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

Performance

DCO vs. NCNO - Performance Comparison

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

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Returns By Period

In the year-to-date period, DCO achieves a 72.96% return, which is significantly higher than NCNO's -40.25% return.


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%

NCNO

1D
3.93%
1M
-0.07%
YTD
-40.25%
6M
-39.85%
1Y
-44.23%
3Y*
-14.24%
5Y*
-24.86%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

DCO vs. NCNO - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
DCO
Ducommun Incorporated
72.96%49.43%22.28%4.20%6.82%-12.91%68.50%
NCNO
nCino, Inc.
-40.25%-23.65%-0.15%27.19%-51.80%-24.24%1.99%

Correlation

The correlation between DCO and NCNO is 0.08, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.08

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

0.22

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

0.27

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

0.24

The correlation between DCO and NCNO shifts across timeframes, from 0.08 (1 year) to 0.27 (5 years), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap

DCO:

$2.57B

NCNO:

$1.68B

EPS

DCO:

-$2.27

NCNO:

$0.12

PS Ratio

DCO:

2.98

NCNO:

2.86

PB Ratio

DCO:

3.83

NCNO:

1.73

Total Revenue (TTM)

DCO:

$839.64M

NCNO:

$610.06M

Gross Profit (TTM)

DCO:

$226.25M

NCNO:

$374.67M

EBITDA (TTM)

DCO:

$11.47M

NCNO:

$49.42M

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Return for Risk

DCO vs. NCNO — 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

NCNO
NCNO Risk / Return Rank: 99
Overall Rank
NCNO Sharpe Ratio Rank: 66
Sharpe Ratio Rank
NCNO Sortino Ratio Rank: 77
Sortino Ratio Rank
NCNO Omega Ratio Rank: 99
Omega Ratio Rank
NCNO Calmar Ratio Rank: 1313
Calmar Ratio Rank
NCNO Martin Ratio Rank: 1111
Martin Ratio Rank
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. NCNO - Risk-Adjusted Trends Comparison

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


DCONCNODifference
Sharpe ratioReturn per unit of total volatility

+4.19

Sortino ratioReturn per unit of downside risk

+5.02

Omega ratioGain probability vs. loss probability

1.48

0.84

+0.65

Calmar ratioReturn relative to maximum drawdown

7.24

-0.78

+8.02

Martin ratioReturn relative to average drawdown

21.90

-1.33

+23.23

DCO vs. NCNO - Sharpe Ratio Comparison

The current DCO Sharpe Ratio is 3.24, which is higher than the NCNO Sharpe Ratio of -0.95. The chart below compares the historical Sharpe Ratios of DCO and NCNO, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

DCO vs. NCNO - Drawdown Comparison

The maximum DCO drawdown since its inception was -95.13%, which is greater than NCNO's maximum drawdown of -85.71%. Use the drawdown chart below to compare losses from any high point for DCO and NCNO.


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Drawdown Indicators


DCONCNODifference

Max Drawdown

Largest peak-to-trough decline

-95.13%

-85.71%

-9.42%

Max Drawdown (1Y)

Largest decline over 1 year

-16.03%

-57.14%

+41.11%

Max Drawdown (3Y)

Largest decline over 3 years

-23.46%

-67.14%

+43.68%

Max Drawdown (5Y)

Largest decline over 5 years

-30.81%

-82.07%

+51.26%

Max Drawdown (10Y)

Largest decline over 10 years

-70.83%

Current Drawdown

Current decline from peak

-0.28%

-84.37%

+84.09%

Average Drawdown

Average peak-to-trough decline

-38.17%

-59.13%

+20.96%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.29%

33.27%

-27.98%

Volatility

DCO vs. NCNO - Volatility Comparison

The current volatility for Ducommun Incorporated (DCO) is 12.10%, while nCino, Inc. (NCNO) has a volatility of 15.76%. This indicates that DCO experiences smaller price fluctuations and is considered to be less risky than NCNO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


DCONCNODifference

Volatility (1M)

Calculated over the trailing 1-month period

12.10%

15.76%

-3.66%

Volatility (6M)

Calculated over the trailing 6-month period

27.13%

37.33%

-10.20%

Volatility (1Y)

Calculated over the trailing 1-year period

35.91%

46.53%

-10.62%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

33.64%

53.43%

-19.79%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

43.62%

55.52%

-11.90%

Dividends

DCO vs. NCNO - Dividend Comparison

Neither DCO nor NCNO has paid dividends to shareholders.


Tickers have no history of dividend payments

Financials

DCO vs. NCNO - Financials Comparison

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


100.00M150.00M200.00M20222023202420252026
209.02M
159.41M
(DCO) Total Revenue
(NCNO) Total Revenue
Values in USD except per share items

DCO vs. NCNO - Profitability Comparison

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

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

20.0%30.0%40.0%50.0%60.0%20222023202420252026
26.9%
63.3%
Portfolio components
DCO - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Ducommun Incorporated reported a gross profit of 56.23M and revenue of 209.02M. Therefore, the gross margin over that period was 26.9%.

NCNO - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, nCino, Inc. reported a gross profit of 100.94M and revenue of 159.41M. Therefore, the gross margin over that period was 63.3%.

DCO - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Ducommun Incorporated reported an operating income of 15.72M and revenue of 209.02M, resulting in an operating margin of 7.5%.

NCNO - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, nCino, Inc. reported an operating income of 21.12M and revenue of 159.41M, resulting in an operating margin of 13.3%.

DCO - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Ducommun Incorporated reported a net income of 9.92M and revenue of 209.02M, resulting in a net margin of 4.7%.

NCNO - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, nCino, Inc. reported a net income of 13.64M and revenue of 159.41M, resulting in a net margin of 8.6%.


Frequently Asked Questions


DCO and NCNO have a correlation of 0.08, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

NCNO has higher volatility (15.76%) compared to DCO (12.10%). In terms of maximum drawdown, DCO dropped -95.13% vs NCNO's -85.71%.

DCO currently has the higher Sharpe Ratio (3.24 vs -0.95), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

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