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DOCU vs. AAPL
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between DOCU and AAPL is 0.42, 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.


-0.50.00.51.00.4

Performance

DOCU vs. AAPL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in DocuSign, Inc. (DOCU) and Apple Inc (AAPL). The values are adjusted to include any dividend payments, if applicable.

0.00%20.00%40.00%60.00%80.00%100.00%JulyAugustSeptemberOctoberNovemberDecember
84.08%
19.88%
DOCU
AAPL

Key characteristics

Sharpe Ratio

DOCU:

1.97

AAPL:

1.21

Sortino Ratio

DOCU:

3.10

AAPL:

1.83

Omega Ratio

DOCU:

1.39

AAPL:

1.23

Calmar Ratio

DOCU:

1.10

AAPL:

1.64

Martin Ratio

DOCU:

8.44

AAPL:

3.84

Ulcer Index

DOCU:

10.98%

AAPL:

7.09%

Daily Std Dev

DOCU:

47.11%

AAPL:

22.49%

Max Drawdown

DOCU:

-87.57%

AAPL:

-81.80%

Current Drawdown

DOCU:

-69.09%

AAPL:

0.00%

Fundamentals

Market Cap

DOCU:

$17.05B

AAPL:

$3.67T

EPS

DOCU:

$4.70

AAPL:

$6.08

PE Ratio

DOCU:

17.80

AAPL:

39.97

PEG Ratio

DOCU:

0.55

AAPL:

2.51

Total Revenue (TTM)

DOCU:

$2.91B

AAPL:

$391.04B

Gross Profit (TTM)

DOCU:

$2.30B

AAPL:

$180.68B

EBITDA (TTM)

DOCU:

$289.83M

AAPL:

$134.66B

Returns By Period

In the year-to-date period, DOCU achieves a 61.23% return, which is significantly higher than AAPL's 29.32% return.


DOCU

YTD

61.23%

1M

20.75%

6M

84.08%

1Y

78.43%

5Y (annualized)

5.92%

10Y (annualized)

N/A

AAPL

YTD

29.32%

1M

9.17%

6M

19.88%

1Y

28.89%

5Y (annualized)

30.48%

10Y (annualized)

26.14%

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

DOCU vs. AAPL - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for DocuSign, Inc. (DOCU) and Apple Inc (AAPL). 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 DOCU, currently valued at 1.97, compared to the broader market-4.00-2.000.002.001.971.21
The chart of Sortino ratio for DOCU, currently valued at 3.10, compared to the broader market-4.00-2.000.002.004.003.101.83
The chart of Omega ratio for DOCU, currently valued at 1.39, compared to the broader market0.501.001.502.001.391.23
The chart of Calmar ratio for DOCU, currently valued at 1.10, compared to the broader market0.002.004.006.001.101.64
The chart of Martin ratio for DOCU, currently valued at 8.44, compared to the broader market-10.000.0010.0020.0030.008.443.84
DOCU
AAPL

The current DOCU Sharpe Ratio is 1.97, which is higher than the AAPL Sharpe Ratio of 1.21. The chart below compares the historical Sharpe Ratios of DOCU and AAPL, 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-0.500.000.501.001.502.002.503.00JulyAugustSeptemberOctoberNovemberDecember
1.97
1.21
DOCU
AAPL

Dividends

DOCU vs. AAPL - Dividend Comparison

DOCU has not paid dividends to shareholders, while AAPL's dividend yield for the trailing twelve months is around 0.40%.


TTM20232022202120202019201820172016201520142013
DOCU
DocuSign, 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%
AAPL
Apple Inc
0.40%0.49%0.70%0.49%0.61%1.04%1.79%1.45%1.93%1.93%1.67%2.10%

Drawdowns

DOCU vs. AAPL - Drawdown Comparison

The maximum DOCU drawdown since its inception was -87.57%, which is greater than AAPL's maximum drawdown of -81.80%. Use the drawdown chart below to compare losses from any high point for DOCU and AAPL. For additional features, visit the drawdowns tool.


-80.00%-60.00%-40.00%-20.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-69.09%
0
DOCU
AAPL

Volatility

DOCU vs. AAPL - Volatility Comparison

DocuSign, Inc. (DOCU) has a higher volatility of 27.99% compared to Apple Inc (AAPL) at 3.69%. This indicates that DOCU's price experiences larger fluctuations and is considered to be riskier than AAPL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%25.00%JulyAugustSeptemberOctoberNovemberDecember
27.99%
3.69%
DOCU
AAPL

Financials

DOCU vs. AAPL - Financials Comparison

This section allows you to compare key financial metrics between DocuSign, Inc. and Apple 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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