DXCM vs. SF

In the year-to-date period, DXCM achieves a -7.86% return, which is significantly higher than SF's -18.79% return. Over the past 10 years, DXCM has outperformed SF with an annualized return of 15.67%, while SF has yielded a comparatively lower 10.20% annualized return.

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

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.

The current DXCM Sharpe Ratio is -0.82, which is lower than the SF Sharpe Ratio of 0.34. 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.

DXCM has not paid dividends to shareholders, while SF's dividend yield for the trailing twelve months is around 2.01%.

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.

The current volatility for DexCom, Inc. (DXCM) is 17.68%, while Stifel Financial Corp. (SF) has a volatility of 22.70%. This indicates that DXCM experiences smaller price fluctuations and is considered to be less risky than SF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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.