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IDXX vs. DHR
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between IDXX and DHR is 0.33, 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

IDXX vs. DHR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in IDEXX Laboratories, Inc. (IDXX) and Danaher Corporation (DHR). The values are adjusted to include any dividend payments, if applicable.

-15.00%-10.00%-5.00%0.00%5.00%10.00%AugustSeptemberOctoberNovemberDecember2025
-10.87%
-9.58%
IDXX
DHR

Key characteristics

Sharpe Ratio

IDXX:

-0.69

DHR:

0.30

Sortino Ratio

IDXX:

-0.87

DHR:

0.60

Omega Ratio

IDXX:

0.89

DHR:

1.07

Calmar Ratio

IDXX:

-0.44

DHR:

0.29

Martin Ratio

IDXX:

-1.09

DHR:

0.80

Ulcer Index

IDXX:

17.14%

DHR:

8.27%

Daily Std Dev

IDXX:

27.05%

DHR:

22.25%

Max Drawdown

IDXX:

-81.46%

DHR:

-65.35%

Current Drawdown

IDXX:

-40.59%

DHR:

-17.98%

Fundamentals

Market Cap

IDXX:

$35.10B

DHR:

$174.72B

EPS

IDXX:

$10.15

DHR:

$5.22

PE Ratio

IDXX:

41.31

DHR:

45.66

PEG Ratio

IDXX:

4.41

DHR:

3.18

Total Revenue (TTM)

IDXX:

$2.94B

DHR:

$17.34B

Gross Profit (TTM)

IDXX:

$1.81B

DHR:

$10.32B

EBITDA (TTM)

IDXX:

$977.28M

DHR:

$5.33B

Returns By Period

In the year-to-date period, IDXX achieves a 1.41% return, which is significantly lower than DHR's 3.84% return. Over the past 10 years, IDXX has underperformed DHR with an annualized return of 17.57%, while DHR has yielded a comparatively higher 21.43% annualized return.


IDXX

YTD

1.41%

1M

1.70%

6M

-11.79%

1Y

-19.96%

5Y*

7.86%

10Y*

17.57%

DHR

YTD

3.84%

1M

4.41%

6M

-4.79%

1Y

3.61%

5Y*

10.91%

10Y*

21.43%

*Annualized

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Risk-Adjusted Performance

IDXX vs. DHR — Risk-Adjusted Performance Rank

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

IDXX
The Risk-Adjusted Performance Rank of IDXX is 1515
Overall Rank
The Sharpe Ratio Rank of IDXX is 1212
Sharpe Ratio Rank
The Sortino Ratio Rank of IDXX is 1313
Sortino Ratio Rank
The Omega Ratio Rank of IDXX is 1313
Omega Ratio Rank
The Calmar Ratio Rank of IDXX is 1919
Calmar Ratio Rank
The Martin Ratio Rank of IDXX is 1919
Martin Ratio Rank

DHR
The Risk-Adjusted Performance Rank of DHR is 5353
Overall Rank
The Sharpe Ratio Rank of DHR is 5757
Sharpe Ratio Rank
The Sortino Ratio Rank of DHR is 4848
Sortino Ratio Rank
The Omega Ratio Rank of DHR is 4646
Omega Ratio Rank
The Calmar Ratio Rank of DHR is 5959
Calmar Ratio Rank
The Martin Ratio Rank of DHR is 5555
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

IDXX vs. DHR - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for IDEXX Laboratories, Inc. (IDXX) and Danaher Corporation (DHR). 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 IDXX, currently valued at -0.69, compared to the broader market-2.000.002.004.00-0.690.30
The chart of Sortino ratio for IDXX, currently valued at -0.87, compared to the broader market-4.00-2.000.002.004.006.00-0.870.60
The chart of Omega ratio for IDXX, currently valued at 0.89, compared to the broader market0.501.001.502.000.891.07
The chart of Calmar ratio for IDXX, currently valued at -0.44, compared to the broader market0.002.004.006.00-0.440.29
The chart of Martin ratio for IDXX, currently valued at -1.09, compared to the broader market-10.000.0010.0020.0030.00-1.090.80
IDXX
DHR

The current IDXX Sharpe Ratio is -0.69, which is lower than the DHR Sharpe Ratio of 0.30. The chart below compares the historical Sharpe Ratios of IDXX and DHR, 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-1.00-0.500.000.501.001.50AugustSeptemberOctoberNovemberDecember2025
-0.69
0.30
IDXX
DHR

Dividends

IDXX vs. DHR - Dividend Comparison

IDXX has not paid dividends to shareholders, while DHR's dividend yield for the trailing twelve months is around 0.45%.


TTM20242023202220212020201920182017201620152014
IDXX
IDEXX Laboratories, Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
DHR
Danaher Corporation
0.45%0.47%0.43%0.38%0.26%0.32%0.44%0.62%0.60%36.46%0.80%0.47%

Drawdowns

IDXX vs. DHR - Drawdown Comparison

The maximum IDXX drawdown since its inception was -81.46%, which is greater than DHR's maximum drawdown of -65.35%. Use the drawdown chart below to compare losses from any high point for IDXX and DHR. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-40.59%
-17.98%
IDXX
DHR

Volatility

IDXX vs. DHR - Volatility Comparison

IDEXX Laboratories, Inc. (IDXX) has a higher volatility of 7.57% compared to Danaher Corporation (DHR) at 5.28%. This indicates that IDXX's price experiences larger fluctuations and is considered to be riskier than DHR 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%AugustSeptemberOctoberNovemberDecember2025
7.57%
5.28%
IDXX
DHR

Financials

IDXX vs. DHR - Financials Comparison

This section allows you to compare key financial metrics between IDEXX Laboratories, Inc. and Danaher Corporation. 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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