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GMED vs. ISRG
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between GMED and ISRG is 0.42, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.00.4

Performance

GMED vs. ISRG - Performance Comparison

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

-5.00%0.00%5.00%10.00%15.00%20.00%25.00%30.00%JulyAugustSeptemberOctoberNovemberDecember
22.30%
21.12%
GMED
ISRG

Key characteristics

Sharpe Ratio

GMED:

1.80

ISRG:

2.09

Sortino Ratio

GMED:

3.07

ISRG:

3.36

Omega Ratio

GMED:

1.41

ISRG:

1.42

Calmar Ratio

GMED:

1.43

ISRG:

4.73

Martin Ratio

GMED:

12.45

ISRG:

21.08

Ulcer Index

GMED:

4.68%

ISRG:

2.66%

Daily Std Dev

GMED:

32.28%

ISRG:

26.85%

Max Drawdown

GMED:

-47.91%

ISRG:

-82.25%

Current Drawdown

GMED:

-4.29%

ISRG:

-4.85%

Fundamentals

Market Cap

GMED:

$11.36B

ISRG:

$194.17B

EPS

GMED:

$0.62

ISRG:

$6.21

PE Ratio

GMED:

134.55

ISRG:

87.79

PEG Ratio

GMED:

2.19

ISRG:

4.04

Total Revenue (TTM)

GMED:

$2.48B

ISRG:

$7.87B

Gross Profit (TTM)

GMED:

$1.35B

ISRG:

$5.27B

EBITDA (TTM)

GMED:

$517.61M

ISRG:

$2.51B

Returns By Period

The year-to-date returns for both investments are quite close, with GMED having a 53.76% return and ISRG slightly higher at 55.30%. Over the past 10 years, GMED has underperformed ISRG with an annualized return of 13.00%, while ISRG has yielded a comparatively higher 24.39% annualized return.


GMED

YTD

53.76%

1M

-1.66%

6M

22.30%

1Y

57.97%

5Y*

6.87%

10Y*

13.00%

ISRG

YTD

55.30%

1M

-2.77%

6M

21.12%

1Y

60.99%

5Y*

21.65%

10Y*

24.39%

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Risk-Adjusted Performance

GMED vs. ISRG - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Globus Medical, Inc. (GMED) and Intuitive Surgical, Inc. (ISRG). 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 GMED, currently valued at 1.80, compared to the broader market-4.00-2.000.002.001.802.09
The chart of Sortino ratio for GMED, currently valued at 3.07, compared to the broader market-4.00-2.000.002.004.003.073.36
The chart of Omega ratio for GMED, currently valued at 1.41, compared to the broader market0.501.001.502.001.411.42
The chart of Calmar ratio for GMED, currently valued at 1.43, compared to the broader market0.002.004.006.001.434.73
The chart of Martin ratio for GMED, currently valued at 12.45, compared to the broader market0.0010.0020.0012.4521.08
GMED
ISRG

The current GMED Sharpe Ratio is 1.80, which is comparable to the ISRG Sharpe Ratio of 2.09. The chart below compares the historical Sharpe Ratios of GMED and ISRG, 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 Ratio0.001.002.003.004.00JulyAugustSeptemberOctoberNovemberDecember
1.80
2.09
GMED
ISRG

Dividends

GMED vs. ISRG - Dividend Comparison

Neither GMED nor ISRG has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

GMED vs. ISRG - Drawdown Comparison

The maximum GMED drawdown since its inception was -47.91%, smaller than the maximum ISRG drawdown of -82.25%. Use the drawdown chart below to compare losses from any high point for GMED and ISRG. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-4.29%
-4.85%
GMED
ISRG

Volatility

GMED vs. ISRG - Volatility Comparison

The current volatility for Globus Medical, Inc. (GMED) is 4.84%, while Intuitive Surgical, Inc. (ISRG) has a volatility of 5.73%. This indicates that GMED experiences smaller price fluctuations and is considered to be less risky than ISRG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


4.00%6.00%8.00%10.00%12.00%JulyAugustSeptemberOctoberNovemberDecember
4.84%
5.73%
GMED
ISRG

Financials

GMED vs. ISRG - Financials Comparison

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