DXCM vs. VYM
DXCM (DexCom, Inc.) is a stock, while VYM (Vanguard High Dividend Yield ETF) is Dividend fund tracking the FTSE High Dividend Yield Index. Over the past 10 years, DXCM returned 13.66%/yr vs 11.71%/yr for VYM. Their 0.35 correlation means their historical movements had little consistent relationship.
Performance
DXCM vs. VYM - Performance Comparison
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Returns By Period
In the year-to-date period, DXCM achieves a 25.73% return, which is significantly higher than VYM's 14.21% return. Over the past 10 years, DXCM has outperformed VYM with an annualized return of 13.66%, while VYM has yielded a comparatively lower 11.71% annualized return.
DXCM
- 1D
- 11.95%
- 1M
- 17.12%
- 6M
- 14.25%
- YTD
- 25.73%
- 1Y
- 5.26%
- 3Y*
- -11.89%
- 5Y*
- -8.33%
- 10Y*
- 13.66%
- ALL TIME*
- 16.87%
VYM
- 1D
- 0.00%
- 1M
- 1.56%
- 6M
- 9.31%
- YTD
- 14.21%
- 1Y
- 24.90%
- 3Y*
- 16.96%
- 5Y*
- 12.20%
- 10Y*
- 11.71%
- ALL TIME*
- 9.38%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
DXCM DexCom, Inc. | $381.17M | $359.84M | $403.63M |
| $195.34M | $198.02M | $200.78M |
DXCM vs. VYM - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DXCM DexCom, Inc. | 25.73% | -14.66% | -37.33% | 9.58% | -15.64% | 45.23% | 69.02% | 82.59% | 108.75% | -3.87% |
VYM Vanguard High Dividend Yield ETF | 14.21% | 15.42% | 17.60% | 6.57% | -0.43% | 26.20% | 1.15% | 24.06% | -5.92% | 16.42% |
Correlation
The correlation between DXCM and VYM is 0.28, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.28 |
Correlation (3Y) Balances recent behavior with more history. | 0.27 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.34 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.28 |
Correlation (All Time) Calculated using the full available price history since Nov 16, 2006 | 0.35 |
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Return for Risk
DXCM vs. VYM — Risk / Return Rank
DXCM
VYM
DXCM vs. VYM - Risk-Adjusted Trends 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.
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.
| DXCM | VYM | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.26 | ||
| Sortino ratioReturn per unit of downside risk | -2.94 | ||
| Omega ratioGain probability vs. loss probability | 1.05 | 1.43 | -0.37 |
| Calmar ratioReturn relative to maximum drawdown | 0.10 | 3.56 | -3.46 |
| Martin ratioReturn relative to average drawdown | 0.19 | 13.40 | -13.21 |
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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.
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Drawdown Indicators
| DXCM | VYM | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -94.61% | -56.98% | -37.63% |
Max Drawdown (1Y)Largest decline over 1 year | -33.33% | -6.69% | -26.64% |
Max Drawdown (3Y)Largest decline over 3 years | -60.95% | -14.46% | -46.49% |
Max Drawdown (5Y)Largest decline over 5 years | -66.32% | -15.84% | -50.48% |
Max Drawdown (10Y)Largest decline over 10 years | -66.32% | -35.21% | -31.11% |
Current DrawdownCurrent decline from peak | -48.75% | -1.15% | -47.60% |
Average DrawdownAverage peak-to-trough decline | -36.14% | -7.14% | -29.00% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 17.53% | 1.78% | +15.75% |
Volatility
DXCM vs. VYM - Volatility Comparison
DexCom, Inc. (DXCM) has a higher volatility of 15.95% compared to Vanguard High Dividend Yield ETF (VYM) at 2.46%. 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.
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Volatility by Period
| DXCM | VYM | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 15.95% | 2.46% | +13.49% |
Volatility (6M)Calculated over the trailing 6-month period | 29.74% | 7.42% | +22.32% |
Volatility (1Y)Calculated over the trailing 1-year period | 42.91% | 10.29% | +32.62% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 47.22% | 13.87% | +33.35% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 48.66% | 16.29% | +32.37% |
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 2.24%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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 | 2.24% | 2.44% | 2.74% | 3.12% | 3.01% | 2.76% | 3.18% | 3.03% | 3.40% | 2.80% | 2.91% | 3.22% |
Frequently Asked Questions
DXCM and VYM have a correlation of 0.28, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
DXCM has higher volatility (15.95%) compared to VYM (2.46%). In terms of maximum drawdown, DXCM dropped -94.61% vs VYM's -56.98%.
VYM currently has the higher Sharpe Ratio (2.34 vs 0.08), 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.
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