DAVA vs. ZM
DAVA (Endava plc) and ZM (Zoom Video Communications, Inc.) are both stocks. DAVA operates in Software - Infrastructure (Technology), while ZM operates in Telecom Services (Communication Services). Over the past 5 years, DAVA returned -52.96%/yr vs -25.88%/yr for ZM. At a 0.36 correlation, their price movements are largely independent.
Performance
DAVA vs. ZM - Performance Comparison
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Returns By Period
In the year-to-date period, DAVA achieves a -57.44% return, which is significantly lower than ZM's -2.26% return.
DAVA
- 1D
- 1.51%
- 1M
- -19.22%
- YTD
- -57.44%
- 6M
- -60.56%
- 1Y
- -80.68%
- 3Y*
- -61.78%
- 5Y*
- -52.96%
- 10Y*
- —
ZM
- 1D
- -2.34%
- 1M
- -20.16%
- YTD
- -2.26%
- 6M
- -6.28%
- 1Y
- 8.14%
- 3Y*
- 8.18%
- 5Y*
- -25.88%
- 10Y*
- —
DAVA vs. ZM - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
DAVA Endava plc | -57.44% | -79.55% | -60.31% | 1.76% | -54.44% | 118.79% | 64.70% | 67.03% |
ZM Zoom Video Communications, Inc. | -2.26% | 5.73% | 13.49% | 6.16% | -63.17% | -45.48% | 395.77% | 4.68% |
Correlation
The correlation between DAVA and ZM is 0.39, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.39 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.41 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.44 |
Correlation (All Time) Calculated using the full available price history since Apr 18, 2019 | 0.36 |
Fundamentals
DAVA:
$140.51M
ZM:
$25.32B
DAVA:
-£7.66
ZM:
$6.79
DAVA:
0.15
ZM:
5.22
DAVA:
0.61
ZM:
2.54
DAVA:
£729.10M
ZM:
$4.93B
DAVA:
£148.10M
ZM:
$3.82B
DAVA:
£34.71M
ZM:
$1.90B
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Return for Risk
DAVA vs. ZM — Risk / Return Rank
DAVA
ZM
DAVA vs. ZM - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Endava plc (DAVA) and Zoom Video Communications, Inc. (ZM). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| DAVA | ZM | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.37 | ||
| Sortino ratioReturn per unit of downside risk | -2.97 | ||
| Omega ratioGain probability vs. loss probability | 0.68 | 1.08 | -0.40 |
| Calmar ratioReturn relative to maximum drawdown | -0.97 | 0.33 | -1.30 |
| Martin ratioReturn relative to average drawdown | -1.44 | 0.88 | -2.32 |
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Drawdowns
DAVA vs. ZM - Drawdown Comparison
The maximum DAVA drawdown since its inception was -98.44%, which is greater than ZM's maximum drawdown of -90.27%. Use the drawdown chart below to compare losses from any high point for DAVA and ZM.
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Drawdown Indicators
| DAVA | ZM | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -98.44% | -90.27% | -8.17% |
Max Drawdown (1Y)Largest decline over 1 year | -83.13% | -24.62% | -58.51% |
Max Drawdown (3Y)Largest decline over 3 years | -96.69% | -25.45% | -71.24% |
Max Drawdown (5Y)Largest decline over 5 years | -98.44% | -86.21% | -12.23% |
Current DrawdownCurrent decline from peak | -98.42% | -85.16% | -13.26% |
Average DrawdownAverage peak-to-trough decline | -43.97% | -62.90% | +18.93% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 56.11% | 9.27% | +46.84% |
Volatility
DAVA vs. ZM - Volatility Comparison
Endava plc (DAVA) has a higher volatility of 24.87% compared to Zoom Video Communications, Inc. (ZM) at 17.89%. This indicates that DAVA's price experiences larger fluctuations and is considered to be riskier than ZM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DAVA | ZM | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 24.87% | 17.89% | +6.98% |
Volatility (6M)Calculated over the trailing 6-month period | 43.88% | 34.83% | +9.05% |
Volatility (1Y)Calculated over the trailing 1-year period | 68.85% | 42.14% | +26.71% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 59.03% | 44.45% | +14.58% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 54.80% | 54.48% | +0.32% |
Dividends
DAVA vs. ZM - Dividend Comparison
Neither DAVA nor ZM has paid dividends to shareholders.
Financials
DAVA vs. ZM - Financials Comparison
This section allows you to compare key financial metrics between Endava plc and Zoom Video Communications, 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
Frequently Asked Questions
DAVA and ZM have a correlation of 0.39, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
DAVA has higher volatility (24.87%) compared to ZM (17.89%). In terms of maximum drawdown, DAVA dropped -98.44% vs ZM's -90.27%.
ZM currently has the higher Sharpe Ratio (0.19 vs -1.18), 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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