Dexcom (DXCM): analysis and statistics
Return, volatility, Sharpe ratio and risk for Dexcom, a component of both the S&P 500 and the Nasdaq 100 in the Health Care sector. Data as of 2026-09-13.
| Last close price | $83.03 |
| Sector (GICS) | Health Care |
| Annualized return (3.0 yr) | -7.64% |
| Total return over period | -21.09% |
| Annualized volatility | 47.54% |
| Period volatility | 82.08% |
| Sharpe ratio | -0.24 |
| Sortino ratio | -0.32 |
| Max drawdown | -60.95% |
| CVaR 95% (avg. loss, worst 5% of days) | -6.82% |
| Correlation with the S&P 500 | 0.27 |
| Period range | $54.84 – $140.45 |
| Trading days analyzed | 751 |
Over the last 3.0 years, Dexcom (DXCM) has posted an annualized return of -7.64% with annual volatility of 47.54%, a negative Sharpe ratio: over this period it did not beat the risk-free Treasury rate. Its worst stretch (max drawdown from a peak) was -60.95%. Its correlation with the S&P 500 is 0.27, which means it moves fairly independently of the index, useful for diversification.
These are historical, realized metrics, not projections: they describe how the stock behaved, not how it will behave going forward. To see how DXCM would fit inside an optimized portfolio alongside other stocks, try the optimizer.
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Is it part of the S&P 500?
Yes, Dexcom (DXCM) is of both the S&P 500 and the Nasdaq 100.
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