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

Correlation

The correlation between PODD and DXCM is 0.47, 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.


-0.50.00.51.00.5

Performance

PODD vs. DXCM - Performance Comparison

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

-40.00%-20.00%0.00%20.00%40.00%JulyAugustSeptemberOctoberNovemberDecember
28.72%
-34.68%
PODD
DXCM

Key characteristics

Sharpe Ratio

PODD:

0.52

DXCM:

-0.70

Sortino Ratio

PODD:

0.96

DXCM:

-0.63

Omega Ratio

PODD:

1.13

DXCM:

0.87

Calmar Ratio

PODD:

0.38

DXCM:

-0.63

Martin Ratio

PODD:

1.39

DXCM:

-1.19

Ulcer Index

PODD:

14.01%

DXCM:

32.32%

Daily Std Dev

PODD:

37.49%

DXCM:

54.88%

Max Drawdown

PODD:

-90.28%

DXCM:

-94.61%

Current Drawdown

PODD:

-22.31%

DXCM:

-53.43%

Fundamentals

Market Cap

PODD:

$18.47B

DXCM:

$30.39B

EPS

PODD:

$5.87

DXCM:

$1.65

PE Ratio

PODD:

44.86

DXCM:

47.15

PEG Ratio

PODD:

4.02

DXCM:

1.19

Total Revenue (TTM)

PODD:

$1.81B

DXCM:

$3.95B

Gross Profit (TTM)

PODD:

$1.38B

DXCM:

$2.44B

EBITDA (TTM)

PODD:

$428.80M

DXCM:

$975.30M

Returns By Period

In the year-to-date period, PODD achieves a 18.24% return, which is significantly higher than DXCM's -38.90% return. Both investments have delivered pretty close results over the past 10 years, with PODD having a 18.60% annualized return and DXCM not far behind at 18.35%.


PODD

YTD

18.24%

1M

-2.07%

6M

28.72%

1Y

23.36%

5Y*

8.24%

10Y*

18.60%

DXCM

YTD

-38.90%

1M

1.26%

6M

-34.68%

1Y

-35.00%

5Y*

7.30%

10Y*

18.35%

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Risk-Adjusted Performance

PODD vs. DXCM - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Insulet Corporation (PODD) 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 PODD, currently valued at 0.52, compared to the broader market-4.00-2.000.002.000.52-0.70
The chart of Sortino ratio for PODD, currently valued at 0.96, compared to the broader market-4.00-2.000.002.004.000.96-0.63
The chart of Omega ratio for PODD, currently valued at 1.13, compared to the broader market0.501.001.502.001.130.87
The chart of Calmar ratio for PODD, currently valued at 0.38, compared to the broader market0.002.004.006.000.38-0.63
The chart of Martin ratio for PODD, currently valued at 1.39, compared to the broader market0.0010.0020.001.39-1.19
PODD
DXCM

The current PODD Sharpe Ratio is 0.52, which is higher than the DXCM Sharpe Ratio of -0.70. The chart below compares the historical Sharpe Ratios of PODD 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-1.00-0.500.000.501.001.502.002.50JulyAugustSeptemberOctoberNovemberDecember
0.52
-0.70
PODD
DXCM

Dividends

PODD vs. DXCM - Dividend Comparison

Neither PODD nor DXCM has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

PODD vs. DXCM - Drawdown Comparison

The maximum PODD drawdown since its inception was -90.28%, roughly equal to the maximum DXCM drawdown of -94.61%. Use the drawdown chart below to compare losses from any high point for PODD and DXCM. For additional features, visit the drawdowns tool.


-60.00%-50.00%-40.00%-30.00%-20.00%JulyAugustSeptemberOctoberNovemberDecember
-22.31%
-53.43%
PODD
DXCM

Volatility

PODD vs. DXCM - Volatility Comparison

The current volatility for Insulet Corporation (PODD) is 6.01%, while DexCom, Inc. (DXCM) has a volatility of 9.99%. This indicates that PODD 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
6.01%
9.99%
PODD
DXCM

Financials

PODD vs. DXCM - Financials Comparison

This section allows you to compare key financial metrics between Insulet Corporation 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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