DCO vs. ENV

Last updated Jun 9, 2026

DCO (Ducommun Incorporated) and ENV (Envestnet, Inc.) are both stocks. DCO operates in Aerospace & Defense (Industrials), while ENV operates in Software - Application (Technology). At a 0.28 correlation, their price movements are largely independent.

Performance

DCO vs. ENV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Ducommun Incorporated (DCO) and Envestnet, Inc. (ENV). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

DCO

• 1D: 0.10%
• 1M: 9.33%
• YTD: 57.72%
• 6M: 66.60%
• 1Y: 103.39%
• 3Y*: 48.55%
• 5Y*: 22.05%
• 10Y*: 22.92%

ENV

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

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

DCO vs. ENV - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
DCO Ducommun Incorporated	57.72%	49.43%	22.28%	4.20%	6.82%	-12.91%	6.27%	39.12%	27.66%	11.31%
ENV Envestnet, Inc.	0.00%	0.00%	27.50%	-19.74%	-22.23%	-3.58%	18.18%	41.55%	-1.32%	41.42%

Correlation

The correlation between DCO and ENV is 0.28, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (3Y) Calculated over the trailing 3-year period	0.13
Correlation (5Y) Calculated over the trailing 5-year period	0.24
Correlation (10Y) Calculated over the trailing 10-year period	0.28
Correlation (All Time) Calculated using the full available price history since Jul 30, 2010	0.29

The correlation between DCO and ENV shifts across timeframes, from 0.13 (3 years) to 0.28 (all time), reflecting how their relationship changes across market environments.

Fundamentals

Total Revenue (TTM) DCO : $839.64M ENV : $1.34B
Gross Profit (TTM) DCO : $226.25M ENV : $911.20M
EBITDA (TTM) DCO : $11.47M ENV : -$92.97M

Return for Risk

DCO vs. ENV — Risk / Return Rank

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

DCO

DCO Risk / Return Rank: 94
DCO Sharpe Ratio Rank: 95
DCO Sortino Ratio Rank: 92
DCO Omega Ratio Rank: 92
DCO Calmar Ratio Rank: 95
DCO Martin Ratio Rank: 96

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.

DCO vs. ENV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Ducommun Incorporated (DCO) and Envestnet, Inc. (ENV). 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.

	DCO	ENV	Difference
Sharpe ratio: Return per unit of total volatility	2.97	—	—
Sortino ratio: Return per unit of downside risk	3.36	—	—
Omega ratio: Gain probability vs. loss probability	1.45	—	—
Calmar ratio: Return relative to maximum drawdown	6.49	—	—
Martin ratio: Return relative to average drawdown	19.63	—	—
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

	DCO	ENV	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.97	—	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.66	—	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.53	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.16	—	—

Drawdowns

Drawdown Indicators

	DCO	ENV	Difference
Max Drawdown Largest peak-to-trough decline	-95.13%	—	—
Max Drawdown (1Y) Largest decline over 1 year	-16.03%	—	—
Max Drawdown (3Y) Largest decline over 3 years	-23.46%	—	—
Max Drawdown (5Y) Largest decline over 5 years	-30.81%	—	—
Max Drawdown (10Y) Largest decline over 10 years	-70.83%	—	—
Current Drawdown Current decline from peak	-1.45%	—	—
Average Drawdown Average peak-to-trough decline	-38.18%	—	—
Ulcer Index Depth and duration of drawdowns from previous peaks	5.29%	—	—

Volatility

Volatility by Period

	DCO	ENV	Difference
Volatility (1M) Calculated over the trailing 1-month period	10.51%	—	—
Volatility (6M) Calculated over the trailing 6-month period	26.06%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	35.06%	—	—
Volatility (5Y) Calculated over the trailing 5-year period, annualized	33.47%	—	—
Volatility (10Y) Calculated over the trailing 10-year period, annualized	43.67%	—	—

Dividends

DCO vs. ENV - Dividend Comparison

Neither DCO nor ENV has paid dividends to shareholders.

Tickers have no history of dividend payments

Financials

Frequently Asked Questions

Can I hold both DCO and ENV in my portfolio?

DCO and ENV have a correlation of 0.28, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.