PortfoliosLab logoPortfoliosLab logo
DXCM vs. TWLO
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

DXCM vs. TWLO - Performance Comparison

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

Loading charts...

Returns By Period

In the year-to-date period, DXCM achieves a 15.44% return, which is significantly lower than TWLO's 49.42% return.


DXCM

1D
5.16%
1M
26.41%
YTD
15.44%
6M
16.76%
1Y
-11.60%
3Y*
-14.90%
5Y*
-4.71%
10Y*
15.60%

TWLO

1D
-5.95%
1M
5.37%
YTD
49.42%
6M
63.33%
1Y
74.60%
3Y*
49.28%
5Y*
-7.54%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

DXCM vs. TWLO - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
DXCM
DexCom, Inc.
15.44%-14.66%-37.33%9.58%-15.64%45.23%69.02%82.59%108.75%-3.87%
TWLO
Twilio Inc.
49.42%31.61%42.45%54.96%-81.41%-22.20%244.42%10.06%278.39%-18.20%

Correlation

The correlation between DXCM and TWLO is 0.15, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.15

Correlation (3Y)
Calculated over the trailing 3-year period

0.25

Correlation (5Y)
Calculated over the trailing 5-year period

0.38

Correlation (All Time)
Calculated using the full available price history since Jun 24, 2016

0.36

Over the past year, the correlation between DXCM and TWLO has dropped to 0.15 - well below their long-term average of 0.36, suggesting their price drivers have been diverging.

Fundamentals

Market Cap

DXCM:

$30.16B

TWLO:

$33.53B

EPS

DXCM:

$2.31

TWLO:

$0.66

PE Ratio

DXCM:

33.11

TWLO:

321.50

PS Ratio

DXCM:

6.39

TWLO:

6.30

PB Ratio

DXCM:

10.20

TWLO:

4.31

Total Revenue (TTM)

DXCM:

$4.82B

TWLO:

$5.30B

Gross Profit (TTM)

DXCM:

$2.96B

TWLO:

$2.59B

EBITDA (TTM)

DXCM:

$1.37B

TWLO:

$304.06M

Compare stocks, funds, or ETFs

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


Return for Risk

DXCM vs. TWLO — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

DXCM
DXCM Risk / Return Rank: 3030
Overall Rank
DXCM Sharpe Ratio Rank: 3030
Sharpe Ratio Rank
DXCM Sortino Ratio Rank: 2828
Sortino Ratio Rank
DXCM Omega Ratio Rank: 2828
Omega Ratio Rank
DXCM Calmar Ratio Rank: 3232
Calmar Ratio Rank
DXCM Martin Ratio Rank: 3333
Martin Ratio Rank

TWLO
TWLO Risk / Return Rank: 7878
Overall Rank
TWLO Sharpe Ratio Rank: 7878
Sharpe Ratio Rank
TWLO Sortino Ratio Rank: 7676
Sortino Ratio Rank
TWLO Omega Ratio Rank: 7777
Omega Ratio Rank
TWLO Calmar Ratio Rank: 8080
Calmar Ratio Rank
TWLO Martin Ratio Rank: 7878
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

DXCM vs. TWLO - Risk-Adjusted Trends Comparison

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


DXCMTWLODifference
Sharpe ratioReturn per unit of total volatility

-1.53

Sortino ratioReturn per unit of downside risk

-2.14

Omega ratioGain probability vs. loss probability

0.98

1.27

-0.29

Calmar ratioReturn relative to maximum drawdown

-0.30

2.47

-2.77

Martin ratioReturn relative to average drawdown

-0.51

5.64

-6.15

DXCM vs. TWLO - Sharpe Ratio Comparison

The current DXCM Sharpe Ratio is -0.29, which is lower than the TWLO Sharpe Ratio of 1.24. The chart below compares the historical Sharpe Ratios of DXCM and TWLO, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Sharpe Ratios by Period


DXCMTWLODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.29

1.24

-1.53

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.10

-0.13

+0.03

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.32

Sharpe Ratio (All Time)

Calculated using the full available price history

0.31

0.37

-0.06

Drawdowns

DXCM vs. TWLO - Drawdown Comparison

The maximum DXCM drawdown since its inception was -94.61%, roughly equal to the maximum TWLO drawdown of -90.36%. Use the drawdown chart below to compare losses from any high point for DXCM and TWLO.


Loading charts...

Drawdown Indicators


DXCMTWLODifference

Max Drawdown

Largest peak-to-trough decline

-94.61%

-90.36%

-4.25%

Max Drawdown (1Y)

Largest decline over 1 year

-38.75%

-30.34%

-8.41%

Max Drawdown (3Y)

Largest decline over 3 years

-60.95%

-45.17%

-15.78%

Max Drawdown (5Y)

Largest decline over 5 years

-66.32%

-89.57%

+23.25%

Max Drawdown (10Y)

Largest decline over 10 years

-66.32%

Current Drawdown

Current decline from peak

-52.94%

-52.08%

-0.86%

Average Drawdown

Average peak-to-trough decline

-36.00%

-49.52%

+13.52%

Ulcer Index

Depth and duration of drawdowns from previous peaks

22.71%

13.27%

+9.44%

Volatility

DXCM vs. TWLO - Volatility Comparison

The current volatility for DexCom, Inc. (DXCM) is 13.77%, while Twilio Inc. (TWLO) has a volatility of 22.30%. This indicates that DXCM experiences smaller price fluctuations and is considered to be less risky than TWLO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


DXCMTWLODifference

Volatility (1M)

Calculated over the trailing 1-month period

13.77%

22.30%

-8.53%

Volatility (6M)

Calculated over the trailing 6-month period

25.06%

43.19%

-18.13%

Volatility (1Y)

Calculated over the trailing 1-year period

40.61%

60.55%

-19.94%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

46.96%

59.36%

-12.40%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

48.42%

60.77%

-12.35%

Dividends

DXCM vs. TWLO - Dividend Comparison

Neither DXCM nor TWLO has paid dividends to shareholders.


Tickers have no history of dividend payments

Financials

DXCM vs. TWLO - Financials Comparison

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


600.00M800.00M1.00B1.20B1.40B20222023202420252026
1.19B
1.41B
(DXCM) Total Revenue
(TWLO) Total Revenue
Values in USD except per share items

DXCM vs. TWLO - Profitability Comparison

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

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

45.0%50.0%55.0%60.0%65.0%70.0%20222023202420252026
63.0%
48.6%
Portfolio components
DXCM - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, DexCom, Inc. reported a gross profit of 750.30M and revenue of 1.19B. Therefore, the gross margin over that period was 63.0%.

TWLO - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Twilio Inc. reported a gross profit of 684.24M and revenue of 1.41B. Therefore, the gross margin over that period was 48.6%.

DXCM - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, DexCom, Inc. reported an operating income of 255.30M and revenue of 1.19B, resulting in an operating margin of 21.4%.

TWLO - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Twilio Inc. reported an operating income of 107.67M and revenue of 1.41B, resulting in an operating margin of 7.7%.

DXCM - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, DexCom, Inc. reported a net income of 199.50M and revenue of 1.19B, resulting in a net margin of 16.7%.

TWLO - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Twilio Inc. reported a net income of 90.14M and revenue of 1.41B, resulting in a net margin of 6.4%.


Frequently Asked Questions


DXCM and TWLO have a correlation of 0.15, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

TWLO has higher volatility (22.30%) compared to DXCM (13.77%). In terms of maximum drawdown, DXCM dropped -94.61% vs TWLO's -90.36%.

TWLO currently has the higher Sharpe Ratio (1.24 vs -0.29), 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

Find the right allocation for DXCM and TWLO

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer