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DXCM vs. SNAP
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

DXCM vs. SNAP - Performance Comparison

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

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Returns By Period

In the year-to-date period, DXCM achieves a 25.73% return, which is significantly higher than SNAP's -41.88% return.


DXCM

1D
11.95%
1M
21.19%
6M
14.25%
YTD
25.73%
1Y
3.32%
3Y*
-11.89%
5Y*
-8.33%
10Y*
13.66%
ALL TIME*
16.87%

SNAP

1D
0.00%
1M
-1.26%
6M
-32.32%
YTD
-41.88%
1Y
-50.27%
3Y*
-25.36%
5Y*
-42.47%
10Y*
ALL TIME*
-15.92%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$381.17M$359.84M$403.63M
$138.05M$148.62M$216.62M

DXCM vs. SNAP - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
DXCM
DexCom, Inc.
25.73%-14.66%-37.33%9.58%-15.64%45.23%69.02%82.59%108.75%-29.56%
SNAP
Snap Inc.
-41.88%-25.07%-36.39%89.16%-80.97%-6.07%206.61%196.37%-62.29%-39.12%

Correlation

The correlation between DXCM and SNAP is 0.24, which is low. Their historical price movements had little consistent relationship.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.24

Correlation (3Y)
Balances recent behavior with more history.

0.18

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.32

Correlation (All Time)
Calculated using the full available price history since Mar 2, 2017

0.30

The correlation between DXCM and SNAP shifts across timeframes, from 0.18 (3 years) to 0.32 (5 years), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap

DXCM:

$32.20B

SNAP:

$7.94B

EPS

DXCM:

$2.51

SNAP:

-$0.24

PS Ratio

DXCM:

6.68

SNAP:

1.31

PB Ratio

DXCM:

12.47

SNAP:

3.80

Total Revenue (TTM)

DXCM:

$4.97B

SNAP:

$6.10B

Gross Profit (TTM)

DXCM:

$3.12B

SNAP:

$3.40B

EBITDA (TTM)

DXCM:

$1.41B

SNAP:

-$173.71M

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Return for Risk

DXCM vs. SNAP — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

DXCM
DXCM Risk / Return Rank: 4646
Overall Rank
DXCM Sharpe Ratio Rank: 4848
Sharpe Ratio Rank
DXCM Sortino Ratio Rank: 4343
Sortino Ratio Rank
DXCM Omega Ratio Rank: 4444
Omega Ratio Rank
DXCM Calmar Ratio Rank: 4848
Calmar Ratio Rank
DXCM Martin Ratio Rank: 4747
Martin Ratio Rank

SNAP
SNAP Risk / Return Rank: 88
Overall Rank
SNAP Sharpe Ratio Rank: 77
Sharpe Ratio Rank
SNAP Sortino Ratio Rank: 99
Sortino Ratio Rank
SNAP Omega Ratio Rank: 99
Omega Ratio Rank
SNAP Calmar Ratio Rank: 1010
Calmar Ratio Rank
SNAP Martin Ratio Rank: 77
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

DXCM vs. SNAP - Risk-Adjusted Trends Comparison

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

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


DXCMSNAPDifference
Sharpe ratioReturn per unit of total volatility

+0.98

Sortino ratioReturn per unit of downside risk

+1.70

Omega ratioGain probability vs. loss probability

1.05

0.84

+0.21

Calmar ratioReturn relative to maximum drawdown

0.10

-0.86

+0.96

Martin ratioReturn relative to average drawdown

0.19

-1.44

+1.63

DXCM vs. SNAP - Sharpe Ratio Comparison

The current DXCM Sharpe Ratio is 0.08, which is higher than the SNAP Sharpe Ratio of -0.90. The chart below compares the historical Sharpe Ratios of DXCM and SNAP, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

DXCM vs. SNAP - Drawdown Comparison

The maximum DXCM drawdown since its inception was -94.61%, roughly equal to the maximum SNAP drawdown of -95.27%. Use the drawdown chart below to compare losses from any high point for DXCM and SNAP.


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Drawdown Indicators


DXCMSNAPDifference

Max Drawdown

Largest peak-to-trough decline

-94.61%

-95.27%

+0.66%

Max Drawdown (1Y)

Largest decline over 1 year

-33.33%

-58.50%

+25.17%

Max Drawdown (3Y)

Largest decline over 3 years

-60.95%

-77.48%

+16.53%

Max Drawdown (5Y)

Largest decline over 5 years

-66.32%

-95.27%

+28.95%

Max Drawdown (10Y)

Largest decline over 10 years

-66.32%

Current Drawdown

Current decline from peak

-48.75%

-94.36%

+45.61%

Average Drawdown

Average peak-to-trough decline

-36.14%

-60.52%

+24.38%

Ulcer Index

Depth and duration of drawdowns from previous peaks

17.53%

34.93%

-17.40%

Volatility

DXCM vs. SNAP - Volatility Comparison

DexCom, Inc. (DXCM) has a higher volatility of 15.95% compared to Snap Inc. (SNAP) at 9.44%. This indicates that DXCM's price experiences larger fluctuations and is considered to be riskier than SNAP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


DXCMSNAPDifference

Volatility (1M)

Calculated over the trailing 1-month period

15.95%

9.44%

+6.51%

Volatility (6M)

Calculated over the trailing 6-month period

29.74%

43.50%

-13.76%

Volatility (1Y)

Calculated over the trailing 1-year period

42.91%

56.15%

-13.24%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

47.22%

75.44%

-28.22%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

48.66%

71.53%

-22.87%

Dividends

DXCM vs. SNAP - Dividend Comparison

Neither DXCM nor SNAP has paid dividends to shareholders.


Tickers have no history of dividend payments

Financials

DXCM vs. SNAP - Financials Comparison

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

DXCM vs. SNAP - Profitability Comparison

The chart below illustrates the profitability comparison between DexCom, Inc. and Snap Inc. over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

DXCM - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Aug 2026, DexCom, Inc. reported a gross profit of 830.00M and revenue of 1.31B. Therefore, the gross margin over that period was 63.4%.

SNAP - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Aug 2026, Snap Inc. reported a gross profit of 863.55M and revenue of 1.53B. Therefore, the gross margin over that period was 56.5%.

DXCM - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Aug 2026, DexCom, Inc. reported an operating income of 318.30M and revenue of 1.31B, resulting in an operating margin of 24.3%.

SNAP - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Aug 2026, Snap Inc. reported an operating income of -74.45M and revenue of 1.53B, resulting in an operating margin of -4.9%.

DXCM - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Aug 2026, DexCom, Inc. reported a net income of 249.10M and revenue of 1.31B, resulting in a net margin of 19.0%.

SNAP - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Aug 2026, Snap Inc. reported a net income of -88.95M and revenue of 1.53B, resulting in a net margin of -5.8%.


Frequently Asked Questions


DXCM and SNAP have a correlation of 0.24, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

DXCM has higher volatility (15.95%) compared to SNAP (9.44%). In terms of maximum drawdown, DXCM dropped -94.61% vs SNAP's -95.27%.

DXCM currently has the higher Sharpe Ratio (0.08 vs -0.90), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

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