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

Correlation

The correlation between IDXX and DXCM is 0.39, 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

IDXX vs. DXCM - Performance Comparison

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

2,000.00%2,500.00%3,000.00%3,500.00%4,000.00%JulyAugustSeptemberOctoberNovemberDecember
2,949.26%
2,627.09%
IDXX
DXCM

Key characteristics

Sharpe Ratio

IDXX:

-0.87

DXCM:

-0.57

Sortino Ratio

IDXX:

-1.16

DXCM:

-0.41

Omega Ratio

IDXX:

0.86

DXCM:

0.92

Calmar Ratio

IDXX:

-0.56

DXCM:

-0.52

Martin Ratio

IDXX:

-1.51

DXCM:

-0.97

Ulcer Index

IDXX:

15.68%

DXCM:

32.43%

Daily Std Dev

IDXX:

27.15%

DXCM:

54.91%

Max Drawdown

IDXX:

-81.46%

DXCM:

-94.61%

Current Drawdown

IDXX:

-41.59%

DXCM:

-50.84%

Fundamentals

Market Cap

IDXX:

$34.97B

DXCM:

$30.39B

EPS

IDXX:

$10.38

DXCM:

$1.65

PE Ratio

IDXX:

41.15

DXCM:

47.15

PEG Ratio

IDXX:

4.50

DXCM:

1.19

Total Revenue (TTM)

IDXX:

$3.84B

DXCM:

$3.95B

Gross Profit (TTM)

IDXX:

$2.34B

DXCM:

$2.44B

EBITDA (TTM)

IDXX:

$1.25B

DXCM:

$975.30M

Returns By Period

In the year-to-date period, IDXX achieves a -25.73% return, which is significantly higher than DXCM's -35.50% return. Both investments have delivered pretty close results over the past 10 years, with IDXX having a 18.84% annualized return and DXCM not far ahead at 19.53%.


IDXX

YTD

-25.73%

1M

-1.52%

6M

-16.84%

1Y

-25.40%

5Y*

9.54%

10Y*

18.84%

DXCM

YTD

-35.50%

1M

6.38%

6M

-31.38%

1Y

-34.82%

5Y*

8.46%

10Y*

19.53%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

IDXX vs. DXCM - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for IDEXX Laboratories, Inc. (IDXX) 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 IDXX, currently valued at -0.87, compared to the broader market-4.00-2.000.002.00-0.87-0.57
The chart of Sortino ratio for IDXX, currently valued at -1.16, compared to the broader market-4.00-2.000.002.004.00-1.16-0.41
The chart of Omega ratio for IDXX, currently valued at 0.86, compared to the broader market0.501.001.502.000.860.92
The chart of Calmar ratio for IDXX, currently valued at -0.56, compared to the broader market0.002.004.006.00-0.56-0.52
The chart of Martin ratio for IDXX, currently valued at -1.51, compared to the broader market-5.000.005.0010.0015.0020.0025.00-1.51-0.97
IDXX
DXCM

The current IDXX Sharpe Ratio is -0.87, which is lower than the DXCM Sharpe Ratio of -0.57. The chart below compares the historical Sharpe Ratios of IDXX 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-1.00-0.500.000.50JulyAugustSeptemberOctoberNovemberDecember
-0.87
-0.57
IDXX
DXCM

Dividends

IDXX vs. DXCM - Dividend Comparison

Neither IDXX nor DXCM has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

IDXX vs. DXCM - Drawdown Comparison

The maximum IDXX drawdown since its inception was -81.46%, smaller than the maximum DXCM drawdown of -94.61%. Use the drawdown chart below to compare losses from any high point for IDXX and DXCM. For additional features, visit the drawdowns tool.


-60.00%-50.00%-40.00%-30.00%JulyAugustSeptemberOctoberNovemberDecember
-41.59%
-50.84%
IDXX
DXCM

Volatility

IDXX vs. DXCM - Volatility Comparison

The current volatility for IDEXX Laboratories, Inc. (IDXX) is 7.99%, while DexCom, Inc. (DXCM) has a volatility of 11.34%. This indicates that IDXX experiences smaller price fluctuations and is considered to be less risky than DXCM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%10.00%20.00%30.00%40.00%50.00%60.00%JulyAugustSeptemberOctoberNovemberDecember
7.99%
11.34%
IDXX
DXCM

Financials

IDXX vs. DXCM - Financials Comparison

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