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DXCM vs. SCHD
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between DXCM and SCHD is 0.85, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


-0.50.00.51.0
Correlation: 0.8

Performance

DXCM vs. SCHD - Performance Comparison

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

0.00%1,000.00%2,000.00%3,000.00%4,000.00%NovemberDecember2025FebruaryMarchApril
2,693.76%
369.64%
DXCM
SCHD

Key characteristics

Sharpe Ratio

DXCM:

-0.82

SCHD:

0.18

Sortino Ratio

DXCM:

-0.86

SCHD:

0.35

Omega Ratio

DXCM:

0.84

SCHD:

1.05

Calmar Ratio

DXCM:

-0.74

SCHD:

0.18

Martin Ratio

DXCM:

-1.15

SCHD:

0.64

Ulcer Index

DXCM:

40.45%

SCHD:

4.44%

Daily Std Dev

DXCM:

57.06%

SCHD:

15.99%

Max Drawdown

DXCM:

-94.61%

SCHD:

-33.37%

Current Drawdown

DXCM:

-55.99%

SCHD:

-11.47%

Returns By Period

In the year-to-date period, DXCM achieves a -7.86% return, which is significantly lower than SCHD's -5.19% return. Over the past 10 years, DXCM has outperformed SCHD with an annualized return of 15.67%, while SCHD has yielded a comparatively lower 10.34% annualized return.


DXCM

YTD

-7.86%

1M

3.15%

6M

-2.42%

1Y

-42.37%

5Y*

-3.08%

10Y*

15.67%

SCHD

YTD

-5.19%

1M

-7.50%

6M

-7.13%

1Y

3.21%

5Y*

12.75%

10Y*

10.34%

*Annualized

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Risk-Adjusted Performance

DXCM vs. SCHD — 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 1010
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

SCHD
The Risk-Adjusted Performance Rank of SCHD is 3535
Overall Rank
The Sharpe Ratio Rank of SCHD is 3535
Sharpe Ratio Rank
The Sortino Ratio Rank of SCHD is 3434
Sortino Ratio Rank
The Omega Ratio Rank of SCHD is 3434
Omega Ratio Rank
The Calmar Ratio Rank of SCHD is 3838
Calmar Ratio Rank
The Martin Ratio Rank of SCHD is 3636
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. SCHD - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for DexCom, Inc. (DXCM) and Schwab US Dividend Equity ETF (SCHD). 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
SCHD: 0.18
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
SCHD: 0.35
The chart of Omega ratio for DXCM, currently valued at 0.84, compared to the broader market0.501.001.502.00
DXCM: 0.84
SCHD: 1.05
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
SCHD: 0.18
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
SCHD: 0.64

The current DXCM Sharpe Ratio is -0.82, which is lower than the SCHD Sharpe Ratio of 0.18. The chart below compares the historical Sharpe Ratios of DXCM and SCHD, 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-1.000.001.002.003.00NovemberDecember2025FebruaryMarchApril
-0.82
0.18
DXCM
SCHD

Dividends

DXCM vs. SCHD - Dividend Comparison

DXCM has not paid dividends to shareholders, while SCHD's dividend yield for the trailing twelve months is around 4.05%.


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%
SCHD
Schwab US Dividend Equity ETF
4.05%3.64%3.49%3.39%2.78%3.16%2.98%3.06%2.63%2.89%2.97%2.63%

Drawdowns

DXCM vs. SCHD - Drawdown Comparison

The maximum DXCM drawdown since its inception was -94.61%, which is greater than SCHD's maximum drawdown of -33.37%. Use the drawdown chart below to compare losses from any high point for DXCM and SCHD. For additional features, visit the drawdowns tool.


-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%NovemberDecember2025FebruaryMarchApril
-55.99%
-11.47%
DXCM
SCHD

Volatility

DXCM vs. SCHD - Volatility Comparison

DexCom, Inc. (DXCM) has a higher volatility of 17.68% compared to Schwab US Dividend Equity ETF (SCHD) at 11.20%. This indicates that DXCM's price experiences larger fluctuations and is considered to be riskier than SCHD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%NovemberDecember2025FebruaryMarchApril
17.68%
11.20%
DXCM
SCHD