DOCU vs. FFIV
Compare and contrast key facts about DocuSign, Inc. (DOCU) and F5 Networks, Inc. (FFIV).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: DOCU or FFIV.
Performance
DOCU vs. FFIV - Performance Comparison
Returns By Period
The year-to-date returns for both investments are quite close, with DOCU having a 33.76% return and FFIV slightly higher at 33.91%.
DOCU
33.76%
9.99%
32.78%
81.55%
2.61%
N/A
FFIV
33.91%
10.20%
38.19%
45.95%
10.98%
6.43%
Fundamentals
| DOCU | FFIV | |
|---|---|---|
| Market Cap | $15.91B | $13.94B |
| EPS | $4.72 | $9.56 |
| PE Ratio | 16.60 | 25.10 |
| PEG Ratio | 0.52 | 1.39 |
| Total Revenue (TTM) | $2.16B | $2.82B |
| Gross Profit (TTM) | $1.70B | $2.27B |
| EBITDA (TTM) | $216.76M | $783.02M |
Key characteristics
| DOCU | FFIV | |
|---|---|---|
| Sharpe Ratio | 2.27 | 1.83 |
| Sortino Ratio | 3.01 | 2.76 |
| Omega Ratio | 1.38 | 1.40 |
| Calmar Ratio | 0.99 | 1.39 |
| Martin Ratio | 7.79 | 6.80 |
| Ulcer Index | 10.93% | 6.91% |
| Daily Std Dev | 37.48% | 25.62% |
| Max Drawdown | -87.57% | -97.59% |
| Current Drawdown | -74.35% | -3.27% |
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Correlation
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.
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.
Dividends
DOCU vs. FFIV - Dividend Comparison
Neither DOCU nor FFIV has paid dividends to shareholders.
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.
Volatility
DOCU vs. FFIV - Volatility Comparison
The current volatility for DocuSign, Inc. (DOCU) is 9.15%, while F5 Networks, Inc. (FFIV) has a volatility of 11.07%. 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.
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.
Total Revenue: Total amount of money received from sales and other business activities