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DOCS vs. SBS
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

DOCS vs. SBS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Doximity, Inc. (DOCS) and Companhia de Saneamento Básico do Estado de São Paulo - SABESP (SBS). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, DOCS achieves a -54.74% return, which is significantly lower than SBS's 15.28% return.


DOCS

1D
0.10%
1M
-14.32%
YTD
-54.74%
6M
-54.30%
1Y
-64.81%
3Y*
-14.86%
5Y*
10Y*

SBS

1D
-0.18%
1M
-6.98%
YTD
15.28%
6M
14.60%
1Y
38.40%
3Y*
40.12%
5Y*
32.68%
10Y*
16.43%
*Multi-year figures are annualized to reflect compound growth (CAGR)

DOCS vs. SBS - Yearly Performance Comparison


2026 (YTD)20252024202320222021
DOCS
Doximity, Inc.
-54.74%-17.06%90.41%-16.45%-33.05%21.76%
SBS
Companhia de Saneamento Básico do Estado de São Paulo - SABESP
15.28%80.60%-4.21%46.89%48.42%-2.91%

Correlation

The correlation between DOCS and SBS is 0.01, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.01

Correlation (3Y)
Calculated over the trailing 3-year period

0.09

Correlation (All Time)
Calculated using the full available price history since Jun 24, 2021

0.11

Fundamentals

Market Cap

DOCS:

$3.91B

SBS:

$19.24B

EPS

DOCS:

$0.98

SBS:

R$2.48

PE Ratio

DOCS:

20.35

SBS:

11.24

PEG Ratio

DOCS:

1.74

SBS:

0.22

PS Ratio

DOCS:

6.19

SBS:

2.48

PB Ratio

DOCS:

4.11

SBS:

2.27

Total Revenue (TTM)

DOCS:

$644.86M

SBS:

R$38.70B

Gross Profit (TTM)

DOCS:

$574.54M

SBS:

R$13.96B

EBITDA (TTM)

DOCS:

$245.76M

SBS:

R$14.87B

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Return for Risk

DOCS vs. SBS — Risk / Return Rank

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

DOCS
DOCS Risk / Return Rank: 55
Overall Rank
DOCS Sharpe Ratio Rank: 22
Sharpe Ratio Rank
DOCS Sortino Ratio Rank: 33
Sortino Ratio Rank
DOCS Omega Ratio Rank: 22
Omega Ratio Rank
DOCS Calmar Ratio Rank: 99
Calmar Ratio Rank
DOCS Martin Ratio Rank: 88
Martin Ratio Rank

SBS
SBS Risk / Return Rank: 7373
Overall Rank
SBS Sharpe Ratio Rank: 7777
Sharpe Ratio Rank
SBS Sortino Ratio Rank: 7373
Sortino Ratio Rank
SBS Omega Ratio Rank: 6969
Omega Ratio Rank
SBS Calmar Ratio Rank: 7171
Calmar Ratio Rank
SBS Martin Ratio Rank: 7676
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

DOCS vs. SBS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Doximity, Inc. (DOCS) and Companhia de Saneamento Básico do Estado de São Paulo - SABESP (SBS). 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.


DOCSSBSDifference
Sharpe ratioReturn per unit of total volatility

-2.34

Sortino ratioReturn per unit of downside risk

-3.72

Omega ratioGain probability vs. loss probability

0.72

1.21

-0.49

Calmar ratioReturn relative to maximum drawdown

-0.85

1.55

-2.41

Martin ratioReturn relative to average drawdown

-1.43

4.65

-6.08

DOCS vs. SBS - Sharpe Ratio Comparison

The current DOCS Sharpe Ratio is -1.20, which is lower than the SBS Sharpe Ratio of 1.14. The chart below compares the historical Sharpe Ratios of DOCS and SBS, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

DOCS vs. SBS - Drawdown Comparison

The maximum DOCS drawdown since its inception was -82.35%, which is greater than SBS's maximum drawdown of -76.49%. Use the drawdown chart below to compare losses from any high point for DOCS and SBS.


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Drawdown Indicators


DOCSSBSDifference

Max Drawdown

Largest peak-to-trough decline

-82.35%

-76.49%

-5.86%

Max Drawdown (1Y)

Largest decline over 1 year

-76.03%

-24.88%

-51.15%

Max Drawdown (3Y)

Largest decline over 3 years

-78.34%

-24.88%

-53.46%

Max Drawdown (5Y)

Largest decline over 5 years

-30.35%

Max Drawdown (10Y)

Largest decline over 10 years

-61.91%

Current Drawdown

Current decline from peak

-80.36%

-22.90%

-57.46%

Average Drawdown

Average peak-to-trough decline

-57.18%

-25.70%

-31.48%

Ulcer Index

Depth and duration of drawdowns from previous peaks

45.49%

8.28%

+37.21%

Volatility

DOCS vs. SBS - Volatility Comparison

Doximity, Inc. (DOCS) has a higher volatility of 29.57% compared to Companhia de Saneamento Básico do Estado de São Paulo - SABESP (SBS) at 8.92%. This indicates that DOCS's price experiences larger fluctuations and is considered to be riskier than SBS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


DOCSSBSDifference

Volatility (1M)

Calculated over the trailing 1-month period

29.57%

8.92%

+20.65%

Volatility (6M)

Calculated over the trailing 6-month period

44.93%

24.61%

+20.32%

Volatility (1Y)

Calculated over the trailing 1-year period

54.14%

33.86%

+20.28%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

70.07%

36.90%

+33.17%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

70.07%

43.51%

+26.56%

Dividends

DOCS vs. SBS - Dividend Comparison

DOCS has not paid dividends to shareholders, while SBS's dividend yield for the trailing twelve months is around 2.33%.


PositionTTM20252024202320222021202020192018201720162015
DOCS
Doximity, Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
SBS
Companhia de Saneamento Básico do Estado de São Paulo - SABESP
2.33%4.68%1.96%1.66%1.88%0.97%2.93%1.99%3.86%2.76%0.65%1.91%

Financials

DOCS vs. SBS - Financials Comparison

This section allows you to compare key financial metrics between Doximity, Inc. and Companhia de Saneamento Básico do Estado de São Paulo - SABESP. 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


0.005.00B10.00B15.00B20222023202420252026
145.37M
9.78B
(DOCS) Total Revenue
(SBS) Total Revenue
Please note, different currencies. DOCS values in USD, SBS values in BRL

DOCS vs. SBS - Profitability Comparison

The chart below illustrates the profitability comparison between Doximity, Inc. and Companhia de Saneamento Básico do Estado de São Paulo - SABESP over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

30.0%40.0%50.0%60.0%70.0%80.0%90.0%20222023202420252026
86.7%
38.8%
Portfolio components
DOCS - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Doximity, Inc. reported a gross profit of 125.97M and revenue of 145.37M. Therefore, the gross margin over that period was 86.7%.

SBS - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Companhia de Saneamento Básico do Estado de São Paulo - SABESP reported a gross profit of 3.79B and revenue of 9.78B. Therefore, the gross margin over that period was 38.8%.

DOCS - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Doximity, Inc. reported an operating income of 24.83M and revenue of 145.37M, resulting in an operating margin of 17.1%.

SBS - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Companhia de Saneamento Básico do Estado de São Paulo - SABESP reported an operating income of 3.33B and revenue of 9.78B, resulting in an operating margin of 34.1%.

DOCS - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Doximity, Inc. reported a net income of 19.11M and revenue of 145.37M, resulting in a net margin of 13.2%.

SBS - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Companhia de Saneamento Básico do Estado de São Paulo - SABESP reported a net income of 1.72B and revenue of 9.78B, resulting in a net margin of 17.6%.


Frequently Asked Questions


DOCS and SBS have a correlation of 0.01, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

DOCS has higher volatility (29.57%) compared to SBS (8.92%). In terms of maximum drawdown, DOCS dropped -82.35% vs SBS's -76.49%.

SBS currently has the higher Sharpe Ratio (1.14 vs -1.20), 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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