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TMDX vs. BTC-USD
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Correlation

The correlation between TMDX and BTC-USD is 0.29, 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.

TMDX vs. BTC-USD

Last updated Jun 1, 2025

Compare and contrast key facts about TransMedics Group, Inc. (TMDX) and Bitcoin (BTC-USD).

Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: TMDX or BTC-USD.

Performance

TMDX vs. BTC-USD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in TransMedics Group, Inc. (TMDX) and Bitcoin (BTC-USD). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

TMDX:

-0.10

BTC-USD:

1.05

Sortino Ratio

TMDX:

0.26

BTC-USD:

2.75

Omega Ratio

TMDX:

1.04

BTC-USD:

1.29

Calmar Ratio

TMDX:

-0.16

BTC-USD:

1.89

Martin Ratio

TMDX:

-0.25

BTC-USD:

9.44

Ulcer Index

TMDX:

43.39%

BTC-USD:

11.20%

Daily Std Dev

TMDX:

69.15%

BTC-USD:

41.37%

Max Drawdown

TMDX:

-73.69%

BTC-USD:

-93.18%

Current Drawdown

TMDX:

-27.82%

BTC-USD:

-6.87%

Returns By Period

In the year-to-date period, TMDX achieves a 103.88% return, which is significantly higher than BTC-USD's 11.31% return.

TMDX

YTD

103.88%

1M

40.54%

6M

46.60%

1Y

-6.80%

3Y*

63.34%

5Y*

57.28%

10Y*

N/A

BTC-USD

YTD

11.31%

1M

7.78%

6M

7.83%

1Y

54.10%

3Y*

48.45%

5Y*

61.52%

10Y*

84.64%

*Annualized

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TransMedics Group, Inc.

Bitcoin

Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

TMDX vs. BTC-USD — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
TMDX
The Risk-Adjusted Performance Rank of TMDX is 4343
Overall Rank
The Sharpe Ratio Rank of TMDX is 4545
Sharpe Ratio Rank
The Sortino Ratio Rank of TMDX is 4343
Sortino Ratio Rank
The Omega Ratio Rank of TMDX is 4343
Omega Ratio Rank
The Calmar Ratio Rank of TMDX is 4141
Calmar Ratio Rank
The Martin Ratio Rank of TMDX is 4545
Martin Ratio Rank
BTC-USD
The Risk-Adjusted Performance Rank of BTC-USD is 9090
Overall Rank
The Sharpe Ratio Rank of BTC-USD is 8989
Sharpe Ratio Rank
The Sortino Ratio Rank of BTC-USD is 8888
Sortino Ratio Rank
The Omega Ratio Rank of BTC-USD is 8686
Omega Ratio Rank
The Calmar Ratio Rank of BTC-USD is 9494
Calmar Ratio Rank
The Martin Ratio Rank of BTC-USD is 9191
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.

TMDX vs. BTC-USD - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for TransMedics Group, Inc. (TMDX) and Bitcoin (BTC-USD). 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 current TMDX Sharpe Ratio is -0.10, which is lower than the BTC-USD Sharpe Ratio of 1.05. The chart below compares the historical Sharpe Ratios of TMDX and BTC-USD, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Drawdowns

TMDX vs. BTC-USD - Drawdown Comparison

The maximum TMDX drawdown since its inception was -73.69%, smaller than the maximum BTC-USD drawdown of -93.18%. Use the drawdown chart below to compare losses from any high point for TMDX and BTC-USD.

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Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

TMDX vs. BTC-USD - Volatility Comparison

TransMedics Group, Inc. (TMDX) has a higher volatility of 19.77% compared to Bitcoin (BTC-USD) at 10.39%. This indicates that TMDX's price experiences larger fluctuations and is considered to be riskier than BTC-USD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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