DXCM vs. VYM
Compare and contrast key facts about DexCom, Inc. (DXCM) and Vanguard High Dividend Yield ETF (VYM).
VYM is a passively managed fund by Vanguard that tracks the performance of the FTSE High Dividend Yield Index. It was launched on Nov 10, 2006.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: DXCM or VYM.
Performance
DXCM vs. VYM - Performance Comparison
Returns By Period
In the year-to-date period, DXCM achieves a -38.54% return, which is significantly lower than VYM's 20.15% return. Over the past 10 years, DXCM has outperformed VYM with an annualized return of 19.80%, while VYM has yielded a comparatively lower 9.92% annualized return.
DXCM
-38.54%
5.37%
-41.64%
-27.34%
6.65%
19.80%
VYM
20.15%
-0.05%
10.35%
28.68%
11.13%
9.92%
Key characteristics
| DXCM | VYM | |
|---|---|---|
| Sharpe Ratio | -0.50 | 2.79 |
| Sortino Ratio | -0.29 | 3.95 |
| Omega Ratio | 0.94 | 1.51 |
| Calmar Ratio | -0.45 | 5.67 |
| Martin Ratio | -0.92 | 17.98 |
| Ulcer Index | 29.48% | 1.64% |
| Daily Std Dev | 54.58% | 10.56% |
| Max Drawdown | -94.61% | -56.98% |
| Current Drawdown | -53.16% | -1.08% |
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Correlation
The correlation between DXCM and VYM is 0.36, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Risk-Adjusted Performance
DXCM vs. VYM - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for DexCom, Inc. (DXCM) and Vanguard High Dividend Yield ETF (VYM). 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.
Dividends
DXCM vs. VYM - Dividend Comparison
DXCM has not paid dividends to shareholders, while VYM's dividend yield for the trailing twelve months is around 2.76%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DXCM DexCom, Inc. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VYM Vanguard High Dividend Yield ETF | 2.76% | 3.12% | 3.01% | 2.76% | 3.18% | 3.03% | 3.40% | 2.80% | 2.91% | 3.22% | 2.78% | 2.81% |
Drawdowns
DXCM vs. VYM - Drawdown Comparison
The maximum DXCM drawdown since its inception was -94.61%, which is greater than VYM's maximum drawdown of -56.98%. Use the drawdown chart below to compare losses from any high point for DXCM and VYM. For additional features, visit the drawdowns tool.
Volatility
DXCM vs. VYM - Volatility Comparison
DexCom, Inc. (DXCM) has a higher volatility of 8.85% compared to Vanguard High Dividend Yield ETF (VYM) at 3.84%. This indicates that DXCM's price experiences larger fluctuations and is considered to be riskier than VYM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.