PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
DOCU vs. AMZN
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between DOCU and AMZN is 0.51, 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

DOCU vs. AMZN - Performance Comparison

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

50.00%100.00%150.00%200.00%JulyAugustSeptemberOctoberNovemberDecember
133.35%
180.45%
DOCU
AMZN

Key characteristics

Sharpe Ratio

DOCU:

1.12

AMZN:

1.54

Sortino Ratio

DOCU:

2.02

AMZN:

2.15

Omega Ratio

DOCU:

1.25

AMZN:

1.28

Calmar Ratio

DOCU:

0.60

AMZN:

1.92

Martin Ratio

DOCU:

4.57

AMZN:

7.22

Ulcer Index

DOCU:

11.07%

AMZN:

5.98%

Daily Std Dev

DOCU:

45.09%

AMZN:

27.98%

Max Drawdown

DOCU:

-87.57%

AMZN:

-94.40%

Current Drawdown

DOCU:

-70.10%

AMZN:

-5.33%

Fundamentals

Market Cap

DOCU:

$19.83B

AMZN:

$2.43T

EPS

DOCU:

$4.82

AMZN:

$4.68

PE Ratio

DOCU:

20.37

AMZN:

49.39

PEG Ratio

DOCU:

0.60

AMZN:

1.91

Total Revenue (TTM)

DOCU:

$2.91B

AMZN:

$620.13B

Gross Profit (TTM)

DOCU:

$2.30B

AMZN:

$300.18B

EBITDA (TTM)

DOCU:

$330.40M

AMZN:

$112.91B

Returns By Period

In the year-to-date period, DOCU achieves a 55.95% return, which is significantly higher than AMZN's 45.14% return.


DOCU

YTD

55.95%

1M

18.30%

6M

81.89%

1Y

48.50%

5Y*

4.58%

10Y*

N/A

AMZN

YTD

45.14%

1M

9.33%

6M

20.63%

1Y

43.39%

5Y*

19.88%

10Y*

30.91%

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. AMZN - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for DocuSign, Inc. (DOCU) and Amazon.com, Inc. (AMZN). 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 1.12, compared to the broader market-4.00-2.000.002.001.121.54
The chart of Sortino ratio for DOCU, currently valued at 2.02, compared to the broader market-4.00-2.000.002.004.002.022.15
The chart of Omega ratio for DOCU, currently valued at 1.25, compared to the broader market0.501.001.502.001.251.28
The chart of Calmar ratio for DOCU, currently valued at 0.60, compared to the broader market0.002.004.006.000.601.92
The chart of Martin ratio for DOCU, currently valued at 4.57, compared to the broader market0.0010.0020.004.577.22
DOCU
AMZN

The current DOCU Sharpe Ratio is 1.12, which is comparable to the AMZN Sharpe Ratio of 1.54. The chart below compares the historical Sharpe Ratios of DOCU and AMZN, 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 Ratio0.000.501.001.502.002.50JulyAugustSeptemberOctoberNovemberDecember
1.12
1.54
DOCU
AMZN

Dividends

DOCU vs. AMZN - Dividend Comparison

Neither DOCU nor AMZN has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

DOCU vs. AMZN - Drawdown Comparison

The maximum DOCU drawdown since its inception was -87.57%, smaller than the maximum AMZN drawdown of -94.40%. Use the drawdown chart below to compare losses from any high point for DOCU and AMZN. For additional features, visit the drawdowns tool.


-80.00%-60.00%-40.00%-20.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-70.10%
-5.33%
DOCU
AMZN

Volatility

DOCU vs. AMZN - Volatility Comparison

DocuSign, Inc. (DOCU) has a higher volatility of 28.64% compared to Amazon.com, Inc. (AMZN) at 8.80%. This indicates that DOCU's price experiences larger fluctuations and is considered to be riskier than AMZN 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%30.00%JulyAugustSeptemberOctoberNovemberDecember
28.64%
8.80%
DOCU
AMZN

Financials

DOCU vs. AMZN - Financials Comparison

This section allows you to compare key financial metrics between DocuSign, Inc. and Amazon.com, 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
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


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.

Copyright © 2024 PortfoliosLab