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DMRC vs. BA
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between DMRC and BA is 0.58, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Performance

DMRC vs. BA - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Digimarc Corporation (DMRC) and The Boeing Company (BA). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

DMRC:

-0.66

BA:

0.52

Sortino Ratio

DMRC:

-0.67

BA:

0.92

Omega Ratio

DMRC:

0.90

BA:

1.12

Calmar Ratio

DMRC:

-0.62

BA:

0.27

Martin Ratio

DMRC:

-1.33

BA:

1.37

Ulcer Index

DMRC:

38.82%

BA:

13.42%

Daily Std Dev

DMRC:

76.18%

BA:

39.10%

Max Drawdown

DMRC:

-84.72%

BA:

-88.94%

Current Drawdown

DMRC:

-80.05%

BA:

-51.82%

Fundamentals

Market Cap

DMRC:

$282.55M

BA:

$156.97B

EPS

DMRC:

-$1.88

BA:

-$18.55

PEG Ratio

DMRC:

-0.69

BA:

6.53

PS Ratio

DMRC:

7.47

BA:

2.26

PB Ratio

DMRC:

5.65

BA:

0.00

Total Revenue (TTM)

DMRC:

$37.85M

BA:

$69.44B

Gross Profit (TTM)

DMRC:

$24.11M

BA:

-$1.45B

EBITDA (TTM)

DMRC:

-$34.67M

BA:

-$7.03B

Returns By Period

In the year-to-date period, DMRC achieves a -65.07% return, which is significantly lower than BA's 17.13% return. Over the past 10 years, DMRC has underperformed BA with an annualized return of -7.90%, while BA has yielded a comparatively higher 5.03% annualized return.


DMRC

YTD

-65.07%

1M

-0.08%

6M

-61.40%

1Y

-50.45%

3Y*

-8.83%

5Y*

-5.32%

10Y*

-7.90%

BA

YTD

17.13%

1M

13.14%

6M

33.38%

1Y

20.01%

3Y*

16.42%

5Y*

7.29%

10Y*

5.03%

*Annualized

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Digimarc Corporation

The Boeing Company

Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

DMRC vs. BA — Risk-Adjusted Performance Rank

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

DMRC
The Risk-Adjusted Performance Rank of DMRC is 1414
Overall Rank
The Sharpe Ratio Rank of DMRC is 1414
Sharpe Ratio Rank
The Sortino Ratio Rank of DMRC is 1818
Sortino Ratio Rank
The Omega Ratio Rank of DMRC is 1616
Omega Ratio Rank
The Calmar Ratio Rank of DMRC is 1212
Calmar Ratio Rank
The Martin Ratio Rank of DMRC is 1111
Martin Ratio Rank

BA
The Risk-Adjusted Performance Rank of BA is 6565
Overall Rank
The Sharpe Ratio Rank of BA is 6868
Sharpe Ratio Rank
The Sortino Ratio Rank of BA is 6363
Sortino Ratio Rank
The Omega Ratio Rank of BA is 6262
Omega Ratio Rank
The Calmar Ratio Rank of BA is 6464
Calmar Ratio Rank
The Martin Ratio Rank of BA is 6767
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

DMRC vs. BA - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Digimarc Corporation (DMRC) and The Boeing Company (BA). 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.


The current DMRC Sharpe Ratio is -0.66, which is lower than the BA Sharpe Ratio of 0.52. The chart below compares the historical Sharpe Ratios of DMRC and BA, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

DMRC vs. BA - Dividend Comparison

Neither DMRC nor BA has paid dividends to shareholders.


TTM20242023202220212020201920182017201620152014
DMRC
Digimarc Corporation
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.81%
BA
The Boeing Company
0.00%0.00%0.00%0.00%0.00%0.96%2.52%2.12%1.93%2.80%2.52%2.25%

Drawdowns

DMRC vs. BA - Drawdown Comparison

The maximum DMRC drawdown since its inception was -84.72%, roughly equal to the maximum BA drawdown of -88.94%. Use the drawdown chart below to compare losses from any high point for DMRC and BA.


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Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

DMRC vs. BA - Volatility Comparison

Digimarc Corporation (DMRC) has a higher volatility of 16.84% compared to The Boeing Company (BA) at 6.19%. This indicates that DMRC's price experiences larger fluctuations and is considered to be riskier than BA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Financials

DMRC vs. BA - Financials Comparison

This section allows you to compare key financial metrics between Digimarc Corporation and The Boeing Company. 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


0.005.00B10.00B15.00B20.00B20212022202320242025
9.37M
19.50B
(DMRC) Total Revenue
(BA) Total Revenue
Values in USD except per share items