DCO vs. SHOP
DCO (Ducommun Incorporated) and SHOP (Shopify Inc.) are both stocks. DCO operates in Aerospace & Defense (Industrials), while SHOP operates in Software - Application (Technology). Over the past 10 years, DCO returned 23.79%/yr vs 43.59%/yr for SHOP. At a 0.21 correlation, their price movements are largely independent.
Performance
DCO vs. SHOP - Performance Comparison
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Returns By Period
In the year-to-date period, DCO achieves a 72.96% return, which is significantly higher than SHOP's -32.76% return. Over the past 10 years, DCO has underperformed SHOP with an annualized return of 23.79%, while SHOP has yielded a comparatively higher 43.59% annualized 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%
SHOP
- 1D
- -2.02%
- 1M
- 13.46%
- YTD
- -32.76%
- 6M
- -34.08%
- 1Y
- -0.89%
- 3Y*
- 19.24%
- 5Y*
- -2.79%
- 10Y*
- 43.59%
DCO vs. SHOP - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DCO Ducommun Incorporated | 72.96% | 49.43% | 22.28% | 4.20% | 6.82% | -12.91% | 6.27% | 39.12% | 27.66% | 11.31% |
SHOP Shopify Inc. | -32.76% | 51.39% | 36.50% | 124.43% | -74.80% | 21.68% | 184.71% | 187.17% | 37.08% | 135.60% |
Correlation
The correlation between DCO and SHOP is 0.21, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.21 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.26 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.28 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.22 |
Correlation (All Time) Calculated using the full available price history since May 21, 2015 | 0.21 |
Fundamentals
DCO:
$2.57B
SHOP:
$141.08B
DCO:
-$2.27
SHOP:
$1.02
DCO:
2.98
SHOP:
15.39
DCO:
3.83
SHOP:
11.29
DCO:
$839.64M
SHOP:
$9.20B
DCO:
$226.25M
SHOP:
$5.93B
DCO:
$11.47M
SHOP:
$1.60B
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Return for Risk
DCO vs. SHOP — Risk / Return Rank
DCO
SHOP
DCO vs. SHOP - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Ducommun Incorporated (DCO) 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.
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.
| DCO | SHOP | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +3.25 | ||
| Sortino ratioReturn per unit of downside risk | +3.22 | ||
| Omega ratioGain probability vs. loss probability | 1.48 | 1.05 | +0.44 |
| Calmar ratioReturn relative to maximum drawdown | 7.24 | -0.02 | +7.26 |
| Martin ratioReturn relative to average drawdown | 21.90 | -0.04 | +21.94 |
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Drawdowns
DCO vs. SHOP - Drawdown Comparison
The maximum DCO drawdown since its inception was -95.13%, which is greater than SHOP's maximum drawdown of -84.82%. Use the drawdown chart below to compare losses from any high point for DCO and SHOP.
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Drawdown Indicators
| DCO | SHOP | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -95.13% | -84.82% | -10.31% |
Max Drawdown (1Y)Largest decline over 1 year | -16.03% | -46.71% | +30.68% |
Max Drawdown (3Y)Largest decline over 3 years | -23.46% | -46.71% | +23.25% |
Max Drawdown (5Y)Largest decline over 5 years | -30.81% | -84.82% | +54.01% |
Max Drawdown (10Y)Largest decline over 10 years | -70.83% | -84.82% | +13.99% |
Current DrawdownCurrent decline from peak | -0.28% | -39.53% | +39.25% |
Average DrawdownAverage peak-to-trough decline | -38.17% | -28.23% | -9.94% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.29% | 22.27% | -16.98% |
Volatility
DCO vs. SHOP - Volatility Comparison
The current volatility for Ducommun Incorporated (DCO) is 12.10%, while Shopify Inc. (SHOP) has a volatility of 15.38%. This indicates that DCO 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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Volatility by Period
| DCO | SHOP | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 12.10% | 15.38% | -3.28% |
Volatility (6M)Calculated over the trailing 6-month period | 27.13% | 43.41% | -16.28% |
Volatility (1Y)Calculated over the trailing 1-year period | 35.91% | 57.03% | -21.12% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 33.64% | 65.55% | -31.91% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 43.62% | 59.07% | -15.45% |
Dividends
DCO vs. SHOP - Dividend Comparison
Neither DCO nor SHOP has paid dividends to shareholders.
Financials
DCO vs. SHOP - Financials Comparison
This section allows you to compare key financial metrics between Ducommun Incorporated 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.
Total Revenue: Total amount of money received from sales and other business activities
Frequently Asked Questions
DCO and SHOP have a correlation of 0.21, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SHOP has higher volatility (15.38%) compared to DCO (12.10%). In terms of maximum drawdown, DCO dropped -95.13% vs SHOP's -84.82%.
DCO currently has the higher Sharpe Ratio (3.24 vs -0.02), 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.
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