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

Correlation

The correlation between DOCU and FFIV is 0.40, 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. FFIV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in DocuSign, Inc. (DOCU) and F5 Networks, Inc. (FFIV). The values are adjusted to include any dividend payments, if applicable.

0.00%20.00%40.00%60.00%80.00%SeptemberOctoberNovemberDecember2025February
53.79%
54.24%
DOCU
FFIV

Key characteristics

Sharpe Ratio

DOCU:

1.64

FFIV:

2.36

Sortino Ratio

DOCU:

2.70

FFIV:

3.53

Omega Ratio

DOCU:

1.34

FFIV:

1.52

Calmar Ratio

DOCU:

0.85

FFIV:

2.01

Martin Ratio

DOCU:

7.96

FFIV:

9.67

Ulcer Index

DOCU:

8.91%

FFIV:

6.92%

Daily Std Dev

DOCU:

43.27%

FFIV:

28.50%

Max Drawdown

DOCU:

-87.57%

FFIV:

-97.59%

Current Drawdown

DOCU:

-71.83%

FFIV:

-0.97%

Fundamentals

Market Cap

DOCU:

$17.64B

FFIV:

$17.73B

EPS

DOCU:

$4.82

FFIV:

$10.05

PE Ratio

DOCU:

18.12

FFIV:

30.61

PEG Ratio

DOCU:

0.53

FFIV:

1.59

Total Revenue (TTM)

DOCU:

$2.20B

FFIV:

$2.89B

Gross Profit (TTM)

DOCU:

$1.74B

FFIV:

$2.33B

EBITDA (TTM)

DOCU:

$275.32M

FFIV:

$819.75M

Returns By Period

In the year-to-date period, DOCU achieves a -2.89% return, which is significantly lower than FFIV's 22.32% return.


DOCU

YTD

-2.89%

1M

-2.52%

6M

53.58%

1Y

73.91%

5Y*

-0.67%

10Y*

N/A

FFIV

YTD

22.32%

1M

16.53%

6M

55.06%

1Y

68.68%

5Y*

18.36%

10Y*

9.96%

*Annualized

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. FFIV — Risk-Adjusted Performance Rank

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

DOCU
The Risk-Adjusted Performance Rank of DOCU is 8585
Overall Rank
The Sharpe Ratio Rank of DOCU is 8888
Sharpe Ratio Rank
The Sortino Ratio Rank of DOCU is 8888
Sortino Ratio Rank
The Omega Ratio Rank of DOCU is 8686
Omega Ratio Rank
The Calmar Ratio Rank of DOCU is 7575
Calmar Ratio Rank
The Martin Ratio Rank of DOCU is 8787
Martin Ratio Rank

FFIV
The Risk-Adjusted Performance Rank of FFIV is 9393
Overall Rank
The Sharpe Ratio Rank of FFIV is 9595
Sharpe Ratio Rank
The Sortino Ratio Rank of FFIV is 9494
Sortino Ratio Rank
The Omega Ratio Rank of FFIV is 9595
Omega Ratio Rank
The Calmar Ratio Rank of FFIV is 9090
Calmar Ratio Rank
The Martin Ratio Rank of FFIV is 9090
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.


Sharpe ratio
The chart of Sharpe ratio for DOCU, currently valued at 1.64, compared to the broader market-2.000.002.004.001.642.36
The chart of Sortino ratio for DOCU, currently valued at 2.70, compared to the broader market-6.00-4.00-2.000.002.004.006.002.703.53
The chart of Omega ratio for DOCU, currently valued at 1.34, compared to the broader market0.501.001.502.001.341.52
The chart of Calmar ratio for DOCU, currently valued at 0.85, compared to the broader market0.002.004.006.000.852.01
The chart of Martin ratio for DOCU, currently valued at 7.96, compared to the broader market0.0010.0020.0030.007.969.67
DOCU
FFIV

The current DOCU Sharpe Ratio is 1.64, which is lower than the FFIV Sharpe Ratio of 2.36. The chart below compares the historical Sharpe Ratios of DOCU and FFIV, 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 Ratio0.501.001.502.002.50SeptemberOctoberNovemberDecember2025February
1.64
2.36
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.


-80.00%-60.00%-40.00%-20.00%0.00%SeptemberOctoberNovemberDecember2025February
-71.83%
-0.97%
DOCU
FFIV

Volatility

DOCU vs. FFIV - Volatility Comparison

The current volatility for DocuSign, Inc. (DOCU) is 9.51%, while F5 Networks, Inc. (FFIV) has a volatility of 12.12%. This indicates that DOCU experiences smaller price fluctuations and is considered to be less risky than FFIV 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%SeptemberOctoberNovemberDecember2025February
9.51%
12.12%
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
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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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