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

Correlation

The correlation between TMDX and BTC-USD is 0.41, 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.


-0.50.00.51.0
Correlation: 0.4

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.

0.00%500.00%1,000.00%1,500.00%2,000.00%NovemberDecember2025FebruaryMarchApril
321.20%
1,601.99%
TMDX
BTC-USD

Key characteristics

Sharpe Ratio

TMDX:

0.12

BTC-USD:

1.90

Sortino Ratio

TMDX:

0.69

BTC-USD:

2.52

Omega Ratio

TMDX:

1.09

BTC-USD:

1.26

Calmar Ratio

TMDX:

0.13

BTC-USD:

1.68

Martin Ratio

TMDX:

0.21

BTC-USD:

8.54

Ulcer Index

TMDX:

41.70%

BTC-USD:

11.32%

Daily Std Dev

TMDX:

71.06%

BTC-USD:

42.81%

Max Drawdown

TMDX:

-73.69%

BTC-USD:

-93.07%

Current Drawdown

TMDX:

-46.52%

BTC-USD:

-11.73%

Returns By Period

In the year-to-date period, TMDX achieves a 51.05% return, which is significantly higher than BTC-USD's 0.29% return.


TMDX

YTD

51.05%

1M

33.04%

6M

-22.80%

1Y

5.96%

5Y*

39.72%

10Y*

N/A

BTC-USD

YTD

0.29%

1M

7.12%

6M

37.47%

1Y

45.77%

5Y*

65.44%

10Y*

82.48%

*Annualized

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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 5858
Overall Rank
The Sharpe Ratio Rank of TMDX is 5858
Sharpe Ratio Rank
The Sortino Ratio Rank of TMDX is 5858
Sortino Ratio Rank
The Omega Ratio Rank of TMDX is 5858
Omega Ratio Rank
The Calmar Ratio Rank of TMDX is 5959
Calmar Ratio Rank
The Martin Ratio Rank of TMDX is 5555
Martin Ratio Rank

BTC-USD
The Risk-Adjusted Performance Rank of BTC-USD is 9191
Overall Rank
The Sharpe Ratio Rank of BTC-USD is 9393
Sharpe Ratio Rank
The Sortino Ratio Rank of BTC-USD is 8787
Sortino Ratio Rank
The Omega Ratio Rank of BTC-USD is 8888
Omega Ratio Rank
The Calmar Ratio Rank of BTC-USD is 9393
Calmar Ratio Rank
The Martin Ratio Rank of BTC-USD is 9292
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 chart of Sharpe ratio for TMDX, currently valued at -0.79, compared to the broader market-2.00-1.000.001.002.003.00
TMDX: -0.79
BTC-USD: 2.02
The chart of Sortino ratio for TMDX, currently valued at -0.99, compared to the broader market-6.00-4.00-2.000.002.004.00
TMDX: -0.99
BTC-USD: 2.62
The chart of Omega ratio for TMDX, currently valued at 0.87, compared to the broader market0.501.001.502.00
TMDX: 0.87
BTC-USD: 1.27
The chart of Calmar ratio for TMDX, currently valued at 0.13, compared to the broader market0.001.002.003.004.005.00
TMDX: 0.13
BTC-USD: 1.81
The chart of Martin ratio for TMDX, currently valued at -1.14, compared to the broader market-10.00-5.000.005.0010.0015.0020.00
TMDX: -1.14
BTC-USD: 9.04

The current TMDX Sharpe Ratio is 0.12, which is lower than the BTC-USD Sharpe Ratio of 1.90. 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.


Rolling 12-month Sharpe Ratio-1.000.001.002.00NovemberDecember2025FebruaryMarchApril
-0.79
2.02
TMDX
BTC-USD

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 -93.07%. Use the drawdown chart below to compare losses from any high point for TMDX and BTC-USD. For additional features, visit the drawdowns tool.


-70.00%-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%NovemberDecember2025FebruaryMarchApril
-46.52%
-11.73%
TMDX
BTC-USD

Volatility

TMDX vs. BTC-USD - Volatility Comparison

TransMedics Group, Inc. (TMDX) has a higher volatility of 17.73% compared to Bitcoin (BTC-USD) at 16.27%. 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.


10.00%20.00%30.00%40.00%NovemberDecember2025FebruaryMarchApril
17.73%
16.27%
TMDX
BTC-USD