PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
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%AugustSeptemberOctoberNovemberDecember2025
40.18%
-24.75%
PODD
DXCM

Key characteristics

Sharpe Ratio

PODD:

1.03

DXCM:

-0.60

Sortino Ratio

PODD:

1.58

DXCM:

-0.45

Omega Ratio

PODD:

1.21

DXCM:

0.91

Calmar Ratio

PODD:

0.73

DXCM:

-0.54

Martin Ratio

PODD:

3.83

DXCM:

-0.95

Ulcer Index

PODD:

9.73%

DXCM:

34.29%

Daily Std Dev

PODD:

36.36%

DXCM:

54.92%

Max Drawdown

PODD:

-90.28%

DXCM:

-94.61%

Current Drawdown

PODD:

-16.48%

DXCM:

-48.17%

Fundamentals

Market Cap

PODD:

$19.35B

DXCM:

$33.14B

EPS

PODD:

$5.93

DXCM:

$1.64

PE Ratio

PODD:

46.51

DXCM:

51.45

PEG Ratio

PODD:

4.13

DXCM:

1.32

Total Revenue (TTM)

PODD:

$1.30B

DXCM:

$2.92B

Gross Profit (TTM)

PODD:

$1.02B

DXCM:

$1.78B

EBITDA (TTM)

PODD:

$301.70M

DXCM:

$671.70M

Returns By Period

In the year-to-date period, PODD achieves a 5.65% return, which is significantly lower than DXCM's 8.50% return. Over the past 10 years, PODD has outperformed DXCM with an annualized return of 24.04%, while DXCM has yielded a comparatively lower 19.34% annualized return.


PODD

YTD

5.65%

1M

3.47%

6M

42.00%

1Y

34.90%

5Y*

7.63%

10Y*

24.04%

DXCM

YTD

8.50%

1M

5.42%

6M

-24.42%

1Y

-33.71%

5Y*

7.48%

10Y*

19.34%

*Annualized

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

PODD vs. DXCM — Risk-Adjusted Performance Rank

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

PODD
The Risk-Adjusted Performance Rank of PODD is 7474
Overall Rank
The Sharpe Ratio Rank of PODD is 7878
Sharpe Ratio Rank
The Sortino Ratio Rank of PODD is 7272
Sortino Ratio Rank
The Omega Ratio Rank of PODD is 7272
Omega Ratio Rank
The Calmar Ratio Rank of PODD is 7373
Calmar Ratio Rank
The Martin Ratio Rank of PODD is 7676
Martin Ratio Rank

DXCM
The Risk-Adjusted Performance Rank of DXCM is 1818
Overall Rank
The Sharpe Ratio Rank of DXCM is 1616
Sharpe Ratio Rank
The Sortino Ratio Rank of DXCM is 2121
Sortino Ratio Rank
The Omega Ratio Rank of DXCM is 1616
Omega Ratio Rank
The Calmar Ratio Rank of DXCM is 1515
Calmar Ratio Rank
The Martin Ratio Rank of DXCM is 2424
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.

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 1.03, compared to the broader market-2.000.002.004.001.03-0.60
The chart of Sortino ratio for PODD, currently valued at 1.58, compared to the broader market-4.00-2.000.002.004.006.001.58-0.45
The chart of Omega ratio for PODD, currently valued at 1.21, compared to the broader market0.501.001.502.001.210.91
The chart of Calmar ratio for PODD, currently valued at 0.73, compared to the broader market0.002.004.006.000.73-0.54
The chart of Martin ratio for PODD, currently valued at 3.83, compared to the broader market-10.000.0010.0020.0030.003.83-0.95
PODD
DXCM

The current PODD Sharpe Ratio is 1.03, which is higher than the DXCM Sharpe Ratio of -0.60. 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-1.00-0.500.000.501.001.502.002.50AugustSeptemberOctoberNovemberDecember2025
1.03
-0.60
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%AugustSeptemberOctoberNovemberDecember2025
-16.48%
-48.17%
PODD
DXCM

Volatility

PODD vs. DXCM - Volatility Comparison

The current volatility for Insulet Corporation (PODD) is 7.96%, while DexCom, Inc. (DXCM) has a volatility of 10.83%. 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%AugustSeptemberOctoberNovemberDecember2025
7.96%
10.83%
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
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


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.

Copyright © 2025 PortfoliosLab