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DOCN vs. ^IXIC
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Correlation

The correlation between DOCN and ^IXIC is 0.60, 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.


-0.50.00.51.00.6

Performance

DOCN vs. ^IXIC - Performance Comparison

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

-40.00%-20.00%0.00%20.00%40.00%60.00%JulyAugustSeptemberOctoberNovemberDecember
-18.14%
49.61%
DOCN
^IXIC

Key characteristics

Sharpe Ratio

DOCN:

-0.06

^IXIC:

1.67

Sortino Ratio

DOCN:

0.27

^IXIC:

2.22

Omega Ratio

DOCN:

1.03

^IXIC:

1.30

Calmar Ratio

DOCN:

-0.04

^IXIC:

2.29

Martin Ratio

DOCN:

-0.26

^IXIC:

8.49

Ulcer Index

DOCN:

12.25%

^IXIC:

3.55%

Daily Std Dev

DOCN:

49.92%

^IXIC:

17.98%

Max Drawdown

DOCN:

-84.78%

^IXIC:

-77.93%

Current Drawdown

DOCN:

-73.29%

^IXIC:

-3.87%

Returns By Period

In the year-to-date period, DOCN achieves a -5.18% return, which is significantly lower than ^IXIC's 29.19% return.


DOCN

YTD

-5.18%

1M

-4.45%

6M

0.12%

1Y

-5.46%

5Y*

N/A

10Y*

N/A

^IXIC

YTD

29.19%

1M

3.20%

6M

8.57%

1Y

29.26%

5Y*

16.85%

10Y*

15.10%

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Risk-Adjusted Performance

DOCN vs. ^IXIC - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for DigitalOcean Holdings, Inc. (DOCN) and NASDAQ Composite (^IXIC). 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 -0.06, compared to the broader market-4.00-2.000.002.00-0.061.67
The chart of Sortino ratio for DOCN, currently valued at 0.27, compared to the broader market-4.00-2.000.002.004.000.272.22
The chart of Omega ratio for DOCN, currently valued at 1.03, compared to the broader market0.501.001.502.001.031.30
The chart of Calmar ratio for DOCN, currently valued at -0.04, compared to the broader market0.002.004.006.00-0.042.29
The chart of Martin ratio for DOCN, currently valued at -0.26, compared to the broader market0.0010.0020.00-0.268.49
DOCN
^IXIC

The current DOCN Sharpe Ratio is -0.06, which is lower than the ^IXIC Sharpe Ratio of 1.67. The chart below compares the historical Sharpe Ratios of DOCN and ^IXIC, 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-1.000.001.002.003.00JulyAugustSeptemberOctoberNovemberDecember
-0.06
1.67
DOCN
^IXIC

Drawdowns

DOCN vs. ^IXIC - Drawdown Comparison

The maximum DOCN drawdown since its inception was -84.78%, which is greater than ^IXIC's maximum drawdown of -77.93%. Use the drawdown chart below to compare losses from any high point for DOCN and ^IXIC. For additional features, visit the drawdowns tool.


-80.00%-60.00%-40.00%-20.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-73.29%
-3.87%
DOCN
^IXIC

Volatility

DOCN vs. ^IXIC - Volatility Comparison

DigitalOcean Holdings, Inc. (DOCN) has a higher volatility of 13.04% compared to NASDAQ Composite (^IXIC) at 5.05%. This indicates that DOCN's price experiences larger fluctuations and is considered to be riskier than ^IXIC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%JulyAugustSeptemberOctoberNovemberDecember
13.04%
5.05%
DOCN
^IXIC
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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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