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DOX vs. BOKF
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Performance

DOX vs. BOKF - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Amdocs Limited (DOX) and BOK Financial Corporation (BOKF). The values are adjusted to include any dividend payments, if applicable.

500.00%600.00%700.00%800.00%900.00%JuneJulyAugustSeptemberOctoberNovember
638.95%
826.84%
DOX
BOKF

Returns By Period

In the year-to-date period, DOX achieves a -2.82% return, which is significantly lower than BOKF's 36.99% return. Over the past 10 years, DOX has underperformed BOKF with an annualized return of 7.75%, while BOKF has yielded a comparatively higher 8.18% annualized return.


DOX

YTD

-2.82%

1M

-7.70%

6M

3.93%

1Y

3.95%

5Y (annualized)

6.26%

10Y (annualized)

7.75%

BOKF

YTD

36.99%

1M

1.31%

6M

21.12%

1Y

58.97%

5Y (annualized)

9.90%

10Y (annualized)

8.18%

Fundamentals


DOXBOKF
Market Cap$10.68B$7.49B
EPS$4.34$7.29
PE Ratio21.3616.02
PEG Ratio1.182.09
Total Revenue (TTM)$3.75B$3.06B
Gross Profit (TTM)$1.31B$2.35B
EBITDA (TTM)$475.94M$560.92M

Key characteristics


DOXBOKF
Sharpe Ratio0.292.07
Sortino Ratio0.512.97
Omega Ratio1.071.35
Calmar Ratio0.231.63
Martin Ratio0.6413.11
Ulcer Index8.08%4.49%
Daily Std Dev17.68%28.51%
Max Drawdown-93.37%-85.43%
Current Drawdown-12.72%-3.05%

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Correlation

-0.50.00.51.00.3

The correlation between DOX and BOKF is 0.29, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

Risk-Adjusted Performance

DOX vs. BOKF - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Amdocs Limited (DOX) and BOK Financial Corporation (BOKF). 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 DOX, currently valued at 0.29, compared to the broader market-4.00-2.000.002.000.292.07
The chart of Sortino ratio for DOX, currently valued at 0.51, compared to the broader market-4.00-2.000.002.004.000.512.97
The chart of Omega ratio for DOX, currently valued at 1.07, compared to the broader market0.501.001.502.001.071.35
The chart of Calmar ratio for DOX, currently valued at 0.23, compared to the broader market0.002.004.006.000.231.63
The chart of Martin ratio for DOX, currently valued at 0.64, compared to the broader market0.0010.0020.0030.000.6413.11
DOX
BOKF

The current DOX Sharpe Ratio is 0.29, which is lower than the BOKF Sharpe Ratio of 2.07. The chart below compares the historical Sharpe Ratios of DOX and BOKF, 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 Ratio-1.000.001.002.003.00JuneJulyAugustSeptemberOctoberNovember
0.29
2.07
DOX
BOKF

Dividends

DOX vs. BOKF - Dividend Comparison

DOX's dividend yield for the trailing twelve months is around 2.23%, more than BOKF's 1.94% yield.


TTM20232022202120202019201820172016201520142013
DOX
Amdocs Limited
2.23%1.98%2.17%1.92%1.85%1.58%1.71%1.34%1.34%1.25%1.33%1.26%
BOKF
BOK Financial Corporation
1.94%2.53%2.05%1.98%2.99%2.30%2.59%1.92%2.08%2.83%2.70%2.32%

Drawdowns

DOX vs. BOKF - Drawdown Comparison

The maximum DOX drawdown since its inception was -93.37%, which is greater than BOKF's maximum drawdown of -85.43%. Use the drawdown chart below to compare losses from any high point for DOX and BOKF. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-12.72%
-3.05%
DOX
BOKF

Volatility

DOX vs. BOKF - Volatility Comparison

The current volatility for Amdocs Limited (DOX) is 7.02%, while BOK Financial Corporation (BOKF) has a volatility of 13.80%. This indicates that DOX experiences smaller price fluctuations and is considered to be less risky than BOKF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


4.00%6.00%8.00%10.00%12.00%14.00%JuneJulyAugustSeptemberOctoberNovember
7.02%
13.80%
DOX
BOKF

Financials

DOX vs. BOKF - Financials Comparison

This section allows you to compare key financial metrics between Amdocs Limited and BOK Financial Corporation. 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