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

Key characteristics


DOCUFFIV
YTD Return-3.95%1.76%
1Y Return15.49%35.55%
3Y Return (Ann)-36.61%-0.84%
5Y Return (Ann)0.46%3.66%
Sharpe Ratio0.442.00
Daily Std Dev36.78%18.88%
Max Drawdown-87.57%-97.59%
Current Drawdown-81.58%-26.50%

Fundamentals


DOCUFFIV
Market Cap$11.71B$10.70B
EPS$0.36$7.68
PE Ratio158.8923.69
PEG Ratio0.531.73
Revenue (TTM)$2.76B$2.81B
Gross Profit (TTM)$1.98B$2.22B
EBITDA (TTM)$122.70M$725.49M

Correlation

-0.50.00.51.00.4

The correlation between DOCU and FFIV is 0.41, 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.

Performance

DOCU vs. FFIV - Performance Comparison

In the year-to-date period, DOCU achieves a -3.95% return, which is significantly lower than FFIV's 1.76% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-10.00%0.00%10.00%20.00%30.00%40.00%50.00%60.00%NovemberDecember2024FebruaryMarchApril
43.72%
13.24%
DOCU
FFIV

Compare stocks, funds, or ETFs

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


DocuSign, Inc.

F5 Networks, Inc.

Risk-Adjusted Performance

DOCU vs. FFIV - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for DocuSign, Inc. (DOCU) and F5 Networks, Inc. (FFIV). 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.


DOCU
Sharpe ratio
The chart of Sharpe ratio for DOCU, currently valued at 0.44, compared to the broader market-2.00-1.000.001.002.003.004.000.44
Sortino ratio
The chart of Sortino ratio for DOCU, currently valued at 0.93, compared to the broader market-4.00-2.000.002.004.006.000.93
Omega ratio
The chart of Omega ratio for DOCU, currently valued at 1.11, compared to the broader market0.501.001.501.11
Calmar ratio
The chart of Calmar ratio for DOCU, currently valued at 0.19, compared to the broader market0.002.004.006.000.19
Martin ratio
The chart of Martin ratio for DOCU, currently valued at 0.93, compared to the broader market0.0010.0020.0030.000.93
FFIV
Sharpe ratio
The chart of Sharpe ratio for FFIV, currently valued at 2.00, compared to the broader market-2.00-1.000.001.002.003.004.002.00
Sortino ratio
The chart of Sortino ratio for FFIV, currently valued at 2.78, compared to the broader market-4.00-2.000.002.004.006.002.78
Omega ratio
The chart of Omega ratio for FFIV, currently valued at 1.34, compared to the broader market0.501.001.501.34
Calmar ratio
The chart of Calmar ratio for FFIV, currently valued at 0.81, compared to the broader market0.002.004.006.000.81
Martin ratio
The chart of Martin ratio for FFIV, currently valued at 10.81, compared to the broader market0.0010.0020.0030.0010.81

DOCU vs. FFIV - Sharpe Ratio Comparison

The current DOCU Sharpe Ratio is 0.44, which is lower than the FFIV Sharpe Ratio of 2.00. The chart below compares the 12-month rolling Sharpe Ratio of DOCU and FFIV.


Rolling 12-month Sharpe Ratio-0.500.000.501.001.502.00NovemberDecember2024FebruaryMarchApril
0.44
2.00
DOCU
FFIV

Dividends

DOCU vs. FFIV - Dividend Comparison

Neither DOCU nor FFIV has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

DOCU vs. FFIV - Drawdown Comparison

The maximum DOCU drawdown since its inception was -87.57%, smaller than the maximum FFIV drawdown of -97.59%. Use the drawdown chart below to compare losses from any high point for DOCU and FFIV. For additional features, visit the drawdowns tool.


-90.00%-80.00%-70.00%-60.00%-50.00%-40.00%-30.00%-20.00%NovemberDecember2024FebruaryMarchApril
-81.58%
-26.50%
DOCU
FFIV

Volatility

DOCU vs. FFIV - Volatility Comparison

DocuSign, Inc. (DOCU) has a higher volatility of 7.97% compared to F5 Networks, Inc. (FFIV) at 6.11%. This indicates that DOCU's price experiences larger fluctuations and is considered to be riskier than FFIV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%NovemberDecember2024FebruaryMarchApril
7.97%
6.11%
DOCU
FFIV

Financials

DOCU vs. FFIV - Financials Comparison

This section allows you to compare key financial metrics between DocuSign, Inc. and F5 Networks, 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