PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
RMD vs. DXCM
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between RMD and DXCM is 0.34, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.00.3

Performance

RMD vs. DXCM - Performance Comparison

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

-40.00%-20.00%0.00%20.00%JulyAugustSeptemberOctoberNovemberDecember
15.80%
-31.38%
RMD
DXCM

Key characteristics

Sharpe Ratio

RMD:

1.01

DXCM:

-0.57

Sortino Ratio

RMD:

1.69

DXCM:

-0.41

Omega Ratio

RMD:

1.24

DXCM:

0.92

Calmar Ratio

RMD:

0.87

DXCM:

-0.52

Martin Ratio

RMD:

6.82

DXCM:

-0.97

Ulcer Index

RMD:

5.52%

DXCM:

32.43%

Daily Std Dev

RMD:

37.39%

DXCM:

54.91%

Max Drawdown

RMD:

-61.60%

DXCM:

-94.61%

Current Drawdown

RMD:

-17.91%

DXCM:

-50.84%

Fundamentals

Market Cap

RMD:

$35.62B

DXCM:

$30.39B

EPS

RMD:

$7.55

DXCM:

$1.65

PE Ratio

RMD:

32.14

DXCM:

47.15

PEG Ratio

RMD:

1.84

DXCM:

1.19

Total Revenue (TTM)

RMD:

$4.81B

DXCM:

$3.95B

Gross Profit (TTM)

RMD:

$2.75B

DXCM:

$2.44B

EBITDA (TTM)

RMD:

$1.69B

DXCM:

$975.30M

Returns By Period

In the year-to-date period, RMD achieves a 39.22% return, which is significantly higher than DXCM's -35.50% return. Over the past 10 years, RMD has underperformed DXCM with an annualized return of 16.86%, while DXCM has yielded a comparatively higher 19.53% annualized return.


RMD

YTD

39.22%

1M

-1.77%

6M

15.80%

1Y

37.00%

5Y*

9.70%

10Y*

16.86%

DXCM

YTD

-35.50%

1M

6.38%

6M

-31.38%

1Y

-34.82%

5Y*

8.46%

10Y*

19.53%

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

RMD vs. DXCM - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for ResMed Inc. (RMD) 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 RMD, currently valued at 1.01, compared to the broader market-4.00-2.000.002.001.01-0.57
The chart of Sortino ratio for RMD, currently valued at 1.69, compared to the broader market-4.00-2.000.002.004.001.69-0.41
The chart of Omega ratio for RMD, currently valued at 1.24, compared to the broader market0.501.001.502.001.240.92
The chart of Calmar ratio for RMD, currently valued at 0.87, compared to the broader market0.002.004.006.000.87-0.52
The chart of Martin ratio for RMD, currently valued at 6.82, compared to the broader market-5.000.005.0010.0015.0020.0025.006.82-0.97
RMD
DXCM

The current RMD Sharpe Ratio is 1.01, which is higher than the DXCM Sharpe Ratio of -0.57. The chart below compares the historical Sharpe Ratios of RMD 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
1.01
-0.57
RMD
DXCM

Dividends

RMD vs. DXCM - Dividend Comparison

RMD's dividend yield for the trailing twelve months is around 0.85%, while DXCM has not paid dividends to shareholders.


TTM20232022202120202019201820172016201520142013
RMD
ResMed Inc.
0.85%1.07%0.83%0.62%0.73%0.98%1.26%1.61%2.03%2.16%1.89%1.78%
DXCM
DexCom, Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

RMD vs. DXCM - Drawdown Comparison

The maximum RMD drawdown since its inception was -61.60%, smaller than the maximum DXCM drawdown of -94.61%. Use the drawdown chart below to compare losses from any high point for RMD and DXCM. For additional features, visit the drawdowns tool.


-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%JulyAugustSeptemberOctoberNovemberDecember
-17.91%
-50.84%
RMD
DXCM

Volatility

RMD vs. DXCM - Volatility Comparison

The current volatility for ResMed Inc. (RMD) is 7.89%, while DexCom, Inc. (DXCM) has a volatility of 11.34%. This indicates that RMD 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
7.89%
11.34%
RMD
DXCM

Financials

RMD vs. DXCM - Financials Comparison

This section allows you to compare key financial metrics between ResMed Inc. 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 © 2024 PortfoliosLab