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

Correlation

The correlation between SF and DXCM is 0.42, 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.


-0.50.00.51.0
Correlation: 0.4

Performance

SF vs. DXCM - Performance Comparison

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

1,500.00%2,000.00%2,500.00%3,000.00%NovemberDecember2025FebruaryMarchApril
1,451.89%
2,325.21%
SF
DXCM

Key characteristics

Sharpe Ratio

SF:

0.33

DXCM:

-0.85

Sortino Ratio

SF:

0.73

DXCM:

-0.93

Omega Ratio

SF:

1.10

DXCM:

0.83

Calmar Ratio

SF:

0.34

DXCM:

-0.76

Martin Ratio

SF:

1.17

DXCM:

-1.19

Ulcer Index

SF:

10.16%

DXCM:

40.57%

Daily Std Dev

SF:

35.70%

DXCM:

56.33%

Max Drawdown

SF:

-78.40%

DXCM:

-94.61%

Current Drawdown

SF:

-26.56%

DXCM:

-56.28%

Fundamentals

Market Cap

SF:

$8.84B

DXCM:

$27.91B

EPS

SF:

$5.24

DXCM:

$1.42

PE Ratio

SF:

16.37

DXCM:

50.13

PEG Ratio

SF:

0.85

DXCM:

1.10

PS Ratio

SF:

1.76

DXCM:

6.92

PB Ratio

SF:

1.82

DXCM:

13.36

Total Revenue (TTM)

SF:

$4.03B

DXCM:

$3.11B

Gross Profit (TTM)

SF:

$3.49B

DXCM:

$1.87B

EBITDA (TTM)

SF:

$806.52M

DXCM:

$724.50M

Returns By Period

In the year-to-date period, SF achieves a -18.59% return, which is significantly lower than DXCM's -8.47% return. Over the past 10 years, SF has underperformed DXCM with an annualized return of 10.52%, while DXCM has yielded a comparatively higher 15.60% annualized return.


SF

YTD

-18.59%

1M

-8.39%

6M

-17.56%

1Y

10.77%

5Y*

24.09%

10Y*

10.52%

DXCM

YTD

-8.47%

1M

5.08%

6M

-1.28%

1Y

-42.75%

5Y*

-3.81%

10Y*

15.60%

*Annualized

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Risk-Adjusted Performance

SF vs. DXCM — Risk-Adjusted Performance Rank

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

SF
The Risk-Adjusted Performance Rank of SF is 6464
Overall Rank
The Sharpe Ratio Rank of SF is 6565
Sharpe Ratio Rank
The Sortino Ratio Rank of SF is 5959
Sortino Ratio Rank
The Omega Ratio Rank of SF is 5959
Omega Ratio Rank
The Calmar Ratio Rank of SF is 6868
Calmar Ratio Rank
The Martin Ratio Rank of SF is 6666
Martin Ratio Rank

DXCM
The Risk-Adjusted Performance Rank of DXCM is 1212
Overall Rank
The Sharpe Ratio Rank of DXCM is 99
Sharpe Ratio Rank
The Sortino Ratio Rank of DXCM is 1414
Sortino Ratio Rank
The Omega Ratio Rank of DXCM is 99
Omega Ratio Rank
The Calmar Ratio Rank of DXCM is 77
Calmar Ratio Rank
The Martin Ratio Rank of DXCM is 2121
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.

SF vs. DXCM - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Stifel Financial Corp. (SF) 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.


The chart of Sharpe ratio for SF, currently valued at 0.33, compared to the broader market-2.00-1.000.001.002.003.00
SF: 0.33
DXCM: -0.85
The chart of Sortino ratio for SF, currently valued at 0.73, compared to the broader market-6.00-4.00-2.000.002.004.00
SF: 0.73
DXCM: -0.93
The chart of Omega ratio for SF, currently valued at 1.10, compared to the broader market0.501.001.502.00
SF: 1.10
DXCM: 0.83
The chart of Calmar ratio for SF, currently valued at 0.34, compared to the broader market0.001.002.003.004.005.00
SF: 0.34
DXCM: -0.76
The chart of Martin ratio for SF, currently valued at 1.17, compared to the broader market-5.000.005.0010.0015.0020.00
SF: 1.17
DXCM: -1.19

The current SF Sharpe Ratio is 0.33, which is higher than the DXCM Sharpe Ratio of -0.85. The chart below compares the historical Sharpe Ratios of SF 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-1.000.001.002.003.004.00NovemberDecember2025FebruaryMarchApril
0.33
-0.85
SF
DXCM

Dividends

SF vs. DXCM - Dividend Comparison

SF's dividend yield for the trailing twelve months is around 2.00%, while DXCM has not paid dividends to shareholders.


TTM20242023202220212020201920182017
SF
Stifel Financial Corp.
2.00%1.58%2.08%2.06%0.85%0.90%0.99%1.16%0.34%
DXCM
DexCom, Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

SF vs. DXCM - Drawdown Comparison

The maximum SF drawdown since its inception was -78.40%, smaller than the maximum DXCM drawdown of -94.61%. Use the drawdown chart below to compare losses from any high point for SF and DXCM. For additional features, visit the drawdowns tool.


-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%NovemberDecember2025FebruaryMarchApril
-26.56%
-56.28%
SF
DXCM

Volatility

SF vs. DXCM - Volatility Comparison

Stifel Financial Corp. (SF) has a higher volatility of 22.67% compared to DexCom, Inc. (DXCM) at 17.26%. This indicates that SF's price experiences larger fluctuations and is considered to be riskier than DXCM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%NovemberDecember2025FebruaryMarchApril
22.67%
17.26%
SF
DXCM

Financials

SF vs. DXCM - Financials Comparison

This section allows you to compare key financial metrics between Stifel Financial Corp. 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