XYZ vs. DXCM
XYZ (Block, Inc) and DXCM (DexCom, Inc.) are both stocks. XYZ operates in Software - Infrastructure (Technology), while DXCM operates in Diagnostics & Research (Healthcare). Over the past 10 years, XYZ returned 22.56%/yr vs 15.60%/yr for DXCM. At a 0.37 correlation, their price movements are largely independent.
Performance
XYZ vs. DXCM - Performance Comparison
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Returns By Period
In the year-to-date period, XYZ achieves a 7.42% return, which is significantly lower than DXCM's 15.44% return. Over the past 10 years, XYZ has outperformed DXCM with an annualized return of 22.56%, while DXCM has yielded a comparatively lower 15.60% annualized return.
XYZ
- 1D
- 2.60%
- 1M
- -6.59%
- YTD
- 7.42%
- 6M
- 14.55%
- 1Y
- 7.59%
- 3Y*
- 2.49%
- 5Y*
- -19.76%
- 10Y*
- 22.56%
DXCM
- 1D
- 5.16%
- 1M
- 26.41%
- YTD
- 15.44%
- 6M
- 16.76%
- 1Y
- -11.60%
- 3Y*
- -14.90%
- 5Y*
- -4.71%
- 10Y*
- 15.60%
XYZ vs. DXCM - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
XYZ Block, Inc | 7.42% | -23.41% | 9.88% | 23.09% | -61.09% | -25.79% | 247.89% | 11.54% | 61.78% | 154.37% |
DXCM DexCom, Inc. | 15.44% | -14.66% | -37.33% | 9.58% | -15.64% | 45.23% | 69.02% | 82.59% | 108.75% | -3.87% |
Correlation
The correlation between XYZ and DXCM is 0.23, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.23 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.29 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.40 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.38 |
Correlation (All Time) Calculated using the full available price history since Nov 20, 2015 | 0.37 |
The correlation between XYZ and DXCM shifts across timeframes, from 0.23 (1 year) to 0.40 (5 years), reflecting how their relationship changes across market environments.
Fundamentals
XYZ:
$41.78B
DXCM:
$30.16B
XYZ:
$1.31
DXCM:
$2.31
XYZ:
53.40
DXCM:
33.11
XYZ:
0.01
DXCM:
0.78
XYZ:
1.76
DXCM:
6.39
XYZ:
1.92
DXCM:
10.20
XYZ:
$24.48B
DXCM:
$4.82B
XYZ:
$11.01B
DXCM:
$2.96B
XYZ:
$2.42B
DXCM:
$1.37B
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Return for Risk
XYZ vs. DXCM — Risk / Return Rank
XYZ
DXCM
XYZ vs. DXCM - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Block, Inc (XYZ) 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.
| XYZ | DXCM | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.45 | ||
| Sortino ratioReturn per unit of downside risk | +0.70 | ||
| Omega ratioGain probability vs. loss probability | 1.07 | 0.98 | +0.09 |
| Calmar ratioReturn relative to maximum drawdown | 0.19 | -0.30 | +0.49 |
| Martin ratioReturn relative to average drawdown | 0.45 | -0.51 | +0.96 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| XYZ | DXCM | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.16 | -0.29 | +0.45 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.33 | -0.10 | -0.23 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.40 | 0.32 | +0.08 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.30 | 0.31 | 0.00 |
Drawdowns
XYZ vs. DXCM - Drawdown Comparison
The maximum XYZ drawdown since its inception was -86.08%, smaller than the maximum DXCM drawdown of -94.61%. Use the drawdown chart below to compare losses from any high point for XYZ and DXCM.
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Drawdown Indicators
| XYZ | DXCM | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -86.08% | -94.61% | +8.53% |
Max Drawdown (1Y)Largest decline over 1 year | -39.48% | -38.75% | -0.73% |
Max Drawdown (3Y)Largest decline over 3 years | -52.96% | -60.95% | +7.99% |
Max Drawdown (5Y)Largest decline over 5 years | -86.08% | -66.32% | -19.76% |
Max Drawdown (10Y)Largest decline over 10 years | -86.08% | -66.32% | -19.76% |
Current DrawdownCurrent decline from peak | -75.19% | -52.94% | -22.25% |
Average DrawdownAverage peak-to-trough decline | -41.01% | -36.00% | -5.01% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 17.04% | 22.71% | -5.67% |
Volatility
XYZ vs. DXCM - Volatility Comparison
Block, Inc (XYZ) and DexCom, Inc. (DXCM) have volatilities of 14.16% and 13.77%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| XYZ | DXCM | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 14.16% | 13.77% | +0.39% |
Volatility (6M)Calculated over the trailing 6-month period | 35.29% | 25.06% | +10.23% |
Volatility (1Y)Calculated over the trailing 1-year period | 46.81% | 40.61% | +6.20% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 60.00% | 46.96% | +13.04% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 56.71% | 48.42% | +8.29% |
Dividends
XYZ vs. DXCM - Dividend Comparison
Neither XYZ nor DXCM has paid dividends to shareholders.
Financials
XYZ vs. DXCM - Financials Comparison
This section allows you to compare key financial metrics between Block, 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.
Total Revenue: Total amount of money received from sales and other business activities
XYZ vs. DXCM - Profitability Comparison
XYZ - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Block, Inc reported a gross profit of 2.91B and revenue of 6.06B. Therefore, the gross margin over that period was 48.0%.
DXCM - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, DexCom, Inc. reported a gross profit of 750.30M and revenue of 1.19B. Therefore, the gross margin over that period was 63.0%.
XYZ - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Block, Inc reported an operating income of -171.99M and revenue of 6.06B, resulting in an operating margin of -2.8%.
DXCM - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, DexCom, Inc. reported an operating income of 255.30M and revenue of 1.19B, resulting in an operating margin of 21.4%.
XYZ - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Block, Inc reported a net income of -308.68M and revenue of 6.06B, resulting in a net margin of -5.1%.
DXCM - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, DexCom, Inc. reported a net income of 199.50M and revenue of 1.19B, resulting in a net margin of 16.7%.
Frequently Asked Questions
XYZ and DXCM have a correlation of 0.23, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
XYZ has higher volatility (14.16%) compared to DXCM (13.77%). In terms of maximum drawdown, XYZ dropped -86.08% vs DXCM's -94.61%.
XYZ currently has the higher Sharpe Ratio (0.16 vs -0.29), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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