DXCM vs F: Correlation
How closely do Dexcom (DXCM) and Ford Motor Company (F) trade together? Their weekly returns over three years give a correlation of 0.36, which is moderate.
Data as of 2026-08-27 · refreshed every trading day · weekly returns · methodology
How correlated are DXCM and F?
Across a 3-year window, the weekly returns of DXCM and F correlate at 0.36, moderate. Recent behaviour matches the longer record: 0.42 over 1 year against 0.36 over 3. Stretching to 5 years gives 0.36, with an annualized covariance of 611.3 %².
Among the 28 assets we track against DXCM, F ranks #10 by 3-year correlation. On 12-month performance F holds a 5.7-point edge, +16.9% against +22.6%. Across three years, the rolling one-year figure varied moderately, from 0.18 to 0.53.
How is this computed?
Pearson correlation on weekly returns: ρ(A,B) = cov(rA, rB) / (σA · σB), over windows of 52, 156 and 260 weeks. Covariance is annualized (×52) and expressed in %². Full definitions on the methodology page.
DXCM vs F: side by side
| DXCM (Dexcom) | F (Ford Motor Company) | |
|---|---|---|
| 1-year return | +16.9% | +22.6% |
| 5-year return | -31.5% | +45.8% |
| Volatility (ann.) | 46.7% | 36.1% |
| Beta vs S&P 500 | 1.02 | 1.06 |
| Max drawdown (3Y) | -61.0% | -36.5% |
| Market cap | $33.7B | $55.6B |
| P/E (trailing) | 35.2 | – |
| Dividend yield | 0.00% | 4.32% |
| Sector / category | Health Care | Consumer Discretionary |
Year-by-year returns
| Year | DXCM | F |
|---|---|---|
| 2022 | -15.6% | -42.2% |
| 2023 | +9.6% | +15.8% |
| 2024 | -37.3% | -13.1% |
| 2025 | -14.7% | +42.3% |
| 2026 | +34.5% | +10.0% |
Calendar-year price returns; the current year is year-to-date as of the data date above.
Are DXCM and F good diversifiers for each other?
Reasonably. At 0.36, DXCM and F keep a meaningful degree of independence, and combining them has historically reduced portfolio volatility.
FAQ
What is the correlation between DXCM and F?
Using weekly returns as of 2026-08-27: 0.36 over 3 years, with 0.42 over the last year and 0.36 over 5 years.
Is F a good diversifier for DXCM?
Reasonably. At 0.36, DXCM and F keep a meaningful degree of independence, and combining them has historically reduced portfolio volatility.
What does a correlation of 0.36 mean?
A reading of 0.36 sits on a scale from −1 (opposite moves) through 0 (unrelated) to +1 (identical moves). Correlation captures direction, not magnitude or performance.
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Related comparisons
Hubs: DXCM correlations · F correlations
