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

Performance

DXCM vs. TNDM - Performance Comparison

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

-50.00%-40.00%-30.00%-20.00%-10.00%0.00%10.00%JuneJulyAugustSeptemberOctoberNovember
-41.64%
-39.11%
DXCM
TNDM

Returns By Period

In the year-to-date period, DXCM achieves a -38.54% return, which is significantly lower than TNDM's -2.77% return. Over the past 10 years, DXCM has outperformed TNDM with an annualized return of 19.80%, while TNDM has yielded a comparatively lower -14.81% annualized return.


DXCM

YTD

-38.54%

1M

5.37%

6M

-41.64%

1Y

-27.34%

5Y (annualized)

6.65%

10Y (annualized)

19.80%

TNDM

YTD

-2.77%

1M

-18.62%

6M

-39.11%

1Y

61.66%

5Y (annualized)

-15.99%

10Y (annualized)

-14.81%

Fundamentals


DXCMTNDM
Market Cap$29.79B$2.04B
EPS$1.65-$1.94
PEG Ratio1.190.00
Total Revenue (TTM)$3.95B$973.67M
Gross Profit (TTM)$2.44B$425.41M
EBITDA (TTM)$975.30M-$116.48M

Key characteristics


DXCMTNDM
Sharpe Ratio-0.500.83
Sortino Ratio-0.291.65
Omega Ratio0.941.19
Calmar Ratio-0.450.60
Martin Ratio-0.922.83
Ulcer Index29.48%19.87%
Daily Std Dev54.58%68.10%
Max Drawdown-94.61%-99.25%
Current Drawdown-53.16%-90.41%

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Correlation

-0.50.00.51.00.4

The correlation between DXCM and TNDM is 0.43, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

Risk-Adjusted Performance

DXCM vs. TNDM - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for DexCom, Inc. (DXCM) and Tandem Diabetes Care, Inc. (TNDM). 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 -0.50, compared to the broader market-4.00-2.000.002.004.00-0.500.83
The chart of Sortino ratio for DXCM, currently valued at -0.29, compared to the broader market-4.00-2.000.002.004.00-0.291.65
The chart of Omega ratio for DXCM, currently valued at 0.94, compared to the broader market0.501.001.502.000.941.19
The chart of Calmar ratio for DXCM, currently valued at -0.45, compared to the broader market0.002.004.006.00-0.450.60
The chart of Martin ratio for DXCM, currently valued at -0.92, compared to the broader market-10.000.0010.0020.0030.00-0.922.83
DXCM
TNDM

The current DXCM Sharpe Ratio is -0.50, which is lower than the TNDM Sharpe Ratio of 0.83. The chart below compares the historical Sharpe Ratios of DXCM and TNDM, 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-1.00-0.500.000.501.001.50JuneJulyAugustSeptemberOctoberNovember
-0.50
0.83
DXCM
TNDM

Dividends

DXCM vs. TNDM - Dividend Comparison

Neither DXCM nor TNDM has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

DXCM vs. TNDM - Drawdown Comparison

The maximum DXCM drawdown since its inception was -94.61%, roughly equal to the maximum TNDM drawdown of -99.25%. Use the drawdown chart below to compare losses from any high point for DXCM and TNDM. For additional features, visit the drawdowns tool.


-100.00%-80.00%-60.00%-40.00%-20.00%JuneJulyAugustSeptemberOctoberNovember
-53.16%
-90.41%
DXCM
TNDM

Volatility

DXCM vs. TNDM - Volatility Comparison

The current volatility for DexCom, Inc. (DXCM) is 8.85%, while Tandem Diabetes Care, Inc. (TNDM) has a volatility of 15.87%. This indicates that DXCM experiences smaller price fluctuations and is considered to be less risky than TNDM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


10.00%20.00%30.00%40.00%50.00%60.00%JuneJulyAugustSeptemberOctoberNovember
8.85%
15.87%
DXCM
TNDM

Financials

DXCM vs. TNDM - Financials Comparison

This section allows you to compare key financial metrics between DexCom, Inc. and Tandem Diabetes Care, 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