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

Correlation

The correlation between DBX and SHOP is 0.53, 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.


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.

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Key characteristics

Sharpe Ratio

DBX:

0.82

SHOP:

1.29

Sortino Ratio

DBX:

1.17

SHOP:

1.88

Omega Ratio

DBX:

1.18

SHOP:

1.25

Calmar Ratio

DBX:

0.51

SHOP:

0.96

Martin Ratio

DBX:

2.56

SHOP:

4.79

Ulcer Index

DBX:

9.99%

SHOP:

13.85%

Daily Std Dev

DBX:

32.68%

SHOP:

60.25%

Max Drawdown

DBX:

-62.64%

SHOP:

-84.82%

Current Drawdown

DBX:

-30.26%

SHOP:

-38.28%

Fundamentals

Market Cap

DBX:

$8.43B

SHOP:

$135.99B

EPS

DBX:

$1.40

SHOP:

$1.23

PE Ratio

DBX:

20.92

SHOP:

84.83

PEG Ratio

DBX:

2.23

SHOP:

1.12

PS Ratio

DBX:

3.32

SHOP:

15.35

PB Ratio

DBX:

29.81

SHOP:

10.59

Total Revenue (TTM)

DBX:

$1.92B

SHOP:

$9.38B

Gross Profit (TTM)

DBX:

$1.58B

SHOP:

$4.68B

EBITDA (TTM)

DBX:

$448.70M

SHOP:

$1.23B

Returns By Period

In the year-to-date period, DBX achieves a -2.50% return, which is significantly lower than SHOP's -1.87% return.


DBX

YTD

-2.50%

1M

8.16%

6M

3.98%

1Y

26.63%

5Y*

6.39%

10Y*

N/A

SHOP

YTD

-1.87%

1M

24.64%

6M

15.95%

1Y

77.03%

5Y*

6.74%

10Y*

N/A

*Annualized

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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 7474
Overall Rank
The Sharpe Ratio Rank of DBX is 8080
Sharpe Ratio Rank
The Sortino Ratio Rank of DBX is 6969
Sortino Ratio Rank
The Omega Ratio Rank of DBX is 7373
Omega Ratio Rank
The Calmar Ratio Rank of DBX is 7272
Calmar Ratio Rank
The Martin Ratio Rank of DBX is 7676
Martin Ratio Rank

SHOP
The Risk-Adjusted Performance Rank of SHOP is 8585
Overall Rank
The Sharpe Ratio Rank of SHOP is 8989
Sharpe Ratio Rank
The Sortino Ratio Rank of SHOP is 8484
Sortino Ratio Rank
The Omega Ratio Rank of SHOP is 8383
Omega Ratio Rank
The Calmar Ratio Rank of SHOP is 8383
Calmar Ratio Rank
The Martin Ratio Rank of SHOP is 8585
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.


The current DBX Sharpe Ratio is 0.82, which is lower than the SHOP Sharpe Ratio of 1.29. 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.


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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.


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Volatility

DBX vs. SHOP - Volatility Comparison

The current volatility for Dropbox, Inc. (DBX) is 5.75%, while Shopify Inc. (SHOP) has a volatility of 17.62%. 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.


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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


500.00M1.00B1.50B2.00B2.50B3.00B20212022202320242025
643.60M
2.36B
(DBX) Total Revenue
(SHOP) Total Revenue
Values in USD except per share items

DBX vs. SHOP - Profitability Comparison

The chart below illustrates the profitability comparison between Dropbox, Inc. and Shopify Inc. over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

50.0%60.0%70.0%80.0%20212022202320242025
81.2%
49.5%
(DBX) Gross Margin
(SHOP) Gross Margin
DBX - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, Dropbox, Inc. reported a gross profit of 522.80M and revenue of 643.60M. Therefore, the gross margin over that period was 81.2%.

SHOP - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, Shopify Inc. reported a gross profit of 1.17B and revenue of 2.36B. Therefore, the gross margin over that period was 49.5%.

DBX - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, Dropbox, Inc. reported an operating income of 87.90M and revenue of 643.60M, resulting in an operating margin of 13.7%.

SHOP - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, Shopify Inc. reported an operating income of 203.00M and revenue of 2.36B, resulting in an operating margin of 8.6%.

DBX - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, Dropbox, Inc. reported a net income of 102.80M and revenue of 643.60M, resulting in a net margin of 16.0%.

SHOP - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, Shopify Inc. reported a net income of -682.00M and revenue of 2.36B, resulting in a net margin of -28.9%.