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BOKF vs. DOX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between BOKF and DOX is 0.50, 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.


-0.50.00.51.0
Correlation: 0.5

Performance

BOKF vs. DOX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in BOK Financial Corporation (BOKF) and Amdocs Limited (DOX). The values are adjusted to include any dividend payments, if applicable.

600.00%650.00%700.00%750.00%800.00%850.00%NovemberDecember2025FebruaryMarchApril
642.00%
663.86%
BOKF
DOX

Key characteristics

Sharpe Ratio

BOKF:

0.16

DOX:

0.09

Sortino Ratio

BOKF:

0.43

DOX:

0.25

Omega Ratio

BOKF:

1.05

DOX:

1.03

Calmar Ratio

BOKF:

0.17

DOX:

0.08

Martin Ratio

BOKF:

0.51

DOX:

0.28

Ulcer Index

BOKF:

8.98%

DOX:

6.15%

Daily Std Dev

BOKF:

28.89%

DOX:

20.35%

Max Drawdown

BOKF:

-85.43%

DOX:

-93.37%

Current Drawdown

BOKF:

-23.29%

DOX:

-9.78%

Fundamentals

Market Cap

BOKF:

$5.74B

DOX:

$9.63B

EPS

BOKF:

$8.83

DOX:

$4.37

PE Ratio

BOKF:

10.12

DOX:

19.64

PEG Ratio

BOKF:

2.09

DOX:

1.11

PS Ratio

BOKF:

2.75

DOX:

1.98

PB Ratio

BOKF:

0.99

DOX:

2.75

Total Revenue (TTM)

BOKF:

$2.05B

DOX:

$3.62B

Gross Profit (TTM)

BOKF:

$1.77B

DOX:

$1.29B

EBITDA (TTM)

BOKF:

$637.01M

DOX:

$578.49M

Returns By Period

In the year-to-date period, BOKF achieves a -13.77% return, which is significantly lower than DOX's 1.39% return. Both investments have delivered pretty close results over the past 10 years, with BOKF having a 6.37% annualized return and DOX not far ahead at 6.42%.


BOKF

YTD

-13.77%

1M

-12.56%

6M

-14.59%

1Y

0.29%

5Y*

17.59%

10Y*

6.37%

DOX

YTD

1.39%

1M

-4.53%

6M

-3.27%

1Y

1.25%

5Y*

9.08%

10Y*

6.42%

*Annualized

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Risk-Adjusted Performance

BOKF vs. DOX — Risk-Adjusted Performance Rank

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

BOKF
The Risk-Adjusted Performance Rank of BOKF is 5656
Overall Rank
The Sharpe Ratio Rank of BOKF is 5959
Sharpe Ratio Rank
The Sortino Ratio Rank of BOKF is 5050
Sortino Ratio Rank
The Omega Ratio Rank of BOKF is 4949
Omega Ratio Rank
The Calmar Ratio Rank of BOKF is 6161
Calmar Ratio Rank
The Martin Ratio Rank of BOKF is 5959
Martin Ratio Rank

DOX
The Risk-Adjusted Performance Rank of DOX is 5252
Overall Rank
The Sharpe Ratio Rank of DOX is 5656
Sharpe Ratio Rank
The Sortino Ratio Rank of DOX is 4545
Sortino Ratio Rank
The Omega Ratio Rank of DOX is 4545
Omega Ratio Rank
The Calmar Ratio Rank of DOX is 5656
Calmar Ratio Rank
The Martin Ratio Rank of DOX is 5656
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

BOKF vs. DOX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for BOK Financial Corporation (BOKF) and Amdocs Limited (DOX). 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.


The chart of Sharpe ratio for BOKF, currently valued at 0.16, compared to the broader market-2.00-1.000.001.002.003.00
BOKF: 0.16
DOX: 0.09
The chart of Sortino ratio for BOKF, currently valued at 0.43, compared to the broader market-6.00-4.00-2.000.002.004.00
BOKF: 0.43
DOX: 0.25
The chart of Omega ratio for BOKF, currently valued at 1.05, compared to the broader market0.501.001.502.00
BOKF: 1.05
DOX: 1.03
The chart of Calmar ratio for BOKF, currently valued at 0.17, compared to the broader market0.001.002.003.004.005.00
BOKF: 0.17
DOX: 0.08
The chart of Martin ratio for BOKF, currently valued at 0.51, compared to the broader market-10.00-5.000.005.0010.0015.0020.00
BOKF: 0.51
DOX: 0.28

The current BOKF Sharpe Ratio is 0.16, which is higher than the DOX Sharpe Ratio of 0.09. The chart below compares the historical Sharpe Ratios of BOKF and DOX, 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-1.000.001.002.003.00NovemberDecember2025FebruaryMarchApril
0.16
0.09
BOKF
DOX

Dividends

BOKF vs. DOX - Dividend Comparison

BOKF's dividend yield for the trailing twelve months is around 2.45%, more than DOX's 2.29% yield.


TTM20242023202220212020201920182017201620152014
BOKF
BOK Financial Corporation
2.45%2.09%2.53%2.05%1.98%2.99%2.30%2.59%1.92%2.08%2.83%2.70%
DOX
Amdocs Limited
2.29%2.25%1.98%2.17%1.92%1.85%1.58%1.71%1.34%1.34%1.25%1.33%

Drawdowns

BOKF vs. DOX - Drawdown Comparison

The maximum BOKF drawdown since its inception was -85.43%, smaller than the maximum DOX drawdown of -93.37%. Use the drawdown chart below to compare losses from any high point for BOKF and DOX. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-23.29%
-9.78%
BOKF
DOX

Volatility

BOKF vs. DOX - Volatility Comparison

BOK Financial Corporation (BOKF) has a higher volatility of 12.93% compared to Amdocs Limited (DOX) at 10.93%. This indicates that BOKF's price experiences larger fluctuations and is considered to be riskier than DOX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


4.00%6.00%8.00%10.00%12.00%14.00%NovemberDecember2025FebruaryMarchApril
12.93%
10.93%
BOKF
DOX

Financials

BOKF vs. DOX - Financials Comparison

This section allows you to compare key financial metrics between BOK Financial Corporation and Amdocs Limited. 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