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DCO vs. ML
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

DCO vs. ML - Performance Comparison

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

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Returns By Period


DCO

1D
-0.28%
1M
8.86%
YTD
72.96%
6M
74.63%
1Y
115.37%
3Y*
53.56%
5Y*
23.90%
10Y*
23.79%

ML

1D
1M
YTD
6M
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

DCO vs. ML - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
DCO
Ducommun Incorporated
72.96%49.43%22.28%4.20%6.82%-12.91%30.31%
ML
MoneyLion Inc.
0.00%-0.13%37.20%237.04%-84.62%-64.34%15.19%

Correlation

The correlation between DCO and ML is 0.18, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (3Y)
Calculated over the trailing 3-year period

0.19

Correlation (5Y)
Calculated over the trailing 5-year period

0.20

Correlation (All Time)
Calculated using the full available price history since Aug 14, 2020

0.18

Fundamentals

Total Revenue (TTM)

DCO:

$839.64M

ML:

$545.91M

Gross Profit (TTM)

DCO:

$226.25M

ML:

$409.26M

EBITDA (TTM)

DCO:

$11.47M

ML:

$56.96M

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Return for Risk

DCO vs. ML — Risk / Return Rank

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

DCO
DCO Risk / Return Rank: 9595
Overall Rank
DCO Sharpe Ratio Rank: 9696
Sharpe Ratio Rank
DCO Sortino Ratio Rank: 9494
Sortino Ratio Rank
DCO Omega Ratio Rank: 9393
Omega Ratio Rank
DCO Calmar Ratio Rank: 9696
Calmar Ratio Rank
DCO Martin Ratio Rank: 9696
Martin Ratio Rank

ML

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

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. ML - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Ducommun Incorporated (DCO) 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


DCOMLDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.48

Calmar ratioReturn relative to maximum drawdown

7.24

Martin ratioReturn relative to average drawdown

21.90

DCO vs. ML - Sharpe Ratio Comparison


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Drawdowns

DCO vs. ML - Drawdown Comparison


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Drawdown Indicators


DCOMLDifference

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

-0.28%

Average Drawdown

Average peak-to-trough decline

-38.17%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.29%

Volatility

DCO vs. ML - Volatility Comparison


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Volatility by Period


DCOMLDifference

Volatility (1M)

Calculated over the trailing 1-month period

12.10%

Volatility (6M)

Calculated over the trailing 6-month period

27.13%

Volatility (1Y)

Calculated over the trailing 1-year period

35.91%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

33.64%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

43.62%

Dividends

DCO vs. ML - Dividend Comparison

Neither DCO nor ML has paid dividends to shareholders.


Tickers have no history of dividend payments

Financials

DCO vs. ML - Financials Comparison

This section allows you to compare key financial metrics between Ducommun Incorporated and MoneyLion 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


50.00M100.00M150.00M200.00M20222023202420252026
209.02M
158.59M
(DCO) Total Revenue
(ML) Total Revenue
Values in USD except per share items

Frequently Asked Questions


DCO and ML have a correlation of 0.18, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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Find the right allocation for DCO and ML

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