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TDOC vs. SQ
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Performance

TDOC vs. SQ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Teladoc Health, Inc. (TDOC) and Square, Inc. (SQ). The values are adjusted to include any dividend payments, if applicable.

-40.00%-20.00%0.00%20.00%40.00%JuneJulyAugustSeptemberOctoberNovember
-25.09%
37.24%
TDOC
SQ

Returns By Period

In the year-to-date period, TDOC achieves a -58.56% return, which is significantly lower than SQ's 19.48% return.


TDOC

YTD

-58.56%

1M

-9.25%

6M

-24.51%

1Y

-48.88%

5Y (annualized)

-35.18%

10Y (annualized)

N/A

SQ

YTD

19.48%

1M

23.79%

6M

29.24%

1Y

55.93%

5Y (annualized)

6.53%

10Y (annualized)

N/A

Fundamentals


TDOCSQ
Market Cap$1.67B$54.08B
EPS-$5.78$1.67
PEG Ratio-1.010.48
Total Revenue (TTM)$2.59B$23.86B
Gross Profit (TTM)$1.64B$8.52B
EBITDA (TTM)-$228.89M$1.82B

Key characteristics


TDOCSQ
Sharpe Ratio-0.891.26
Sortino Ratio-1.221.92
Omega Ratio0.851.24
Calmar Ratio-0.490.74
Martin Ratio-1.043.26
Ulcer Index46.06%18.03%
Daily Std Dev53.75%46.85%
Max Drawdown-97.69%-86.08%
Current Drawdown-96.97%-67.20%

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Correlation

-0.50.00.51.00.5

The correlation between TDOC and SQ is 0.47, 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.

Risk-Adjusted Performance

TDOC vs. SQ - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Teladoc Health, Inc. (TDOC) and Square, Inc. (SQ). 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 TDOC, currently valued at -0.89, compared to the broader market-4.00-2.000.002.004.00-0.891.26
The chart of Sortino ratio for TDOC, currently valued at -1.22, compared to the broader market-4.00-2.000.002.004.00-1.221.92
The chart of Omega ratio for TDOC, currently valued at 0.85, compared to the broader market0.501.001.502.000.851.24
The chart of Calmar ratio for TDOC, currently valued at -0.49, compared to the broader market0.002.004.006.00-0.490.74
The chart of Martin ratio for TDOC, currently valued at -1.04, compared to the broader market-10.000.0010.0020.0030.00-1.043.26
TDOC
SQ

The current TDOC Sharpe Ratio is -0.89, which is lower than the SQ Sharpe Ratio of 1.26. The chart below compares the historical Sharpe Ratios of TDOC and SQ, 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-1.50-1.00-0.500.000.501.001.502.00JuneJulyAugustSeptemberOctoberNovember
-0.89
1.26
TDOC
SQ

Dividends

TDOC vs. SQ - Dividend Comparison

Neither TDOC nor SQ has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

TDOC vs. SQ - Drawdown Comparison

The maximum TDOC drawdown since its inception was -97.69%, which is greater than SQ's maximum drawdown of -86.08%. Use the drawdown chart below to compare losses from any high point for TDOC and SQ. For additional features, visit the drawdowns tool.


-100.00%-95.00%-90.00%-85.00%-80.00%-75.00%-70.00%-65.00%JuneJulyAugustSeptemberOctoberNovember
-96.97%
-67.20%
TDOC
SQ

Volatility

TDOC vs. SQ - Volatility Comparison

The current volatility for Teladoc Health, Inc. (TDOC) is 15.44%, while Square, Inc. (SQ) has a volatility of 16.92%. This indicates that TDOC experiences smaller price fluctuations and is considered to be less risky than SQ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


6.00%8.00%10.00%12.00%14.00%16.00%18.00%20.00%JuneJulyAugustSeptemberOctoberNovember
15.44%
16.92%
TDOC
SQ

Financials

TDOC vs. SQ - Financials Comparison

This section allows you to compare key financial metrics between Teladoc Health, Inc. and Square, 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