EXAS vs. DXCM

In the year-to-date period, EXAS achieves a -33.04% return, which is significantly higher than DXCM's -38.54% return. Over the past 10 years, EXAS has underperformed DXCM with an annualized return of 7.55%, while DXCM has yielded a comparatively higher 19.80% annualized return.

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

This table presents a comparison of risk-adjusted performance metrics for Exact Sciences Corporation (EXAS) and DexCom, Inc. (DXCM). 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 current EXAS Sharpe Ratio is -0.33, which is higher than the DXCM Sharpe Ratio of -0.50. The chart below compares the historical Sharpe Ratios of EXAS and DXCM, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Neither EXAS nor DXCM has paid dividends to shareholders.

The maximum EXAS drawdown since its inception was -98.01%, roughly equal to the maximum DXCM drawdown of -94.61%. Use the drawdown chart below to compare losses from any high point for EXAS and DXCM. For additional features, visit the drawdowns tool.

Exact Sciences Corporation (EXAS) has a higher volatility of 27.40% compared to DexCom, Inc. (DXCM) at 8.85%. This indicates that EXAS's price experiences larger fluctuations and is considered to be riskier than DXCM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

This section allows you to compare key financial metrics between Exact Sciences Corporation and DexCom, Inc.. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.