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

Correlation

The correlation between DXCM and SF is 0.30, 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. SF - Performance Comparison

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

1,500.00%2,000.00%2,500.00%3,000.00%3,500.00%4,000.00%JulyAugustSeptemberOctoberNovemberDecember
2,627.09%
1,777.59%
DXCM
SF

Key characteristics

Sharpe Ratio

DXCM:

-0.57

SF:

2.34

Sortino Ratio

DXCM:

-0.41

SF:

3.52

Omega Ratio

DXCM:

0.92

SF:

1.45

Calmar Ratio

DXCM:

-0.52

SF:

4.56

Martin Ratio

DXCM:

-0.97

SF:

17.60

Ulcer Index

DXCM:

32.43%

SF:

3.39%

Daily Std Dev

DXCM:

54.91%

SF:

25.45%

Max Drawdown

DXCM:

-94.61%

SF:

-78.40%

Current Drawdown

DXCM:

-50.84%

SF:

-10.92%

Fundamentals

Market Cap

DXCM:

$30.39B

SF:

$10.97B

EPS

DXCM:

$1.65

SF:

$5.53

PE Ratio

DXCM:

47.15

SF:

19.38

PEG Ratio

DXCM:

1.19

SF:

0.96

Total Revenue (TTM)

DXCM:

$3.95B

SF:

$5.75B

Gross Profit (TTM)

DXCM:

$2.44B

SF:

$4.68B

EBITDA (TTM)

DXCM:

$975.30M

SF:

$1.36B

Returns By Period

In the year-to-date period, DXCM achieves a -35.50% return, which is significantly lower than SF's 54.05% return. Over the past 10 years, DXCM has outperformed SF with an annualized return of 19.53%, while SF has yielded a comparatively lower 12.92% annualized return.


DXCM

YTD

-35.50%

1M

6.38%

6M

-31.38%

1Y

-34.82%

5Y*

8.46%

10Y*

19.53%

SF

YTD

54.05%

1M

-8.82%

6M

31.31%

1Y

55.38%

5Y*

22.57%

10Y*

12.92%

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Risk-Adjusted Performance

DXCM vs. SF - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for DexCom, Inc. (DXCM) and Stifel Financial Corp. (SF). 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-4.00-2.000.002.00-0.572.34
The chart of Sortino ratio for DXCM, currently valued at -0.41, compared to the broader market-4.00-2.000.002.004.00-0.413.52
The chart of Omega ratio for DXCM, currently valued at 0.92, compared to the broader market0.501.001.502.000.921.45
The chart of Calmar ratio for DXCM, currently valued at -0.52, compared to the broader market0.002.004.006.00-0.524.56
The chart of Martin ratio for DXCM, currently valued at -0.97, compared to the broader market-5.000.005.0010.0015.0020.0025.00-0.9717.60
DXCM
SF

The current DXCM Sharpe Ratio is -0.57, which is lower than the SF Sharpe Ratio of 2.34. The chart below compares the historical Sharpe Ratios of DXCM and SF, 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-1.000.001.002.003.004.00JulyAugustSeptemberOctoberNovemberDecember
-0.57
2.34
DXCM
SF

Dividends

DXCM vs. SF - Dividend Comparison

DXCM has not paid dividends to shareholders, while SF's dividend yield for the trailing twelve months is around 1.61%.


TTM2023202220212020201920182017
DXCM
DexCom, Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
SF
Stifel Financial Corp.
1.61%2.08%2.06%0.85%0.90%0.99%1.16%0.34%

Drawdowns

DXCM vs. SF - Drawdown Comparison

The maximum DXCM drawdown since its inception was -94.61%, which is greater than SF's maximum drawdown of -78.40%. Use the drawdown chart below to compare losses from any high point for DXCM and SF. For additional features, visit the drawdowns tool.


-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-50.84%
-10.92%
DXCM
SF

Volatility

DXCM vs. SF - Volatility Comparison

DexCom, Inc. (DXCM) has a higher volatility of 11.34% compared to Stifel Financial Corp. (SF) at 6.93%. This indicates that DXCM's price experiences larger fluctuations and is considered to be riskier than SF 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%
6.93%
DXCM
SF

Financials

DXCM vs. SF - Financials Comparison

This section allows you to compare key financial metrics between DexCom, Inc. and Stifel Financial Corp.. 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
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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.

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