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DOCN vs. ROKU
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between DOCN and ROKU is 0.53, 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.


-0.50.00.51.00.5

Performance

DOCN vs. ROKU - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in DigitalOcean Holdings, Inc. (DOCN) and Roku, Inc. (ROKU). The values are adjusted to include any dividend payments, if applicable.

-80.00%-60.00%-40.00%-20.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-16.00%
-74.69%
DOCN
ROKU

Key characteristics

Sharpe Ratio

DOCN:

-0.04

ROKU:

-0.17

Sortino Ratio

DOCN:

0.30

ROKU:

0.14

Omega Ratio

DOCN:

1.04

ROKU:

1.02

Calmar Ratio

DOCN:

-0.03

ROKU:

-0.11

Martin Ratio

DOCN:

-0.17

ROKU:

-0.30

Ulcer Index

DOCN:

12.37%

ROKU:

31.79%

Daily Std Dev

DOCN:

49.89%

ROKU:

55.84%

Max Drawdown

DOCN:

-84.78%

ROKU:

-91.91%

Current Drawdown

DOCN:

-72.59%

ROKU:

-83.19%

Fundamentals

Market Cap

DOCN:

$3.48B

ROKU:

$12.12B

EPS

DOCN:

$0.86

ROKU:

-$1.19

Total Revenue (TTM)

DOCN:

$756.56M

ROKU:

$3.90B

Gross Profit (TTM)

DOCN:

$455.33M

ROKU:

$1.69B

EBITDA (TTM)

DOCN:

$223.04M

ROKU:

-$133.02M

Returns By Period

In the year-to-date period, DOCN achieves a -2.70% return, which is significantly higher than ROKU's -12.08% return.


DOCN

YTD

-2.70%

1M

-4.88%

6M

5.43%

1Y

-4.70%

5Y*

N/A

10Y*

N/A

ROKU

YTD

-12.08%

1M

17.29%

6M

48.14%

1Y

-12.44%

5Y*

-10.07%

10Y*

N/A

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

DOCN vs. ROKU - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for DigitalOcean Holdings, Inc. (DOCN) and Roku, Inc. (ROKU). 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.


Sharpe ratio
The chart of Sharpe ratio for DOCN, currently valued at -0.04, compared to the broader market-4.00-2.000.002.00-0.04-0.17
The chart of Sortino ratio for DOCN, currently valued at 0.30, compared to the broader market-4.00-2.000.002.004.000.300.14
The chart of Omega ratio for DOCN, currently valued at 1.04, compared to the broader market0.501.001.502.001.041.02
The chart of Calmar ratio for DOCN, currently valued at -0.03, compared to the broader market0.002.004.006.00-0.03-0.11
The chart of Martin ratio for DOCN, currently valued at -0.17, compared to the broader market-5.000.005.0010.0015.0020.0025.00-0.17-0.30
DOCN
ROKU

The current DOCN Sharpe Ratio is -0.04, which is higher than the ROKU Sharpe Ratio of -0.17. The chart below compares the historical Sharpe Ratios of DOCN and ROKU, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-0.500.000.501.001.502.00JulyAugustSeptemberOctoberNovemberDecember
-0.04
-0.17
DOCN
ROKU

Dividends

DOCN vs. ROKU - Dividend Comparison

Neither DOCN nor ROKU has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

DOCN vs. ROKU - Drawdown Comparison

The maximum DOCN drawdown since its inception was -84.78%, smaller than the maximum ROKU drawdown of -91.91%. Use the drawdown chart below to compare losses from any high point for DOCN and ROKU. For additional features, visit the drawdowns tool.


-90.00%-85.00%-80.00%-75.00%-70.00%JulyAugustSeptemberOctoberNovemberDecember
-72.59%
-83.19%
DOCN
ROKU

Volatility

DOCN vs. ROKU - Volatility Comparison

The current volatility for DigitalOcean Holdings, Inc. (DOCN) is 12.35%, while Roku, Inc. (ROKU) has a volatility of 17.04%. This indicates that DOCN experiences smaller price fluctuations and is considered to be less risky than ROKU based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


10.00%15.00%20.00%25.00%JulyAugustSeptemberOctoberNovemberDecember
12.35%
17.04%
DOCN
ROKU

Financials

DOCN vs. ROKU - Financials Comparison

This section allows you to compare key financial metrics between DigitalOcean Holdings, Inc. and Roku, 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


Values in USD except per share items
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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