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

Correlation

The correlation between TNDM and DXCM is 0.43, 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.


-0.50.00.51.00.4

Performance

TNDM vs. DXCM - Performance Comparison

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

-40.00%-30.00%-20.00%-10.00%0.00%10.00%JulyAugustSeptemberOctoberNovemberDecember
-22.49%
-34.68%
TNDM
DXCM

Key characteristics

Sharpe Ratio

TNDM:

0.25

DXCM:

-0.70

Sortino Ratio

TNDM:

0.92

DXCM:

-0.63

Omega Ratio

TNDM:

1.10

DXCM:

0.87

Calmar Ratio

TNDM:

0.18

DXCM:

-0.63

Martin Ratio

TNDM:

0.73

DXCM:

-1.19

Ulcer Index

TNDM:

23.06%

DXCM:

32.32%

Daily Std Dev

TNDM:

68.27%

DXCM:

54.88%

Max Drawdown

TNDM:

-99.25%

DXCM:

-94.61%

Current Drawdown

TNDM:

-88.99%

DXCM:

-53.43%

Fundamentals

Market Cap

TNDM:

$2.25B

DXCM:

$30.39B

EPS

TNDM:

-$1.94

DXCM:

$1.65

PEG Ratio

TNDM:

0.00

DXCM:

1.19

Total Revenue (TTM)

TNDM:

$973.67M

DXCM:

$3.95B

Gross Profit (TTM)

TNDM:

$425.41M

DXCM:

$2.44B

EBITDA (TTM)

TNDM:

-$99.45M

DXCM:

$975.30M

Returns By Period

In the year-to-date period, TNDM achieves a 11.56% return, which is significantly higher than DXCM's -38.90% return. Over the past 10 years, TNDM has underperformed DXCM with an annualized return of -11.53%, while DXCM has yielded a comparatively higher 18.35% annualized return.


TNDM

YTD

11.56%

1M

14.74%

6M

-22.95%

1Y

14.86%

5Y*

-11.58%

10Y*

-11.53%

DXCM

YTD

-38.90%

1M

1.26%

6M

-34.68%

1Y

-35.00%

5Y*

7.30%

10Y*

18.35%

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Risk-Adjusted Performance

TNDM vs. DXCM - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Tandem Diabetes Care, Inc. (TNDM) 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 TNDM, currently valued at 0.22, compared to the broader market-4.00-2.000.002.000.22-0.70
The chart of Sortino ratio for TNDM, currently valued at 0.88, compared to the broader market-4.00-2.000.002.004.000.88-0.63
The chart of Omega ratio for TNDM, currently valued at 1.10, compared to the broader market0.501.001.502.001.100.87
The chart of Calmar ratio for TNDM, currently valued at 0.16, compared to the broader market0.002.004.006.000.16-0.63
The chart of Martin ratio for TNDM, currently valued at 0.64, compared to the broader market0.0010.0020.000.64-1.19
TNDM
DXCM

The current TNDM Sharpe Ratio is 0.25, which is higher than the DXCM Sharpe Ratio of -0.70. The chart below compares the historical Sharpe Ratios of TNDM 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-1.00-0.500.000.501.001.50JulyAugustSeptemberOctoberNovemberDecember
0.22
-0.70
TNDM
DXCM

Dividends

TNDM vs. DXCM - Dividend Comparison

Neither TNDM nor DXCM has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

TNDM vs. DXCM - Drawdown Comparison

The maximum TNDM drawdown since its inception was -99.25%, roughly equal to the maximum DXCM drawdown of -94.61%. Use the drawdown chart below to compare losses from any high point for TNDM and DXCM. For additional features, visit the drawdowns tool.


-90.00%-80.00%-70.00%-60.00%-50.00%-40.00%-30.00%JulyAugustSeptemberOctoberNovemberDecember
-88.99%
-53.43%
TNDM
DXCM

Volatility

TNDM vs. DXCM - Volatility Comparison

Tandem Diabetes Care, Inc. (TNDM) has a higher volatility of 17.46% compared to DexCom, Inc. (DXCM) at 9.99%. This indicates that TNDM'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
17.46%
9.99%
TNDM
DXCM

Financials

TNDM vs. DXCM - Financials Comparison

This section allows you to compare key financial metrics between Tandem Diabetes Care, 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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