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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
0.16%
1M
28.68%
YTD
13.56%
6M
12.56%
1Y
-9.03%
3Y*
-15.73%
5Y*
-5.51%
10Y*
15.17%

USD=X

1D
0.00%
1M
0.00%
YTD
0.00%
6M
0.00%
1Y
0.00%
3Y*
0.00%
5Y*
0.00%
10Y*
0.00%
*Multi-year figures are annualized to reflect compound growth (CAGR)

DXCM vs. USD=X - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
DXCM
DexCom, Inc.
13.56%-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 risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

DXCM
DXCM Risk / Return Rank: 3333
Overall Rank
DXCM Sharpe Ratio Rank: 3333
Sharpe Ratio Rank
DXCM Sortino Ratio Rank: 3131
Sortino Ratio Rank
DXCM Omega Ratio Rank: 3131
Omega Ratio Rank
DXCM Calmar Ratio Rank: 3535
Calmar Ratio Rank
DXCM Martin Ratio Rank: 3636
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) 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. 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

1.00

Calmar ratioReturn relative to maximum drawdown

-0.23

Martin ratioReturn relative to average drawdown

-0.40

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

-38.75%

0.00%

-38.75%

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

-53.71%

0.00%

-53.71%

Average Drawdown

Average peak-to-trough decline

-36.02%

0.00%

-36.02%

Ulcer Index

Depth and duration of drawdowns from previous peaks

22.77%

0.00%

+22.77%

Volatility

DXCM vs. USD=X - Volatility Comparison

DexCom, Inc. (DXCM) has a higher volatility of 13.27% 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

13.27%

0.00%

+13.27%

Volatility (6M)

Calculated over the trailing 6-month period

25.48%

0.00%

+25.48%

Volatility (1Y)

Calculated over the trailing 1-year period

40.74%

0.00%

+40.74%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

46.98%

0.00%

+46.98%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

48.43%

0.00%

+48.43%

Frequently Asked Questions


DXCM has higher volatility (13.27%) compared to USD=X (0.00%). In terms of maximum drawdown, DXCM dropped -94.61% vs USD=X's 0.00%.

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