DCO vs. STNE
DCO (Ducommun Incorporated) and STNE (StoneCo Ltd.) are both stocks. DCO operates in Aerospace & Defense (Industrials), while STNE operates in Software - Application (Technology). Over the past 5 years, DCO returned 23.90%/yr vs -26.45%/yr for STNE. At a 0.28 correlation, their price movements are largely independent.
Performance
DCO vs. STNE - 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 STNE's -7.84% 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%
STNE
- 1D
- 0.09%
- 1M
- 16.20%
- YTD
- -7.84%
- 6M
- -12.12%
- 1Y
- -2.22%
- 3Y*
- 0.22%
- 5Y*
- -26.45%
- 10Y*
- —
DCO vs. STNE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
DCO Ducommun Incorporated | 72.96% | 49.43% | 22.28% | 4.20% | 6.82% | -12.91% | 6.27% | 39.12% | 2.83% |
STNE StoneCo Ltd. | -7.84% | 85.57% | -55.80% | 91.00% | -44.01% | -79.91% | 110.38% | 116.32% | -42.37% |
Correlation
The correlation between DCO and STNE is 0.25, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.25 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.23 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.26 |
Correlation (All Time) Calculated using the full available price history since Oct 25, 2018 | 0.28 |
Fundamentals
DCO:
$2.57B
STNE:
$2.85B
DCO:
-$2.27
STNE:
R$12.96
DCO:
2.98
STNE:
1.32
DCO:
3.83
STNE:
1.20
DCO:
$839.64M
STNE:
R$11.69B
DCO:
$226.25M
STNE:
R$8.11B
DCO:
$11.47M
STNE:
R$3.75B
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Return for Risk
DCO vs. STNE — Risk / Return Rank
DCO
STNE
DCO vs. STNE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Ducommun Incorporated (DCO) and StoneCo Ltd. (STNE). 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 | STNE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +3.28 | ||
| Sortino ratioReturn per unit of downside risk | +3.32 | ||
| Omega ratioGain probability vs. loss probability | 1.48 | 1.04 | +0.44 |
| Calmar ratioReturn relative to maximum drawdown | 7.24 | -0.06 | +7.29 |
| Martin ratioReturn relative to average drawdown | 21.90 | -0.11 | +22.01 |
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Drawdowns
DCO vs. STNE - Drawdown Comparison
The maximum DCO drawdown since its inception was -95.13%, roughly equal to the maximum STNE drawdown of -92.31%. Use the drawdown chart below to compare losses from any high point for DCO and STNE.
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Drawdown Indicators
| DCO | STNE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -95.13% | -92.31% | -2.82% |
Max Drawdown (1Y)Largest decline over 1 year | -16.03% | -40.22% | +24.19% |
Max Drawdown (3Y)Largest decline over 3 years | -23.46% | -57.64% | +34.18% |
Max Drawdown (5Y)Largest decline over 5 years | -30.81% | -89.72% | +58.91% |
Max Drawdown (10Y)Largest decline over 10 years | -70.83% | — | — |
Current DrawdownCurrent decline from peak | -0.28% | -85.51% | +85.23% |
Average DrawdownAverage peak-to-trough decline | -38.17% | -61.22% | +23.05% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.29% | 20.10% | -14.81% |
Volatility
DCO vs. STNE - Volatility Comparison
The current volatility for Ducommun Incorporated (DCO) is 12.10%, while StoneCo Ltd. (STNE) has a volatility of 14.09%. This indicates that DCO experiences smaller price fluctuations and is considered to be less risky than STNE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DCO | STNE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 12.10% | 14.09% | -1.99% |
Volatility (6M)Calculated over the trailing 6-month period | 27.13% | 39.14% | -12.01% |
Volatility (1Y)Calculated over the trailing 1-year period | 35.91% | 51.30% | -15.39% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 33.64% | 64.94% | -31.30% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 43.62% | 67.40% | -23.78% |
Dividends
DCO vs. STNE - Dividend Comparison
DCO has not paid dividends to shareholders, while STNE's dividend yield for the trailing twelve months is around 22.47%.
| Position | TTM |
|---|---|
DCO Ducommun Incorporated | 0.00% |
STNE StoneCo Ltd. | 22.47% |
Financials
DCO vs. STNE - Financials Comparison
This section allows you to compare key financial metrics between Ducommun Incorporated and StoneCo Ltd.. 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 STNE have a correlation of 0.25, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
STNE has higher volatility (14.09%) compared to DCO (12.10%). In terms of maximum drawdown, DCO dropped -95.13% vs STNE's -92.31%.
DCO currently has the higher Sharpe Ratio (3.24 vs -0.04), 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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