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DXCM vs. XLV
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between DXCM and XLV is 0.75, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


-0.50.00.51.0
Correlation: 0.7

Performance

DXCM vs. XLV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in DexCom, Inc. (DXCM) and Health Care Select Sector SPDR Fund (XLV). The values are adjusted to include any dividend payments, if applicable.

500.00%1,000.00%1,500.00%2,000.00%2,500.00%3,000.00%NovemberDecember2025FebruaryMarchApril
2,325.21%
534.39%
DXCM
XLV

Key characteristics

Sharpe Ratio

DXCM:

-0.85

XLV:

-0.00

Sortino Ratio

DXCM:

-0.93

XLV:

0.09

Omega Ratio

DXCM:

0.83

XLV:

1.01

Calmar Ratio

DXCM:

-0.76

XLV:

-0.00

Martin Ratio

DXCM:

-1.19

XLV:

-0.00

Ulcer Index

DXCM:

40.57%

XLV:

6.03%

Daily Std Dev

DXCM:

56.33%

XLV:

14.32%

Max Drawdown

DXCM:

-94.61%

XLV:

-39.17%

Current Drawdown

DXCM:

-56.28%

XLV:

-10.78%

Returns By Period

In the year-to-date period, DXCM achieves a -8.47% return, which is significantly lower than XLV's 1.14% return. Over the past 10 years, DXCM has outperformed XLV with an annualized return of 15.60%, while XLV has yielded a comparatively lower 8.46% annualized return.


DXCM

YTD

-8.47%

1M

5.08%

6M

-1.28%

1Y

-42.75%

5Y*

-3.81%

10Y*

15.60%

XLV

YTD

1.14%

1M

-4.10%

6M

-6.08%

1Y

0.63%

5Y*

8.43%

10Y*

8.46%

*Annualized

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Risk-Adjusted Performance

DXCM vs. XLV — Risk-Adjusted Performance Rank

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

DXCM
The Risk-Adjusted Performance Rank of DXCM is 1212
Overall Rank
The Sharpe Ratio Rank of DXCM is 99
Sharpe Ratio Rank
The Sortino Ratio Rank of DXCM is 1414
Sortino Ratio Rank
The Omega Ratio Rank of DXCM is 99
Omega Ratio Rank
The Calmar Ratio Rank of DXCM is 77
Calmar Ratio Rank
The Martin Ratio Rank of DXCM is 2121
Martin Ratio Rank

XLV
The Risk-Adjusted Performance Rank of XLV is 2121
Overall Rank
The Sharpe Ratio Rank of XLV is 2222
Sharpe Ratio Rank
The Sortino Ratio Rank of XLV is 2020
Sortino Ratio Rank
The Omega Ratio Rank of XLV is 2020
Omega Ratio Rank
The Calmar Ratio Rank of XLV is 2222
Calmar Ratio Rank
The Martin Ratio Rank of XLV is 2121
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

DXCM vs. XLV - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for DexCom, Inc. (DXCM) and Health Care Select Sector SPDR Fund (XLV). 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.


The chart of Sharpe ratio for DXCM, currently valued at -0.85, compared to the broader market-2.00-1.000.001.002.003.00
DXCM: -0.85
XLV: -0.00
The chart of Sortino ratio for DXCM, currently valued at -0.93, compared to the broader market-6.00-4.00-2.000.002.004.00
DXCM: -0.93
XLV: 0.09
The chart of Omega ratio for DXCM, currently valued at 0.83, compared to the broader market0.501.001.502.00
DXCM: 0.83
XLV: 1.01
The chart of Calmar ratio for DXCM, currently valued at -0.76, compared to the broader market0.001.002.003.004.005.00
DXCM: -0.76
XLV: -0.00
The chart of Martin ratio for DXCM, currently valued at -1.19, compared to the broader market-5.000.005.0010.0015.0020.00
DXCM: -1.19
XLV: -0.00

The current DXCM Sharpe Ratio is -0.85, which is lower than the XLV Sharpe Ratio of -0.00. The chart below compares the historical Sharpe Ratios of DXCM and XLV, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-1.000.001.002.00NovemberDecember2025FebruaryMarchApril
-0.85
-0.00
DXCM
XLV

Dividends

DXCM vs. XLV - Dividend Comparison

DXCM has not paid dividends to shareholders, while XLV's dividend yield for the trailing twelve months is around 1.69%.


TTM20242023202220212020201920182017201620152014
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%
XLV
Health Care Select Sector SPDR Fund
1.69%1.67%1.59%1.47%1.33%1.49%2.17%1.58%1.47%1.60%1.43%1.35%

Drawdowns

DXCM vs. XLV - Drawdown Comparison

The maximum DXCM drawdown since its inception was -94.61%, which is greater than XLV's maximum drawdown of -39.17%. Use the drawdown chart below to compare losses from any high point for DXCM and XLV. For additional features, visit the drawdowns tool.


-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%NovemberDecember2025FebruaryMarchApril
-56.28%
-10.78%
DXCM
XLV

Volatility

DXCM vs. XLV - Volatility Comparison

DexCom, Inc. (DXCM) has a higher volatility of 17.26% compared to Health Care Select Sector SPDR Fund (XLV) at 9.16%. This indicates that DXCM's price experiences larger fluctuations and is considered to be riskier than XLV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%NovemberDecember2025FebruaryMarchApril
17.26%
9.16%
DXCM
XLV