DAVA vs. ZM

Last updated Aug 1, 2026

DAVA (Endava plc) and ZM (Zoom Communications, Inc.) are both stocks. Both are in the Technology sector — DAVA in Software - Infrastructure, ZM in Software - Application. Over the past 5 years, DAVA returned -52.87%/yr vs -23.97%/yr for ZM. Their 0.36 correlation means their historical movements had little consistent relationship.

Performance

DAVA vs. ZM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Endava plc (DAVA) and Zoom Communications, Inc. (ZM). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, DAVA achieves a -52.69% return, which is significantly lower than ZM's 11.33% return.

DAVA

• 1D: 3.46%
• 1M: -0.66%
• 6M: -52.69%
• YTD: -52.69%
• 1Y: -74.96%
• 3Y*: -61.24%
• 5Y*: -52.87%
• 10Y*: —
• ALL TIME*: -23.29%

ZM

• 1D: 4.06%
• 1M: 10.24%
• 6M: 4.31%
• YTD: 11.33%
• 1Y: 35.37%
• 3Y*: 9.63%
• 5Y*: -23.97%
• 10Y*: —
• ALL TIME*: 5.51%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison

Position	Avg. Volume Value (2W)	Avg. Volume Value (1M)	Avg. Volume Value (3M)
DAVA Endava plc	$918.07K	$779.50K	$1.27M
ZM Zoom Communications, Inc.	$292.76M	$286.72M	$412.83M

DAVA vs. ZM - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019
DAVA Endava plc	-52.69%	-79.55%	-60.31%	1.76%	-54.44%	118.79%	64.70%	67.03%
ZM Zoom Communications, Inc.	11.33%	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 historical price movements had little consistent relationship.

	Correlation
Correlation (1Y) Focuses on recent behavior, but can change the most.	0.39
Correlation (3Y) Balances recent behavior with more history.	0.40
Correlation (5Y) Shows whether the relationship held over a longer period.	0.44
Correlation (All Time) Calculated using the full available price history since Apr 18, 2019	0.36

Fundamentals

Market Cap DAVA : $160.19M ZM : $28.17B
EPS DAVA : -£7.90 ZM : $6.81
PS Ratio DAVA : 0.16 ZM : 5.92
PB Ratio DAVA : 0.67 ZM : 2.89
Total Revenue (TTM) DAVA : £729.10M ZM : $4.93B
Gross Profit (TTM) DAVA : £148.10M ZM : $3.82B
EBITDA (TTM) DAVA : £34.71M ZM : $1.90B

Return for Risk

DAVA vs. ZM — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

DAVA

DAVA Risk / Return Rank: 5
DAVA Sharpe Ratio Rank: 3
DAVA Sortino Ratio Rank: 3
DAVA Omega Ratio Rank: 2
DAVA Calmar Ratio Rank: 6
DAVA Martin Ratio Rank: 12

ZM

ZM Risk / Return Rank: 67
ZM Sharpe Ratio Rank: 68
ZM Sortino Ratio Rank: 66
ZM Omega Ratio Rank: 64
ZM Calmar Ratio Rank: 69
ZM Martin Ratio Rank: 69

The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

DAVA vs. ZM - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Endava plc (DAVA) and Zoom 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 ratio: Return per unit of total volatility	-1.09	0.68	-1.78
Sortino ratio: Return per unit of downside risk	-2.01	1.31	-3.32
Omega ratio: Gain probability vs. loss probability	0.72	1.16	-0.43
Calmar ratio: Return relative to maximum drawdown	-0.93	1.15	-2.09
Martin ratio: Return relative to average drawdown	-1.28	2.64	-3.91

DAVA vs. ZM - Sharpe Ratio Comparison

The current DAVA Sharpe Ratio is -1.09, which is lower than the ZM Sharpe Ratio of 0.68. The chart below compares the historical Sharpe Ratios of DAVA and ZM, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

DAVA vs. ZM - Drawdown Comparison

The maximum DAVA drawdown since its inception was -98.47%, 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.

Drawdown Indicators

	DAVA	ZM	Difference
Max Drawdown Largest peak-to-trough decline	-98.47%	-90.27%	-8.20%
Max Drawdown (1Y) Largest decline over 1 year	-82.22%	-25.92%	-56.30%
Max Drawdown (3Y) Largest decline over 3 years	-96.74%	-25.92%	-70.82%
Max Drawdown (5Y) Largest decline over 5 years	-98.47%	-86.19%	-12.28%
Current Drawdown Current decline from peak	-98.24%	-83.10%	-15.14%
Average Drawdown Average peak-to-trough decline	-44.73%	-63.23%	+18.50%
Ulcer Index Depth and duration of drawdowns from previous peaks	60.00%	11.32%	+48.68%

Volatility

DAVA vs. ZM - Volatility Comparison

Endava plc (DAVA) has a higher volatility of 16.52% compared to Zoom Communications, Inc. (ZM) at 11.09%. 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.

Volatility by Period

	DAVA	ZM	Difference
Volatility (1M) Calculated over the trailing 1-month period	16.52%	11.09%	+5.43%
Volatility (6M) Calculated over the trailing 6-month period	46.91%	34.10%	+12.81%
Volatility (1Y) Calculated over the trailing 1-year period	70.45%	43.66%	+26.79%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	59.74%	44.55%	+15.19%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	54.98%	54.28%	+0.70%

Dividends

DAVA vs. ZM - Dividend Comparison

Neither DAVA nor ZM has paid dividends to shareholders.

Tickers have no history of dividend payments

Financials

Frequently Asked Questions

Can I hold both DAVA and ZM in my portfolio?

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.

Which is riskier, DAVA or ZM?

DAVA has higher volatility (16.52%) compared to ZM (11.09%). In terms of maximum drawdown, DAVA dropped -98.47% vs ZM's -90.27%.

Which has better risk-adjusted returns?

ZM currently has the higher Sharpe Ratio (0.68 vs -1.09), 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.