DAVE vs. ML

Last updated Apr 1, 2026

Compare and contrast key facts about Dave Inc. (DAVE) and MoneyLion Inc. (ML).

Performance

DAVE vs. ML - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Dave Inc. (DAVE) and MoneyLion Inc. (ML). The values are adjusted to include any dividend payments, if applicable.

DAVE vs. ML - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021
DAVE Dave Inc.	-21.37%	154.73%	936.61%	-9.64%	-97.17%	4.59%
ML MoneyLion Inc.	0.00%	-0.13%	37.20%	237.04%	-84.62%	-59.62%

Fundamentals

Total Revenue (TTM) DAVE : $511.91M ML : $545.91M
Gross Profit (TTM) DAVE : $408.56M ML : $409.26M
EBITDA (TTM) DAVE : $143.27M ML : $56.96M

Returns By Period

DAVE

• 1D: 2.73%
• 1M: -9.92%
• YTD: -21.37%
• 6M: -12.67%
• 1Y: 110.61%
• 3Y*: 206.27%
• 5Y*: —
• 10Y*: —

ML

• 1D: —
• 1M: —
• YTD: —
• 6M: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

Return for Risk

DAVE vs. ML — Risk / Return Rank

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

DAVE

DAVE Risk / Return Rank: 80
DAVE Sharpe Ratio Rank: 81
DAVE Sortino Ratio Rank: 81
DAVE Omega Ratio Rank: 79
DAVE Calmar Ratio Rank: 81
DAVE Martin Ratio Rank: 75

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

DAVE vs. ML - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Dave Inc. (DAVE) and MoneyLion Inc. (ML). 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.

	DAVE	ML	Difference
Sharpe ratio Return per unit of total volatility	1.30	—	—
Sortino ratio Return per unit of downside risk	2.13	—	—
Omega ratio Gain probability vs. loss probability	1.27	—	—
Calmar ratio Return relative to maximum drawdown	2.37	—	—
Martin ratio Return relative to average drawdown	4.46	—	—
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

Sharpe Ratios by Period

	DAVE	ML	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.30	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	-0.12	—	—

Correlation

The correlation between DAVE and ML is 0.27, 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.

Dividends

DAVE vs. ML - Dividend Comparison

Neither DAVE nor ML has paid dividends to shareholders.

Tickers have no history of dividend payments

Drawdowns

Drawdown Indicators

	DAVE	ML	Difference
Max Drawdown Largest peak-to-trough decline	-99.01%	—	—
Max Drawdown (1Y) Largest decline over 1 year	-44.67%	—	—
Current Drawdown Current decline from peak	-61.96%	—	—
Average Drawdown Average peak-to-trough decline	-69.90%	—	—
Ulcer Index Depth and duration of drawdowns from previous peaks	23.73%	—	—

Volatility

Volatility by Period

	DAVE	ML	Difference
Volatility (1M) Calculated over the trailing 1-month period	17.42%	—	—
Volatility (6M) Calculated over the trailing 6-month period	49.64%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	85.60%	—	—
Volatility (5Y) Calculated over the trailing 5-year period, annualized	98.22%	—	—
Volatility (10Y) Calculated over the trailing 10-year period, annualized	98.22%	—	—

Financials