34% compared to ResMed Inc. (RMD) at 7.89%. This indicates that DXCM's price experiences larger fluctuations and is considered to be riskier than RMD 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%JulyAugustSeptemberOctoberNovemberDecember
11.34%
7.89%
DXCM
RMD

Financials

DXCM vs. RMD - Financials Comparison

This section allows you to compare key financial metrics between DexCom, Inc. and ResMed Inc.. 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 © 2024 PortfoliosLab