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DXCM vs. USD=X
Performance
Return for Risk
Drawdowns
Volatility

Performance

DXCM vs. USD=X - Performance Comparison

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

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Returns By Period


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%

USD=X

1D
0.00%
1M
0.00%
6M
0.00%
YTD
0.00%
1Y
0.00%
3Y*
0.00%
5Y*
0.00%
10Y*
0.00%
ALL TIME*
0.00%
*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

DXCM vs. USD=X - 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%-3.87%
USD=X
USD Cash
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

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Return for Risk

DXCM vs. USD=X — 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

USD=X

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

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. USD=X - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for DexCom, Inc. (DXCM) and USD Cash (USD=X). 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.


DXCMUSD=XDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.05

Calmar ratioReturn relative to maximum drawdown

0.10

Martin ratioReturn relative to average drawdown

0.19

DXCM vs. USD=X - Sharpe Ratio Comparison


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Drawdowns

DXCM vs. USD=X - Drawdown Comparison

The maximum DXCM drawdown since its inception was -94.61%, which is greater than USD=X's maximum drawdown of 0.00%. Use the drawdown chart below to compare losses from any high point for DXCM and USD=X.


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Drawdown Indicators


DXCMUSD=XDifference

Max Drawdown

Largest peak-to-trough decline

-94.61%

0.00%

-94.61%

Max Drawdown (1Y)

Largest decline over 1 year

-33.33%

0.00%

-33.33%

Max Drawdown (3Y)

Largest decline over 3 years

-60.95%

0.00%

-60.95%

Max Drawdown (5Y)

Largest decline over 5 years

-66.32%

0.00%

-66.32%

Max Drawdown (10Y)

Largest decline over 10 years

-66.32%

0.00%

-66.32%

Current Drawdown

Current decline from peak

-48.75%

0.00%

-48.75%

Average Drawdown

Average peak-to-trough decline

-36.14%

0.00%

-36.14%

Ulcer Index

Depth and duration of drawdowns from previous peaks

17.53%

0.00%

+17.53%

Volatility

DXCM vs. USD=X - Volatility Comparison

DexCom, Inc. (DXCM) has a higher volatility of 15.95% compared to USD Cash (USD=X) at 0.00%. This indicates that DXCM's price experiences larger fluctuations and is considered to be riskier than USD=X based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


DXCMUSD=XDifference

Volatility (1M)

Calculated over the trailing 1-month period

15.95%

0.00%

+15.95%

Volatility (6M)

Calculated over the trailing 6-month period

29.74%

0.00%

+29.74%

Volatility (1Y)

Calculated over the trailing 1-year period

42.91%

0.00%

+42.91%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

47.22%

0.00%

+47.22%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

48.66%

0.00%

+48.66%

Frequently Asked Questions


DXCM has higher volatility (15.95%) compared to USD=X (0.00%). In terms of maximum drawdown, DXCM dropped -94.61% vs USD=X's 0.00%.

Portfolio Optimizer

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