DOX vs. NVDA
Compare and contrast key facts about Amdocs Limited (DOX) and NVIDIA Corporation (NVDA).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: DOX or NVDA.
Performance
DOX vs. NVDA - Performance Comparison
Returns By Period
In the year-to-date period, DOX achieves a -2.82% return, which is significantly lower than NVDA's 186.76% return. Over the past 10 years, DOX has underperformed NVDA with an annualized return of 7.75%, while NVDA has yielded a comparatively higher 76.77% annualized return.
DOX
-2.82%
-7.70%
3.93%
3.95%
6.26%
7.75%
NVDA
186.76%
4.61%
53.55%
187.03%
94.86%
76.77%
Fundamentals
| DOX | NVDA | |
|---|---|---|
| Market Cap | $10.68B | $3.64T |
| EPS | $4.34 | $2.18 |
| PE Ratio | 21.36 | 68.02 |
| PEG Ratio | 1.18 | 1.14 |
| Total Revenue (TTM) | $3.75B | $78.19B |
| Gross Profit (TTM) | $1.31B | $59.77B |
| EBITDA (TTM) | $475.94M | $52.02B |
Key characteristics
| DOX | NVDA | |
|---|---|---|
| Sharpe Ratio | 0.29 | 3.68 |
| Sortino Ratio | 0.51 | 3.78 |
| Omega Ratio | 1.07 | 1.49 |
| Calmar Ratio | 0.23 | 7.04 |
| Martin Ratio | 0.64 | 22.20 |
| Ulcer Index | 8.08% | 8.58% |
| Daily Std Dev | 17.68% | 51.84% |
| Max Drawdown | -93.37% | -89.73% |
| Current Drawdown | -12.72% | -4.63% |
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Correlation
The correlation between DOX and NVDA is 0.35, 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. NVDA - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Amdocs Limited (DOX) and NVIDIA Corporation (NVDA). 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
DOX vs. NVDA - Dividend Comparison
DOX's dividend yield for the trailing twelve months is around 2.23%, more than NVDA's 0.02% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
NVDA NVIDIA Corporation | 0.02% | 0.03% | 0.11% | 0.05% | 0.12% | 0.27% | 0.46% | 0.29% | 0.45% | 1.20% | 1.70% | 1.94% |
Drawdowns
DOX vs. NVDA - Drawdown Comparison
The maximum DOX drawdown since its inception was -93.37%, roughly equal to the maximum NVDA drawdown of -89.73%. Use the drawdown chart below to compare losses from any high point for DOX and NVDA. For additional features, visit the drawdowns tool.
Volatility
DOX vs. NVDA - Volatility Comparison
The current volatility for Amdocs Limited (DOX) is 7.02%, while NVIDIA Corporation (NVDA) has a volatility of 10.50%. This indicates that DOX experiences smaller price fluctuations and is considered to be less risky than NVDA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Financials
DOX vs. NVDA - Financials Comparison
This section allows you to compare key financial metrics between Amdocs Limited and NVIDIA 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.
Total Revenue: Total amount of money received from sales and other business activities