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GMED vs. ALGN
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

GMED vs. ALGN - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Globus Medical, Inc. (GMED) and Align Technology, Inc. (ALGN). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, GMED achieves a -8.33% return, which is significantly lower than ALGN's 7.90% return. Over the past 10 years, GMED has outperformed ALGN with an annualized return of 12.87%, while ALGN has yielded a comparatively lower 7.87% annualized return.


GMED

1D
1.07%
1M
-5.62%
YTD
-8.33%
6M
-9.83%
1Y
38.45%
3Y*
11.06%
5Y*
1.52%
10Y*
12.87%

ALGN

1D
-3.03%
1M
2.98%
YTD
7.90%
6M
7.48%
1Y
-8.14%
3Y*
-19.98%
5Y*
-22.87%
10Y*
7.87%
*Multi-year figures are annualized to reflect compound growth (CAGR)

GMED vs. ALGN - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
GMED
Globus Medical, Inc.
-8.33%5.56%55.21%-28.25%2.87%10.70%10.77%36.04%5.30%65.66%
ALGN
Align Technology, Inc.
7.90%-25.11%-23.90%29.92%-67.91%22.98%91.51%33.24%-5.74%131.13%

Correlation

The correlation between GMED and ALGN is 0.52, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.52

Correlation (3Y)
Calculated over the trailing 3-year period

0.44

Correlation (5Y)
Calculated over the trailing 5-year period

0.49

Correlation (10Y)
Calculated over the trailing 10-year period

0.47

Correlation (All Time)
Calculated using the full available price history since Aug 3, 2012

0.43

The correlation between GMED and ALGN has been stable across timeframes, ranging from 0.43 to 0.52 - a consistent structural relationship.

Fundamentals

Market Cap

GMED:

$11.06B

ALGN:

$12.07B

EPS

GMED:

$4.29

ALGN:

$5.96

PE Ratio

GMED:

18.67

ALGN:

28.26

PS Ratio

GMED:

3.53

ALGN:

2.97

PB Ratio

GMED:

2.34

ALGN:

2.91

Total Revenue (TTM)

GMED:

$3.10B

ALGN:

$4.10B

Gross Profit (TTM)

GMED:

$1.58B

ALGN:

$2.77B

EBITDA (TTM)

GMED:

$803.34M

ALGN:

$776.15M

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Return for Risk

GMED vs. ALGN — Risk / Return Rank

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

GMED
GMED Risk / Return Rank: 7272
Overall Rank
GMED Sharpe Ratio Rank: 6868
Sharpe Ratio Rank
GMED Sortino Ratio Rank: 7575
Sortino Ratio Rank
GMED Omega Ratio Rank: 7272
Omega Ratio Rank
GMED Calmar Ratio Rank: 7373
Calmar Ratio Rank
GMED Martin Ratio Rank: 7474
Martin Ratio Rank

ALGN
ALGN Risk / Return Rank: 3636
Overall Rank
ALGN Sharpe Ratio Rank: 3636
Sharpe Ratio Rank
ALGN Sortino Ratio Rank: 3636
Sortino Ratio Rank
ALGN Omega Ratio Rank: 3838
Omega Ratio Rank
ALGN Calmar Ratio Rank: 3535
Calmar Ratio Rank
ALGN Martin Ratio Rank: 3636
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

GMED vs. ALGN - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Globus Medical, Inc. (GMED) and Align Technology, Inc. (ALGN). 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.


GMEDALGNDifference
Sharpe ratioReturn per unit of total volatility

+0.95

Sortino ratioReturn per unit of downside risk

+1.72

Omega ratioGain probability vs. loss probability

1.23

1.03

+0.19

Calmar ratioReturn relative to maximum drawdown

1.75

-0.21

+1.95

Martin ratioReturn relative to average drawdown

4.46

-0.34

+4.80

GMED vs. ALGN - Sharpe Ratio Comparison

The current GMED Sharpe Ratio is 0.79, which is higher than the ALGN Sharpe Ratio of -0.15. The chart below compares the historical Sharpe Ratios of GMED and ALGN, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

GMED vs. ALGN - Drawdown Comparison

The maximum GMED drawdown since its inception was -47.91%, smaller than the maximum ALGN drawdown of -92.83%. Use the drawdown chart below to compare losses from any high point for GMED and ALGN.


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Drawdown Indicators


GMEDALGNDifference

Max Drawdown

Largest peak-to-trough decline

-47.91%

-92.83%

+44.92%

Max Drawdown (1Y)

Largest decline over 1 year

-22.10%

-39.73%

+17.63%

Max Drawdown (3Y)

Largest decline over 3 years

-44.40%

-67.59%

+23.19%

Max Drawdown (5Y)

Largest decline over 5 years

-47.91%

-82.89%

+34.98%

Max Drawdown (10Y)

Largest decline over 10 years

-47.91%

-82.89%

+34.98%

Current Drawdown

Current decline from peak

-17.33%

-76.92%

+59.59%

Average Drawdown

Average peak-to-trough decline

-15.33%

-38.00%

+22.67%

Ulcer Index

Depth and duration of drawdowns from previous peaks

8.65%

24.08%

-15.43%

Volatility

GMED vs. ALGN - Volatility Comparison

The current volatility for Globus Medical, Inc. (GMED) is 10.78%, while Align Technology, Inc. (ALGN) has a volatility of 14.38%. This indicates that GMED experiences smaller price fluctuations and is considered to be less risky than ALGN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


GMEDALGNDifference

Volatility (1M)

Calculated over the trailing 1-month period

10.78%

14.38%

-3.60%

Volatility (6M)

Calculated over the trailing 6-month period

23.54%

30.11%

-6.57%

Volatility (1Y)

Calculated over the trailing 1-year period

48.64%

53.23%

-4.59%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

38.04%

49.73%

-11.69%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

35.54%

49.16%

-13.62%

Dividends

GMED vs. ALGN - Dividend Comparison

Neither GMED nor ALGN has paid dividends to shareholders.


Tickers have no history of dividend payments

Financials

GMED vs. ALGN - Financials Comparison

This section allows you to compare key financial metrics between Globus Medical, Inc. and Align Technology, 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


200.00M400.00M600.00M800.00M1.00B20222023202420252026
759.85M
1.04B
(GMED) Total Revenue
(ALGN) Total Revenue
Values in USD except per share items

GMED vs. ALGN - Profitability Comparison

The chart below illustrates the profitability comparison between Globus Medical, Inc. and Align Technology, Inc. over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

0.0%20.0%40.0%60.0%80.0%202220232024202520260
70.8%
Portfolio components
GMED - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Globus Medical, Inc. reported a gross profit of 0.00 and revenue of 759.85M. Therefore, the gross margin over that period was 0.0%.

ALGN - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Align Technology, Inc. reported a gross profit of 736.59M and revenue of 1.04B. Therefore, the gross margin over that period was 70.8%.

GMED - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Globus Medical, Inc. reported an operating income of 150.39M and revenue of 759.85M, resulting in an operating margin of 19.8%.

ALGN - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Align Technology, Inc. reported an operating income of 141.96M and revenue of 1.04B, resulting in an operating margin of 13.7%.

GMED - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Globus Medical, Inc. reported a net income of 124.30M and revenue of 759.85M, resulting in a net margin of 16.4%.

ALGN - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Align Technology, Inc. reported a net income of 112.77M and revenue of 1.04B, resulting in a net margin of 10.8%.


Frequently Asked Questions


GMED and ALGN have a correlation of 0.52, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

ALGN has higher volatility (14.38%) compared to GMED (10.78%). In terms of maximum drawdown, GMED dropped -47.91% vs ALGN's -92.83%.

GMED currently has the higher Sharpe Ratio (0.79 vs -0.15), 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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