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TMDX vs. DXCM
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between TMDX and DXCM is 0.32, 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.


-0.50.00.51.00.3

Performance

TMDX vs. DXCM - Performance Comparison

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

-60.00%-40.00%-20.00%0.00%20.00%JulyAugustSeptemberOctoberNovemberDecember
-55.99%
-31.38%
TMDX
DXCM

Key characteristics

Sharpe Ratio

TMDX:

-0.30

DXCM:

-0.57

Sortino Ratio

TMDX:

0.01

DXCM:

-0.41

Omega Ratio

TMDX:

1.00

DXCM:

0.92

Calmar Ratio

TMDX:

-0.32

DXCM:

-0.52

Martin Ratio

TMDX:

-0.87

DXCM:

-0.97

Ulcer Index

TMDX:

24.02%

DXCM:

32.43%

Daily Std Dev

TMDX:

68.36%

DXCM:

54.91%

Max Drawdown

TMDX:

-73.69%

DXCM:

-94.61%

Current Drawdown

TMDX:

-65.26%

DXCM:

-50.84%

Fundamentals

Market Cap

TMDX:

$2.21B

DXCM:

$30.39B

EPS

TMDX:

$0.93

DXCM:

$1.65

PE Ratio

TMDX:

70.65

DXCM:

47.15

Total Revenue (TTM)

TMDX:

$401.09M

DXCM:

$3.95B

Gross Profit (TTM)

TMDX:

$237.79M

DXCM:

$2.44B

EBITDA (TTM)

TMDX:

$58.14M

DXCM:

$975.30M

Returns By Period

In the year-to-date period, TMDX achieves a -22.48% return, which is significantly higher than DXCM's -35.50% return.


TMDX

YTD

-22.48%

1M

-26.21%

6M

-57.51%

1Y

-20.78%

5Y*

26.91%

10Y*

N/A

DXCM

YTD

-35.50%

1M

6.38%

6M

-31.38%

1Y

-34.82%

5Y*

8.46%

10Y*

19.53%

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Risk-Adjusted Performance

TMDX vs. DXCM - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for TransMedics Group, Inc. (TMDX) 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.


Sharpe ratio
The chart of Sharpe ratio for TMDX, currently valued at -0.30, compared to the broader market-4.00-2.000.002.00-0.30-0.57
The chart of Sortino ratio for TMDX, currently valued at 0.01, compared to the broader market-4.00-2.000.002.004.000.01-0.41
The chart of Omega ratio for TMDX, currently valued at 1.00, compared to the broader market0.501.001.502.001.000.92
The chart of Calmar ratio for TMDX, currently valued at -0.32, compared to the broader market0.002.004.006.00-0.32-0.52
The chart of Martin ratio for TMDX, currently valued at -0.87, compared to the broader market-5.000.005.0010.0015.0020.0025.00-0.87-0.97
TMDX
DXCM

The current TMDX Sharpe Ratio is -0.30, which is higher than the DXCM Sharpe Ratio of -0.57. The chart below compares the historical Sharpe Ratios of TMDX and DXCM, 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-1.000.001.002.003.00JulyAugustSeptemberOctoberNovemberDecember
-0.30
-0.57
TMDX
DXCM

Dividends

TMDX vs. DXCM - Dividend Comparison

Neither TMDX nor DXCM has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

TMDX vs. DXCM - Drawdown Comparison

The maximum TMDX drawdown since its inception was -73.69%, smaller than the maximum DXCM drawdown of -94.61%. Use the drawdown chart below to compare losses from any high point for TMDX and DXCM. For additional features, visit the drawdowns tool.


-70.00%-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-65.26%
-50.84%
TMDX
DXCM

Volatility

TMDX vs. DXCM - Volatility Comparison

TransMedics Group, Inc. (TMDX) has a higher volatility of 24.28% compared to DexCom, Inc. (DXCM) at 11.34%. This indicates that TMDX'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.


10.00%20.00%30.00%40.00%50.00%60.00%JulyAugustSeptemberOctoberNovemberDecember
24.28%
11.34%
TMDX
DXCM

Financials

TMDX vs. DXCM - Financials Comparison

This section allows you to compare key financial metrics between TransMedics Group, Inc. 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.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


Values in USD except per share items
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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