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DBX vs. SHOP
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between DBX and SHOP is 0.45, 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.


-0.50.00.51.00.4

Performance

DBX vs. SHOP - Performance Comparison

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

-20.00%0.00%20.00%40.00%60.00%80.00%SeptemberOctoberNovemberDecember2025February
40.26%
72.71%
DBX
SHOP

Key characteristics

Sharpe Ratio

DBX:

0.08

SHOP:

1.17

Sortino Ratio

DBX:

0.31

SHOP:

1.88

Omega Ratio

DBX:

1.06

SHOP:

1.26

Calmar Ratio

DBX:

0.05

SHOP:

0.87

Martin Ratio

DBX:

0.11

SHOP:

3.84

Ulcer Index

DBX:

23.83%

SHOP:

15.69%

Daily Std Dev

DBX:

25.47%

SHOP:

51.32%

Max Drawdown

DBX:

-62.64%

SHOP:

-84.82%

Current Drawdown

DBX:

-20.79%

SHOP:

-23.51%

Fundamentals

Market Cap

DBX:

$10.04B

SHOP:

$141.30B

EPS

DBX:

$1.73

SHOP:

$0.99

PE Ratio

DBX:

19.23

SHOP:

110.02

PEG Ratio

DBX:

2.75

SHOP:

11.14

Total Revenue (TTM)

DBX:

$1.90B

SHOP:

$8.88B

Gross Profit (TTM)

DBX:

$1.58B

SHOP:

$4.47B

EBITDA (TTM)

DBX:

$398.30M

SHOP:

$1.38B

Returns By Period

In the year-to-date period, DBX achieves a 10.75% return, which is significantly lower than SHOP's 21.61% return.


DBX

YTD

10.75%

1M

8.76%

6M

40.26%

1Y

32.66%

5Y*

12.25%

10Y*

N/A

SHOP

YTD

21.61%

1M

25.12%

6M

72.71%

1Y

59.07%

5Y*

19.36%

10Y*

N/A

*Annualized

Compare stocks, funds, or ETFs

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Risk-Adjusted Performance

DBX vs. SHOP — Risk-Adjusted Performance Rank

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

DBX
The Risk-Adjusted Performance Rank of DBX is 4444
Overall Rank
The Sharpe Ratio Rank of DBX is 4848
Sharpe Ratio Rank
The Sortino Ratio Rank of DBX is 3939
Sortino Ratio Rank
The Omega Ratio Rank of DBX is 4242
Omega Ratio Rank
The Calmar Ratio Rank of DBX is 4747
Calmar Ratio Rank
The Martin Ratio Rank of DBX is 4545
Martin Ratio Rank

SHOP
The Risk-Adjusted Performance Rank of SHOP is 7777
Overall Rank
The Sharpe Ratio Rank of SHOP is 8080
Sharpe Ratio Rank
The Sortino Ratio Rank of SHOP is 7777
Sortino Ratio Rank
The Omega Ratio Rank of SHOP is 7878
Omega Ratio Rank
The Calmar Ratio Rank of SHOP is 7575
Calmar Ratio Rank
The Martin Ratio Rank of SHOP is 7676
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

DBX vs. SHOP - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Dropbox, Inc. (DBX) and Shopify Inc. (SHOP). 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 0.08, compared to the broader market-2.000.002.004.000.081.17
The chart of Sortino ratio for DBX, currently valued at 0.31, compared to the broader market-6.00-4.00-2.000.002.004.006.000.311.88
The chart of Omega ratio for DBX, currently valued at 1.06, compared to the broader market0.501.001.502.001.061.26
The chart of Calmar ratio for DBX, currently valued at 0.05, compared to the broader market0.002.004.006.000.050.87
The chart of Martin ratio for DBX, currently valued at 0.11, compared to the broader market0.0010.0020.0030.000.113.84
DBX
SHOP

The current DBX Sharpe Ratio is 0.08, which is lower than the SHOP Sharpe Ratio of 1.17. The chart below compares the historical Sharpe Ratios of DBX and SHOP, 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-0.500.000.501.001.50SeptemberOctoberNovemberDecember2025February
0.08
1.17
DBX
SHOP

Dividends

DBX vs. SHOP - Dividend Comparison

Neither DBX nor SHOP has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

DBX vs. SHOP - Drawdown Comparison

The maximum DBX drawdown since its inception was -62.64%, smaller than the maximum SHOP drawdown of -84.82%. Use the drawdown chart below to compare losses from any high point for DBX and SHOP. For additional features, visit the drawdowns tool.


-60.00%-50.00%-40.00%-30.00%-20.00%SeptemberOctoberNovemberDecember2025February
-20.79%
-23.51%
DBX
SHOP

Volatility

DBX vs. SHOP - Volatility Comparison

The current volatility for Dropbox, Inc. (DBX) is 4.66%, while Shopify Inc. (SHOP) has a volatility of 13.13%. This indicates that DBX experiences smaller price fluctuations and is considered to be less risky than SHOP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%SeptemberOctoberNovemberDecember2025February
4.66%
13.13%
DBX
SHOP

Financials

DBX vs. SHOP - Financials Comparison

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