INDV vs. DXCM

In the year-to-date period, INDV achieves a -12.23% return, which is significantly lower than DXCM's 15.31% return. Both investments have delivered pretty close results over the past 10 years, with INDV having a 18.27% annualized return and DXCM not far ahead at 18.78%.

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This table presents a comparison of risk-adjusted performance metrics for Indivior PLC Ordinary Shares (INDV) 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.

The current INDV Sharpe Ratio is -0.59, which is lower than the DXCM Sharpe Ratio of -0.43. The chart below compares the historical Sharpe Ratios of INDV 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.

Neither INDV nor DXCM has paid dividends to shareholders.

The maximum INDV drawdown since its inception was -93.82%, roughly equal to the maximum DXCM drawdown of -94.61%. Use the drawdown chart below to compare losses from any high point for INDV and DXCM. For additional features, visit the drawdowns tool.

Indivior PLC Ordinary Shares (INDV) has a higher volatility of 18.46% compared to DexCom, Inc. (DXCM) at 8.54%. This indicates that INDV's price experiences larger fluctuations and is considered to be riskier than DXCM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

This section allows you to compare key financial metrics between Indivior PLC Ordinary Shares 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.