PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
DBX vs. AKAM
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between DBX and AKAM is 0.46, 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.


-0.50.00.51.00.5

Performance

DBX vs. AKAM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Dropbox, Inc. (DBX) and Akamai Technologies, Inc. (AKAM). The values are adjusted to include any dividend payments, if applicable.

0.00%10.00%20.00%30.00%40.00%JulyAugustSeptemberOctoberNovemberDecember
37.16%
8.91%
DBX
AKAM

Key characteristics

Sharpe Ratio

DBX:

0.03

AKAM:

-0.60

Sortino Ratio

DBX:

0.26

AKAM:

-0.64

Omega Ratio

DBX:

1.05

AKAM:

0.90

Calmar Ratio

DBX:

0.02

AKAM:

-0.24

Martin Ratio

DBX:

0.04

AKAM:

-0.83

Ulcer Index

DBX:

24.99%

AKAM:

21.72%

Daily Std Dev

DBX:

34.73%

AKAM:

29.82%

Max Drawdown

DBX:

-62.64%

AKAM:

-99.80%

Current Drawdown

DBX:

-26.79%

AKAM:

-70.10%

Fundamentals

Market Cap

DBX:

$9.29B

AKAM:

$14.63B

EPS

DBX:

$1.73

AKAM:

$3.38

PE Ratio

DBX:

17.80

AKAM:

28.80

PEG Ratio

DBX:

2.54

AKAM:

1.23

Total Revenue (TTM)

DBX:

$2.54B

AKAM:

$3.97B

Gross Profit (TTM)

DBX:

$2.09B

AKAM:

$2.26B

EBITDA (TTM)

DBX:

$551.30M

AKAM:

$1.28B

Returns By Period

In the year-to-date period, DBX achieves a 4.31% return, which is significantly higher than AKAM's -17.23% return.


DBX

YTD

4.31%

1M

8.39%

6M

37.15%

1Y

2.30%

5Y*

11.68%

10Y*

N/A

AKAM

YTD

-17.23%

1M

5.22%

6M

8.92%

1Y

-17.68%

5Y*

2.53%

10Y*

4.39%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

DBX vs. AKAM - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Dropbox, Inc. (DBX) and Akamai Technologies, Inc. (AKAM). 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 DBX, currently valued at 0.03, compared to the broader market-4.00-2.000.002.000.03-0.60
The chart of Sortino ratio for DBX, currently valued at 0.26, compared to the broader market-4.00-2.000.002.004.000.26-0.64
The chart of Omega ratio for DBX, currently valued at 1.05, compared to the broader market0.501.001.502.001.050.90
The chart of Calmar ratio for DBX, currently valued at 0.02, compared to the broader market0.002.004.006.000.02-0.55
The chart of Martin ratio for DBX, currently valued at 0.04, compared to the broader market0.0010.0020.000.04-0.83
DBX
AKAM

The current DBX Sharpe Ratio is 0.03, which is higher than the AKAM Sharpe Ratio of -0.60. The chart below compares the historical Sharpe Ratios of DBX and AKAM, 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-0.80-0.60-0.40-0.200.000.20JulyAugustSeptemberOctoberNovemberDecember
0.03
-0.60
DBX
AKAM

Dividends

DBX vs. AKAM - Dividend Comparison

Neither DBX nor AKAM has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

DBX vs. AKAM - Drawdown Comparison

The maximum DBX drawdown since its inception was -62.64%, smaller than the maximum AKAM drawdown of -99.80%. Use the drawdown chart below to compare losses from any high point for DBX and AKAM. For additional features, visit the drawdowns tool.


-50.00%-45.00%-40.00%-35.00%-30.00%-25.00%-20.00%-15.00%JulyAugustSeptemberOctoberNovemberDecember
-26.79%
-23.66%
DBX
AKAM

Volatility

DBX vs. AKAM - Volatility Comparison

Dropbox, Inc. (DBX) has a higher volatility of 9.22% compared to Akamai Technologies, Inc. (AKAM) at 6.81%. This indicates that DBX's price experiences larger fluctuations and is considered to be riskier than AKAM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%JulyAugustSeptemberOctoberNovemberDecember
9.22%
6.81%
DBX
AKAM

Financials

DBX vs. AKAM - Financials Comparison

This section allows you to compare key financial metrics between Dropbox, Inc. and Akamai Technologies, 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.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


Values in USD except per share items
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


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.

Copyright © 2024 PortfoliosLab