SF vs. DXCM
Compare and contrast key facts about Stifel Financial Corp. (SF) and DexCom, Inc. (DXCM).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: SF or DXCM.
Key characteristics
| SF | DXCM | |
|---|---|---|
| YTD Return | 70.93% | -40.09% |
| 1Y Return | 98.50% | -24.41% |
| 3Y Return (Ann) | 17.33% | -22.89% |
| 5Y Return (Ann) | 25.96% | 7.98% |
| 10Y Return (Ann) | 15.03% | 18.93% |
| Sharpe Ratio | 3.83 | -0.38 |
| Sortino Ratio | 5.30 | -0.11 |
| Omega Ratio | 1.69 | 0.98 |
| Calmar Ratio | 4.12 | -0.35 |
| Martin Ratio | 33.54 | -0.73 |
| Ulcer Index | 2.92% | 28.89% |
| Daily Std Dev | 25.55% | 54.67% |
| Max Drawdown | -78.40% | -94.61% |
| Current Drawdown | -0.96% | -54.34% |
Fundamentals
| SF | DXCM | |
|---|---|---|
| Market Cap | $12.03B | $29.04B |
| EPS | $5.48 | $1.65 |
| PE Ratio | 21.23 | 45.05 |
| PEG Ratio | 1.20 | 1.10 |
| Total Revenue (TTM) | $5.75B | $3.95B |
| Gross Profit (TTM) | $4.68B | $2.44B |
| EBITDA (TTM) | $1.35B | $940.70M |
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.
Performance
SF vs. DXCM - Performance Comparison
In the year-to-date period, SF achieves a 70.93% return, which is significantly higher than DXCM's -40.09% return. Over the past 10 years, SF has underperformed DXCM with an annualized return of 15.03%, while DXCM has yielded a comparatively higher 18.93% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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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.
Dividends
SF vs. DXCM - Dividend Comparison
SF's dividend yield for the trailing twelve months is around 1.39%, while DXCM has not paid dividends to shareholders.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|
SF Stifel Financial Corp. | 1.39% | 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.
Volatility
SF vs. DXCM - Volatility Comparison
Stifel Financial Corp. (SF) has a higher volatility of 14.24% compared to DexCom, Inc. (DXCM) at 10.15%. 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.
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.
Total Revenue: Total amount of money received from sales and other business activities