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USD=X vs. DXCM
Performance
Return for Risk
Drawdowns
Volatility

Performance

USD=X vs. DXCM - Performance Comparison

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

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Returns By Period


USD=X

1D
0.00%
1M
0.00%
YTD
0.00%
6M
0.00%
1Y
0.00%
3Y*
0.00%
5Y*
0.00%
10Y*
0.00%

DXCM

1D
0.16%
1M
28.68%
YTD
13.56%
6M
12.56%
1Y
-9.03%
3Y*
-15.73%
5Y*
-5.51%
10Y*
15.17%
*Multi-year figures are annualized to reflect compound growth (CAGR)

USD=X vs. DXCM - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
USD=X
USD Cash
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
DXCM
DexCom, Inc.
13.56%-14.66%-37.33%9.58%-15.64%45.23%69.02%82.59%108.75%-3.87%

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Return for Risk

USD=X vs. DXCM — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

USD=X

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.


DXCM
DXCM Risk / Return Rank: 3333
Overall Rank
DXCM Sharpe Ratio Rank: 3333
Sharpe Ratio Rank
DXCM Sortino Ratio Rank: 3131
Sortino Ratio Rank
DXCM Omega Ratio Rank: 3131
Omega Ratio Rank
DXCM Calmar Ratio Rank: 3535
Calmar Ratio Rank
DXCM Martin Ratio Rank: 3636
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

USD=X vs. DXCM - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for USD Cash (USD=X) 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


USD=XDXCMDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.00

Calmar ratioReturn relative to maximum drawdown

-0.23

Martin ratioReturn relative to average drawdown

-0.40

USD=X vs. DXCM - Sharpe Ratio Comparison


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Drawdowns

USD=X vs. DXCM - Drawdown Comparison

The maximum USD=X drawdown since its inception was 0.00%, smaller than the maximum DXCM drawdown of -94.61%. Use the drawdown chart below to compare losses from any high point for USD=X and DXCM.


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Drawdown Indicators


USD=XDXCMDifference

Max Drawdown

Largest peak-to-trough decline

0.00%

-94.61%

+94.61%

Max Drawdown (1Y)

Largest decline over 1 year

0.00%

-38.75%

+38.75%

Max Drawdown (3Y)

Largest decline over 3 years

0.00%

-60.95%

+60.95%

Max Drawdown (5Y)

Largest decline over 5 years

0.00%

-66.32%

+66.32%

Max Drawdown (10Y)

Largest decline over 10 years

0.00%

-66.32%

+66.32%

Current Drawdown

Current decline from peak

0.00%

-53.71%

+53.71%

Average Drawdown

Average peak-to-trough decline

0.00%

-36.02%

+36.02%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.00%

22.77%

-22.77%

Volatility

USD=X vs. DXCM - Volatility Comparison

The current volatility for USD Cash (USD=X) is 0.00%, while DexCom, Inc. (DXCM) has a volatility of 13.27%. This indicates that USD=X experiences smaller price fluctuations and is considered to be less risky than DXCM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


USD=XDXCMDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.00%

13.27%

-13.27%

Volatility (6M)

Calculated over the trailing 6-month period

0.00%

25.48%

-25.48%

Volatility (1Y)

Calculated over the trailing 1-year period

0.00%

40.74%

-40.74%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

0.00%

46.98%

-46.98%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

0.00%

48.43%

-48.43%

Frequently Asked Questions


DXCM has higher volatility (13.27%) compared to USD=X (0.00%). In terms of maximum drawdown, USD=X dropped 0.00% vs DXCM's -94.61%.

Portfolio Optimizer

Find the right allocation for USD=X and DXCM

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