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GKOS vs. TMDX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between GKOS and TMDX 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.


-0.50.00.51.00.4

Performance

GKOS vs. TMDX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Glaukos Corporation (GKOS) and TransMedics Group, Inc. (TMDX). The values are adjusted to include any dividend payments, if applicable.

100.00%200.00%300.00%400.00%500.00%600.00%700.00%JulyAugustSeptemberOctoberNovemberDecember
112.63%
185.78%
GKOS
TMDX

Key characteristics

Sharpe Ratio

GKOS:

2.56

TMDX:

-0.27

Sortino Ratio

GKOS:

3.50

TMDX:

0.07

Omega Ratio

GKOS:

1.40

TMDX:

1.01

Calmar Ratio

GKOS:

3.84

TMDX:

-0.28

Martin Ratio

GKOS:

19.50

TMDX:

-0.76

Ulcer Index

GKOS:

4.29%

TMDX:

24.68%

Daily Std Dev

GKOS:

32.67%

TMDX:

68.40%

Max Drawdown

GKOS:

-69.57%

TMDX:

-73.69%

Current Drawdown

GKOS:

0.00%

TMDX:

-63.72%

Fundamentals

Market Cap

GKOS:

$7.95B

TMDX:

$2.21B

EPS

GKOS:

-$2.93

TMDX:

$0.93

Total Revenue (TTM)

GKOS:

$360.35M

TMDX:

$401.09M

Gross Profit (TTM)

GKOS:

$276.06M

TMDX:

$237.79M

EBITDA (TTM)

GKOS:

-$91.24M

TMDX:

$58.14M

Returns By Period

In the year-to-date period, GKOS achieves a 90.24% return, which is significantly higher than TMDX's -19.04% return.


GKOS

YTD

90.24%

1M

5.01%

6M

34.41%

1Y

83.65%

5Y*

22.30%

10Y*

N/A

TMDX

YTD

-19.04%

1M

-15.97%

6M

-56.23%

1Y

-18.69%

5Y*

27.37%

10Y*

N/A

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Risk-Adjusted Performance

GKOS vs. TMDX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Glaukos Corporation (GKOS) and TransMedics Group, Inc. (TMDX). 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 GKOS, currently valued at 2.56, compared to the broader market-4.00-2.000.002.002.56-0.27
The chart of Sortino ratio for GKOS, currently valued at 3.50, compared to the broader market-4.00-2.000.002.004.003.500.07
The chart of Omega ratio for GKOS, currently valued at 1.40, compared to the broader market0.501.001.502.001.401.01
The chart of Calmar ratio for GKOS, currently valued at 3.84, compared to the broader market0.002.004.006.003.84-0.28
The chart of Martin ratio for GKOS, currently valued at 19.50, compared to the broader market0.0010.0020.0019.50-0.76
GKOS
TMDX

The current GKOS Sharpe Ratio is 2.56, which is higher than the TMDX Sharpe Ratio of -0.27. The chart below compares the historical Sharpe Ratios of GKOS and TMDX, 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 Ratio0.001.002.003.00JulyAugustSeptemberOctoberNovemberDecember
2.56
-0.27
GKOS
TMDX

Dividends

GKOS vs. TMDX - Dividend Comparison

Neither GKOS nor TMDX has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

GKOS vs. TMDX - Drawdown Comparison

The maximum GKOS drawdown since its inception was -69.57%, smaller than the maximum TMDX drawdown of -73.69%. Use the drawdown chart below to compare losses from any high point for GKOS and TMDX. For additional features, visit the drawdowns tool.


-70.00%-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%JulyAugustSeptemberOctoberNovemberDecember0
-63.72%
GKOS
TMDX

Volatility

GKOS vs. TMDX - Volatility Comparison

The current volatility for Glaukos Corporation (GKOS) is 10.97%, while TransMedics Group, Inc. (TMDX) has a volatility of 24.16%. This indicates that GKOS experiences smaller price fluctuations and is considered to be less risky than TMDX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%25.00%30.00%35.00%40.00%JulyAugustSeptemberOctoberNovemberDecember
10.97%
24.16%
GKOS
TMDX

Financials

GKOS vs. TMDX - Financials Comparison

This section allows you to compare key financial metrics between Glaukos Corporation and TransMedics Group, 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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