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

Correlation

The correlation between PODD and PEN 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

PODD vs. PEN - Performance Comparison

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

300.00%400.00%500.00%600.00%700.00%800.00%JulyAugustSeptemberOctoberNovemberDecember
783.56%
487.26%
PODD
PEN

Key characteristics

Sharpe Ratio

PODD:

0.75

PEN:

-0.05

Sortino Ratio

PODD:

1.24

PEN:

0.21

Omega Ratio

PODD:

1.16

PEN:

1.03

Calmar Ratio

PODD:

0.55

PEN:

-0.03

Martin Ratio

PODD:

2.01

PEN:

-0.08

Ulcer Index

PODD:

14.02%

PEN:

23.17%

Daily Std Dev

PODD:

37.55%

PEN:

39.12%

Max Drawdown

PODD:

-90.28%

PEN:

-62.64%

Current Drawdown

PODD:

-19.28%

PEN:

-29.51%

Fundamentals

Market Cap

PODD:

$18.47B

PEN:

$9.50B

EPS

PODD:

$5.87

PEN:

$0.87

PE Ratio

PODD:

44.86

PEN:

284.54

PEG Ratio

PODD:

4.02

PEN:

-62.27

Total Revenue (TTM)

PODD:

$1.81B

PEN:

$1.16B

Gross Profit (TTM)

PODD:

$1.38B

PEN:

$726.29M

EBITDA (TTM)

PODD:

$428.80M

PEN:

$33.77M

Returns By Period

In the year-to-date period, PODD achieves a 22.85% return, which is significantly higher than PEN's -3.58% return.


PODD

YTD

22.85%

1M

0.00%

6M

30.61%

1Y

21.74%

5Y*

9.06%

10Y*

19.42%

PEN

YTD

-3.58%

1M

1.40%

6M

35.83%

1Y

-6.20%

5Y*

8.73%

10Y*

N/A

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. PEN - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Insulet Corporation (PODD) and Penumbra, Inc. (PEN). 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 0.75, compared to the broader market-4.00-2.000.002.000.75-0.05
The chart of Sortino ratio for PODD, currently valued at 1.24, compared to the broader market-4.00-2.000.002.004.001.240.21
The chart of Omega ratio for PODD, currently valued at 1.16, compared to the broader market0.501.001.502.001.161.03
The chart of Calmar ratio for PODD, currently valued at 0.55, compared to the broader market0.002.004.006.000.55-0.03
The chart of Martin ratio for PODD, currently valued at 2.01, compared to the broader market-5.000.005.0010.0015.0020.0025.002.01-0.08
PODD
PEN

The current PODD Sharpe Ratio is 0.75, which is higher than the PEN Sharpe Ratio of -0.05. The chart below compares the historical Sharpe Ratios of PODD and PEN, 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
0.75
-0.05
PODD
PEN

Dividends

PODD vs. PEN - Dividend Comparison

Neither PODD nor PEN has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

PODD vs. PEN - Drawdown Comparison

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


-50.00%-40.00%-30.00%-20.00%JulyAugustSeptemberOctoberNovemberDecember
-19.28%
-29.51%
PODD
PEN

Volatility

PODD vs. PEN - Volatility Comparison

The current volatility for Insulet Corporation (PODD) is 6.97%, while Penumbra, Inc. (PEN) has a volatility of 8.75%. This indicates that PODD experiences smaller price fluctuations and is considered to be less risky than PEN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%JulyAugustSeptemberOctoberNovemberDecember
6.97%
8.75%
PODD
PEN

Financials

PODD vs. PEN - Financials Comparison

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