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

Key characteristics


TDOCTRUP
YTD Return-54.99%76.17%
1Y Return-38.06%136.78%
3Y Return (Ann)-58.72%-25.59%
5Y Return (Ann)-34.33%11.62%
Sharpe Ratio-0.721.90
Sortino Ratio-0.852.29
Omega Ratio0.891.35
Calmar Ratio-0.401.70
Martin Ratio-0.868.31
Ulcer Index45.31%17.81%
Daily Std Dev54.26%78.04%
Max Drawdown-97.69%-87.34%
Current Drawdown-96.71%-65.41%

Fundamentals


TDOCTRUP
Market Cap$1.67B$2.28B
EPS-$5.78-$0.32
PEG Ratio-1.010.00
Total Revenue (TTM)$2.59B$1.24B
Gross Profit (TTM)$1.64B$165.94M
EBITDA (TTM)-$228.89M$16.97M

Correlation

-0.50.00.51.00.4

The correlation between TDOC and TRUP is 0.35, 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

TDOC vs. TRUP - Performance Comparison

In the year-to-date period, TDOC achieves a -54.99% return, which is significantly lower than TRUP's 76.17% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-40.00%-20.00%0.00%20.00%40.00%60.00%80.00%JuneJulyAugustSeptemberOctoberNovember
-23.85%
71.72%
TDOC
TRUP

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Risk-Adjusted Performance

TDOC vs. TRUP - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Teladoc Health, Inc. (TDOC) and Trupanion, Inc. (TRUP). 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.


TDOC
Sharpe ratio
The chart of Sharpe ratio for TDOC, currently valued at -0.72, compared to the broader market-4.00-2.000.002.004.00-0.72
Sortino ratio
The chart of Sortino ratio for TDOC, currently valued at -0.85, compared to the broader market-4.00-2.000.002.004.006.00-0.85
Omega ratio
The chart of Omega ratio for TDOC, currently valued at 0.89, compared to the broader market0.501.001.502.000.89
Calmar ratio
The chart of Calmar ratio for TDOC, currently valued at -0.40, compared to the broader market0.002.004.006.00-0.40
Martin ratio
The chart of Martin ratio for TDOC, currently valued at -0.86, compared to the broader market0.0010.0020.0030.00-0.86
TRUP
Sharpe ratio
The chart of Sharpe ratio for TRUP, currently valued at 1.90, compared to the broader market-4.00-2.000.002.004.001.90
Sortino ratio
The chart of Sortino ratio for TRUP, currently valued at 2.29, compared to the broader market-4.00-2.000.002.004.006.002.29
Omega ratio
The chart of Omega ratio for TRUP, currently valued at 1.35, compared to the broader market0.501.001.502.001.35
Calmar ratio
The chart of Calmar ratio for TRUP, currently valued at 1.70, compared to the broader market0.002.004.006.001.70
Martin ratio
The chart of Martin ratio for TRUP, currently valued at 8.31, compared to the broader market0.0010.0020.0030.008.31

TDOC vs. TRUP - Sharpe Ratio Comparison

The current TDOC Sharpe Ratio is -0.72, which is lower than the TRUP Sharpe Ratio of 1.90. The chart below compares the historical Sharpe Ratios of TDOC and TRUP, 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-1.000.001.002.00JuneJulyAugustSeptemberOctoberNovember
-0.72
1.90
TDOC
TRUP

Dividends

TDOC vs. TRUP - Dividend Comparison

Neither TDOC nor TRUP has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

TDOC vs. TRUP - Drawdown Comparison

The maximum TDOC drawdown since its inception was -97.69%, which is greater than TRUP's maximum drawdown of -87.34%. Use the drawdown chart below to compare losses from any high point for TDOC and TRUP. For additional features, visit the drawdowns tool.


-100.00%-90.00%-80.00%-70.00%-60.00%JuneJulyAugustSeptemberOctoberNovember
-96.71%
-65.41%
TDOC
TRUP

Volatility

TDOC vs. TRUP - Volatility Comparison

Teladoc Health, Inc. (TDOC) has a higher volatility of 16.43% compared to Trupanion, Inc. (TRUP) at 14.07%. This indicates that TDOC's price experiences larger fluctuations and is considered to be riskier than TRUP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


10.00%20.00%30.00%40.00%JuneJulyAugustSeptemberOctoberNovember
16.43%
14.07%
TDOC
TRUP

Financials

TDOC vs. TRUP - Financials Comparison

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