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PEN vs. PODD
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between PEN and PODD is 0.41, 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.


Performance

PEN vs. PODD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Penumbra, Inc. (PEN) and Insulet Corporation (PODD). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

PEN:

1.00

PODD:

1.87

Sortino Ratio

PEN:

1.52

PODD:

3.11

Omega Ratio

PEN:

1.18

PODD:

1.42

Calmar Ratio

PEN:

0.66

PODD:

1.83

Martin Ratio

PEN:

4.54

PODD:

14.50

Ulcer Index

PEN:

7.59%

PODD:

6.10%

Daily Std Dev

PEN:

39.71%

PODD:

40.64%

Max Drawdown

PEN:

-62.64%

PODD:

-90.28%

Current Drawdown

PEN:

-18.42%

PODD:

-1.66%

Fundamentals

Market Cap

PEN:

$10.87B

PODD:

$22.85B

EPS

PEN:

$1.07

PODD:

$5.59

PE Ratio

PEN:

262.32

PODD:

58.09

PEG Ratio

PEN:

-62.27

PODD:

8.13

PS Ratio

PEN:

8.77

PODD:

10.39

PB Ratio

PEN:

8.96

PODD:

17.03

Total Revenue (TTM)

PEN:

$1.24B

PODD:

$2.03B

Gross Profit (TTM)

PEN:

$787.25M

PODD:

$1.55B

EBITDA (TTM)

PEN:

$72.64M

PODD:

$428.10M

Returns By Period

In the year-to-date period, PEN achieves a 18.19% return, which is significantly lower than PODD's 24.39% return.


PEN

YTD

18.19%

1M

1.20%

6M

18.01%

1Y

37.91%

5Y*

10.16%

10Y*

N/A

PODD

YTD

24.39%

1M

31.58%

6M

24.85%

1Y

73.41%

5Y*

10.08%

10Y*

27.58%

*Annualized

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Risk-Adjusted Performance

PEN vs. PODD — Risk-Adjusted Performance Rank

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

PEN
The Risk-Adjusted Performance Rank of PEN is 7979
Overall Rank
The Sharpe Ratio Rank of PEN is 8383
Sharpe Ratio Rank
The Sortino Ratio Rank of PEN is 7878
Sortino Ratio Rank
The Omega Ratio Rank of PEN is 7373
Omega Ratio Rank
The Calmar Ratio Rank of PEN is 7676
Calmar Ratio Rank
The Martin Ratio Rank of PEN is 8585
Martin Ratio Rank

PODD
The Risk-Adjusted Performance Rank of PODD is 9595
Overall Rank
The Sharpe Ratio Rank of PODD is 9595
Sharpe Ratio Rank
The Sortino Ratio Rank of PODD is 9595
Sortino Ratio Rank
The Omega Ratio Rank of PODD is 9494
Omega Ratio Rank
The Calmar Ratio Rank of PODD is 9292
Calmar Ratio Rank
The Martin Ratio Rank of PODD is 9797
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.

PEN vs. PODD - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Penumbra, Inc. (PEN) and Insulet Corporation (PODD). 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 PEN Sharpe Ratio is 1.00, which is lower than the PODD Sharpe Ratio of 1.87. The chart below compares the historical Sharpe Ratios of PEN and PODD, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Dividends

PEN vs. PODD - Dividend Comparison

Neither PEN nor PODD has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

PEN vs. PODD - Drawdown Comparison

The maximum PEN drawdown since its inception was -62.64%, smaller than the maximum PODD drawdown of -90.28%. Use the drawdown chart below to compare losses from any high point for PEN and PODD. For additional features, visit the drawdowns tool.


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Volatility

PEN vs. PODD - Volatility Comparison

The current volatility for Penumbra, Inc. (PEN) is 10.58%, while Insulet Corporation (PODD) has a volatility of 20.88%. This indicates that PEN experiences smaller price fluctuations and is considered to be less risky than PODD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Financials

PEN vs. PODD - Financials Comparison

This section allows you to compare key financial metrics between Penumbra, Inc. and Insulet 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


100.00M200.00M300.00M400.00M500.00M600.00M20212022202320242025
324.14M
569.00M
(PEN) Total Revenue
(PODD) Total Revenue
Values in USD except per share items

PEN vs. PODD - Profitability Comparison

The chart below illustrates the profitability comparison between Penumbra, Inc. and Insulet Corporation over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

55.0%60.0%65.0%70.0%20212022202320242025
66.6%
71.9%
(PEN) Gross Margin
(PODD) Gross Margin
PEN - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, Penumbra, Inc. reported a gross profit of 215.88M and revenue of 324.14M. Therefore, the gross margin over that period was 66.6%.

PODD - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, Insulet Corporation reported a gross profit of 409.00M and revenue of 569.00M. Therefore, the gross margin over that period was 71.9%.

PEN - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, Penumbra, Inc. reported an operating income of 40.35M and revenue of 324.14M, resulting in an operating margin of 12.5%.

PODD - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, Insulet Corporation reported an operating income of 88.80M and revenue of 569.00M, resulting in an operating margin of 15.6%.

PEN - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, Penumbra, Inc. reported a net income of 39.22M and revenue of 324.14M, resulting in a net margin of 12.1%.

PODD - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, Insulet Corporation reported a net income of 35.40M and revenue of 569.00M, resulting in a net margin of 6.2%.