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DOCU vs. VOO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between DOCU and VOO is 0.50, 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. VOO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in DocuSign, Inc. (DOCU) and Vanguard S&P 500 ETF (VOO). The values are adjusted to include any dividend payments, if applicable.

50.00%100.00%150.00%JulyAugustSeptemberOctoberNovemberDecember
133.35%
145.59%
DOCU
VOO

Key characteristics

Sharpe Ratio

DOCU:

1.12

VOO:

2.04

Sortino Ratio

DOCU:

2.02

VOO:

2.72

Omega Ratio

DOCU:

1.25

VOO:

1.38

Calmar Ratio

DOCU:

0.60

VOO:

3.02

Martin Ratio

DOCU:

4.57

VOO:

13.60

Ulcer Index

DOCU:

11.07%

VOO:

1.88%

Daily Std Dev

DOCU:

45.09%

VOO:

12.52%

Max Drawdown

DOCU:

-87.57%

VOO:

-33.99%

Current Drawdown

DOCU:

-70.10%

VOO:

-3.52%

Returns By Period

In the year-to-date period, DOCU achieves a 55.95% return, which is significantly higher than VOO's 24.65% return.


DOCU

YTD

55.95%

1M

18.30%

6M

81.89%

1Y

48.50%

5Y*

4.58%

10Y*

N/A

VOO

YTD

24.65%

1M

-0.29%

6M

7.63%

1Y

24.77%

5Y*

14.57%

10Y*

13.02%

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


Risk-Adjusted Performance

DOCU vs. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for DocuSign, Inc. (DOCU) and Vanguard S&P 500 ETF (VOO). 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-4.00-2.000.002.001.122.04
The chart of Sortino ratio for DOCU, currently valued at 2.02, compared to the broader market-4.00-2.000.002.004.002.022.72
The chart of Omega ratio for DOCU, currently valued at 1.25, compared to the broader market0.501.001.502.001.251.38
The chart of Calmar ratio for DOCU, currently valued at 0.60, compared to the broader market0.002.004.006.000.603.02
The chart of Martin ratio for DOCU, currently valued at 4.57, compared to the broader market0.0010.0020.004.5713.60
DOCU
VOO

The current DOCU Sharpe Ratio is 1.12, which is lower than the VOO Sharpe Ratio of 2.04. The chart below compares the historical Sharpe Ratios of DOCU and VOO, 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 Ratio0.001.002.003.004.00JulyAugustSeptemberOctoberNovemberDecember
1.12
2.04
DOCU
VOO

Dividends

DOCU vs. VOO - Dividend Comparison

DOCU has not paid dividends to shareholders, while VOO's dividend yield for the trailing twelve months is around 1.26%.


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%
VOO
Vanguard S&P 500 ETF
1.26%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%1.84%

Drawdowns

DOCU vs. VOO - Drawdown Comparison

The maximum DOCU drawdown since its inception was -87.57%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for DOCU and VOO. For additional features, visit the drawdowns tool.


-80.00%-60.00%-40.00%-20.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-70.10%
-3.52%
DOCU
VOO

Volatility

DOCU vs. VOO - Volatility Comparison

DocuSign, Inc. (DOCU) has a higher volatility of 28.64% compared to Vanguard S&P 500 ETF (VOO) at 3.58%. This indicates that DOCU's price experiences larger fluctuations and is considered to be riskier than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%5.00%10.00%15.00%20.00%25.00%30.00%JulyAugustSeptemberOctoberNovemberDecember
28.64%
3.58%
DOCU
VOO
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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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