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

Correlation

The correlation between PEN and PODD is 0.43, 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

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.

300.00%400.00%500.00%600.00%700.00%800.00%JulyAugustSeptemberOctoberNovemberDecember
489.64%
750.38%
PEN
PODD

Key characteristics

Sharpe Ratio

PEN:

-0.09

PODD:

0.52

Sortino Ratio

PEN:

0.15

PODD:

0.96

Omega Ratio

PEN:

1.02

PODD:

1.13

Calmar Ratio

PEN:

-0.06

PODD:

0.38

Martin Ratio

PEN:

-0.15

PODD:

1.39

Ulcer Index

PEN:

23.16%

PODD:

14.01%

Daily Std Dev

PEN:

39.17%

PODD:

37.49%

Max Drawdown

PEN:

-62.64%

PODD:

-90.28%

Current Drawdown

PEN:

-29.22%

PODD:

-22.31%

Fundamentals

Market Cap

PEN:

$9.50B

PODD:

$18.47B

EPS

PEN:

$0.87

PODD:

$5.87

PE Ratio

PEN:

284.54

PODD:

44.86

PEG Ratio

PEN:

-62.27

PODD:

4.02

Total Revenue (TTM)

PEN:

$1.16B

PODD:

$1.81B

Gross Profit (TTM)

PEN:

$726.29M

PODD:

$1.38B

EBITDA (TTM)

PEN:

$33.77M

PODD:

$428.80M

Returns By Period

In the year-to-date period, PEN achieves a -3.19% return, which is significantly lower than PODD's 18.24% return.


PEN

YTD

-3.19%

1M

2.70%

6M

38.80%

1Y

-1.42%

5Y*

8.83%

10Y*

N/A

PODD

YTD

18.24%

1M

-2.07%

6M

28.72%

1Y

23.36%

5Y*

8.24%

10Y*

18.60%

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Risk-Adjusted Performance

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.


Sharpe ratio
The chart of Sharpe ratio for PEN, currently valued at -0.09, compared to the broader market-4.00-2.000.002.00-0.090.52
The chart of Sortino ratio for PEN, currently valued at 0.15, compared to the broader market-4.00-2.000.002.004.000.150.96
The chart of Omega ratio for PEN, currently valued at 1.02, compared to the broader market0.501.001.502.001.021.13
The chart of Calmar ratio for PEN, currently valued at -0.06, compared to the broader market0.002.004.006.00-0.060.38
The chart of Martin ratio for PEN, currently valued at -0.15, compared to the broader market0.0010.0020.00-0.151.39
PEN
PODD

The current PEN Sharpe Ratio is -0.09, which is lower than the PODD Sharpe Ratio of 0.52. 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.


Rolling 12-month Sharpe Ratio-1.000.001.002.00JulyAugustSeptemberOctoberNovemberDecember
-0.09
0.52
PEN
PODD

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.


-50.00%-40.00%-30.00%-20.00%JulyAugustSeptemberOctoberNovemberDecember
-29.22%
-22.31%
PEN
PODD

Volatility

PEN vs. PODD - Volatility Comparison

Penumbra, Inc. (PEN) has a higher volatility of 8.78% compared to Insulet Corporation (PODD) at 6.01%. This indicates that PEN's price experiences larger fluctuations and is considered to be riskier than PODD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%JulyAugustSeptemberOctoberNovemberDecember
8.78%
6.01%
PEN
PODD

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


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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