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EXAS vs. DXCM
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between EXAS and DXCM is 0.29, 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.


-0.50.00.51.00.3

Performance

EXAS vs. DXCM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Exact Sciences Corporation (EXAS) and DexCom, Inc. (DXCM). The values are adjusted to include any dividend payments, if applicable.

1,500.00%2,000.00%2,500.00%3,000.00%3,500.00%4,000.00%JulyAugustSeptemberOctoberNovemberDecember
2,100.00%
2,627.09%
EXAS
DXCM

Key characteristics

Sharpe Ratio

EXAS:

-0.20

DXCM:

-0.57

Sortino Ratio

EXAS:

0.12

DXCM:

-0.41

Omega Ratio

EXAS:

1.02

DXCM:

0.92

Calmar Ratio

EXAS:

-0.16

DXCM:

-0.52

Martin Ratio

EXAS:

-0.48

DXCM:

-0.97

Ulcer Index

EXAS:

24.35%

DXCM:

32.43%

Daily Std Dev

EXAS:

58.93%

DXCM:

54.91%

Max Drawdown

EXAS:

-98.01%

DXCM:

-94.61%

Current Drawdown

EXAS:

-61.68%

DXCM:

-50.84%

Fundamentals

Market Cap

EXAS:

$11.17B

DXCM:

$30.39B

EPS

EXAS:

-$1.16

DXCM:

$1.65

PEG Ratio

EXAS:

-1.07

DXCM:

1.19

Total Revenue (TTM)

EXAS:

$2.69B

DXCM:

$3.95B

Gross Profit (TTM)

EXAS:

$1.94B

DXCM:

$2.44B

EBITDA (TTM)

EXAS:

$26.28M

DXCM:

$975.30M

Returns By Period

In the year-to-date period, EXAS achieves a -19.71% return, which is significantly higher than DXCM's -35.50% return. Over the past 10 years, EXAS has underperformed DXCM with an annualized return of 8.14%, while DXCM has yielded a comparatively higher 19.53% annualized return.


EXAS

YTD

-19.71%

1M

12.71%

6M

32.44%

1Y

-16.84%

5Y*

-9.48%

10Y*

8.14%

DXCM

YTD

-35.50%

1M

6.38%

6M

-31.38%

1Y

-34.82%

5Y*

8.46%

10Y*

19.53%

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Risk-Adjusted Performance

EXAS vs. DXCM - Risk-Adjusted Performance Comparison

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.


Sharpe ratio
The chart of Sharpe ratio for EXAS, currently valued at -0.20, compared to the broader market-4.00-2.000.002.00-0.20-0.57
The chart of Sortino ratio for EXAS, currently valued at 0.12, compared to the broader market-4.00-2.000.002.004.000.12-0.41
The chart of Omega ratio for EXAS, currently valued at 1.02, compared to the broader market0.501.001.502.001.020.92
The chart of Calmar ratio for EXAS, currently valued at -0.16, compared to the broader market0.002.004.006.00-0.16-0.52
The chart of Martin ratio for EXAS, currently valued at -0.48, compared to the broader market-5.000.005.0010.0015.0020.0025.00-0.48-0.97
EXAS
DXCM

The current EXAS Sharpe Ratio is -0.20, which is higher than the DXCM Sharpe Ratio of -0.57. 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.


Rolling 12-month Sharpe Ratio-1.00-0.500.00JulyAugustSeptemberOctoberNovemberDecember
-0.20
-0.57
EXAS
DXCM

Dividends

EXAS vs. DXCM - Dividend Comparison

Neither EXAS nor DXCM has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

EXAS vs. DXCM - Drawdown Comparison

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.


-70.00%-60.00%-50.00%-40.00%-30.00%JulyAugustSeptemberOctoberNovemberDecember
-61.68%
-50.84%
EXAS
DXCM

Volatility

EXAS vs. DXCM - Volatility Comparison

Exact Sciences Corporation (EXAS) has a higher volatility of 14.92% compared to DexCom, Inc. (DXCM) at 11.34%. 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.


10.00%20.00%30.00%40.00%50.00%60.00%JulyAugustSeptemberOctoberNovemberDecember
14.92%
11.34%
EXAS
DXCM

Financials

EXAS vs. DXCM - Financials Comparison

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.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


Values in USD except per share items
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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