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

Correlation

The correlation between BOKF and DOX is 0.29, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.00.3

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.

0.00%10.00%20.00%30.00%JulyAugustSeptemberOctoberNovemberDecember
22.23%
11.67%
BOKF
DOX

Key characteristics

Sharpe Ratio

BOKF:

1.17

DOX:

0.05

Sortino Ratio

BOKF:

1.82

DOX:

0.18

Omega Ratio

BOKF:

1.22

DOX:

1.02

Calmar Ratio

BOKF:

1.15

DOX:

0.04

Martin Ratio

BOKF:

6.93

DOX:

0.10

Ulcer Index

BOKF:

4.63%

DOX:

8.38%

Daily Std Dev

BOKF:

27.47%

DOX:

17.67%

Max Drawdown

BOKF:

-85.43%

DOX:

-93.37%

Current Drawdown

BOKF:

-9.01%

DOX:

-10.06%

Fundamentals

Market Cap

BOKF:

$7.33B

DOX:

$10.00B

EPS

BOKF:

$7.30

DOX:

$4.25

PE Ratio

BOKF:

15.66

DOX:

20.45

PEG Ratio

BOKF:

2.09

DOX:

1.14

Total Revenue (TTM)

BOKF:

$2.88B

DOX:

$3.75B

Gross Profit (TTM)

BOKF:

$2.17B

DOX:

$1.29B

EBITDA (TTM)

BOKF:

$1.52B

DOX:

$697.69M

Returns By Period

In the year-to-date period, BOKF achieves a 30.10% return, which is significantly higher than DOX's 0.15% return. Over the past 10 years, BOKF has outperformed DOX with an annualized return of 8.69%, while DOX has yielded a comparatively lower 8.17% annualized return.


BOKF

YTD

30.10%

1M

-7.35%

6M

22.23%

1Y

30.31%

5Y*

7.28%

10Y*

8.69%

DOX

YTD

0.15%

1M

1.02%

6M

11.67%

1Y

0.59%

5Y*

5.76%

10Y*

8.17%

Compare stocks, funds, or ETFs

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Risk-Adjusted Performance

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.


Sharpe ratio
The chart of Sharpe ratio for BOKF, currently valued at 1.17, compared to the broader market-4.00-2.000.002.001.170.05
The chart of Sortino ratio for BOKF, currently valued at 1.82, compared to the broader market-4.00-2.000.002.004.001.820.18
The chart of Omega ratio for BOKF, currently valued at 1.22, compared to the broader market0.501.001.502.001.221.02
The chart of Calmar ratio for BOKF, currently valued at 1.15, compared to the broader market0.002.004.006.001.150.04
The chart of Martin ratio for BOKF, currently valued at 6.93, compared to the broader market-5.000.005.0010.0015.0020.0025.006.930.10
BOKF
DOX

The current BOKF Sharpe Ratio is 1.17, which is higher than the DOX Sharpe Ratio of 0.05. 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-1.000.001.002.003.00JulyAugustSeptemberOctoberNovemberDecember
1.17
0.05
BOKF
DOX

Dividends

BOKF vs. DOX - Dividend Comparison

BOKF's dividend yield for the trailing twelve months is around 2.04%, less than DOX's 2.16% yield.


TTM20232022202120202019201820172016201520142013
BOKF
BOK Financial Corporation
2.04%2.53%2.05%1.98%2.99%2.30%2.59%1.92%2.08%2.83%2.70%2.32%
DOX
Amdocs Limited
2.16%1.98%2.17%1.92%1.85%1.58%1.71%1.34%1.34%1.25%1.33%1.26%

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.


-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-9.01%
-10.06%
BOKF
DOX

Volatility

BOKF vs. DOX - Volatility Comparison

BOK Financial Corporation (BOKF) has a higher volatility of 7.04% compared to Amdocs Limited (DOX) at 4.08%. 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%JulyAugustSeptemberOctoberNovemberDecember
7.04%
4.08%
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
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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