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

Correlation

The correlation between SF and DXCM is 0.30, 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

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%3,500.00%4,000.00%JulyAugustSeptemberOctoberNovemberDecember
1,777.59%
2,627.09%
SF
DXCM

Key characteristics

Sharpe Ratio

SF:

2.34

DXCM:

-0.57

Sortino Ratio

SF:

3.52

DXCM:

-0.41

Omega Ratio

SF:

1.45

DXCM:

0.92

Calmar Ratio

SF:

4.56

DXCM:

-0.52

Martin Ratio

SF:

17.60

DXCM:

-0.97

Ulcer Index

SF:

3.39%

DXCM:

32.43%

Daily Std Dev

SF:

25.45%

DXCM:

54.91%

Max Drawdown

SF:

-78.40%

DXCM:

-94.61%

Current Drawdown

SF:

-10.92%

DXCM:

-50.84%

Fundamentals

Market Cap

SF:

$10.97B

DXCM:

$30.39B

EPS

SF:

$5.53

DXCM:

$1.65

PE Ratio

SF:

19.38

DXCM:

47.15

PEG Ratio

SF:

0.96

DXCM:

1.19

Total Revenue (TTM)

SF:

$5.75B

DXCM:

$3.95B

Gross Profit (TTM)

SF:

$4.68B

DXCM:

$2.44B

EBITDA (TTM)

SF:

$1.36B

DXCM:

$975.30M

Returns By Period

In the year-to-date period, SF achieves a 54.05% return, which is significantly higher than DXCM's -35.50% return. Over the past 10 years, SF has underperformed DXCM with an annualized return of 12.92%, while DXCM has yielded a comparatively higher 19.53% annualized return.


SF

YTD

54.05%

1M

-8.82%

6M

31.31%

1Y

55.38%

5Y*

22.57%

10Y*

12.92%

DXCM

YTD

-35.50%

1M

6.38%

6M

-31.38%

1Y

-34.82%

5Y*

8.46%

10Y*

19.53%

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Risk-Adjusted Performance

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.


Sharpe ratio
The chart of Sharpe ratio for SF, currently valued at 2.34, compared to the broader market-4.00-2.000.002.002.34-0.57
The chart of Sortino ratio for SF, currently valued at 3.52, compared to the broader market-4.00-2.000.002.004.003.52-0.41
The chart of Omega ratio for SF, currently valued at 1.45, compared to the broader market0.501.001.502.001.450.92
The chart of Calmar ratio for SF, currently valued at 4.56, compared to the broader market0.002.004.006.004.56-0.52
The chart of Martin ratio for SF, currently valued at 17.60, compared to the broader market-5.000.005.0010.0015.0020.0025.0017.60-0.97
SF
DXCM

The current SF Sharpe Ratio is 2.34, which is higher than the DXCM Sharpe Ratio of -0.57. 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-1.000.001.002.003.004.00JulyAugustSeptemberOctoberNovemberDecember
2.34
-0.57
SF
DXCM

Dividends

SF vs. DXCM - Dividend Comparison

SF's dividend yield for the trailing twelve months is around 1.61%, while DXCM has not paid dividends to shareholders.


TTM2023202220212020201920182017
SF
Stifel Financial Corp.
1.61%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%

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%JulyAugustSeptemberOctoberNovemberDecember
-10.92%
-50.84%
SF
DXCM

Volatility

SF vs. DXCM - Volatility Comparison

The current volatility for Stifel Financial Corp. (SF) is 6.93%, while DexCom, Inc. (DXCM) has a volatility of 11.34%. This indicates that SF 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
6.93%
11.34%
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
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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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