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

Correlation

The correlation between FFIV and DOCU 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.


-0.50.00.51.00.4

Performance

FFIV vs. DOCU - Performance Comparison

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

0.00%50.00%100.00%150.00%JulyAugustSeptemberOctoberNovemberDecember
56.83%
137.63%
FFIV
DOCU

Key characteristics

Sharpe Ratio

FFIV:

1.66

DOCU:

1.30

Sortino Ratio

FFIV:

2.53

DOCU:

2.25

Omega Ratio

FFIV:

1.36

DOCU:

1.29

Calmar Ratio

FFIV:

1.28

DOCU:

0.69

Martin Ratio

FFIV:

6.16

DOCU:

5.28

Ulcer Index

FFIV:

6.92%

DOCU:

11.04%

Daily Std Dev

FFIV:

25.74%

DOCU:

44.84%

Max Drawdown

FFIV:

-97.59%

DOCU:

-87.57%

Current Drawdown

FFIV:

-4.22%

DOCU:

-69.55%

Fundamentals

Market Cap

FFIV:

$15.23B

DOCU:

$19.83B

EPS

FFIV:

$9.56

DOCU:

$4.82

PE Ratio

FFIV:

27.18

DOCU:

20.37

PEG Ratio

FFIV:

1.54

DOCU:

0.60

Total Revenue (TTM)

FFIV:

$2.82B

DOCU:

$2.91B

Gross Profit (TTM)

FFIV:

$2.26B

DOCU:

$2.30B

EBITDA (TTM)

FFIV:

$793.46M

DOCU:

$330.40M

Returns By Period

In the year-to-date period, FFIV achieves a 40.94% return, which is significantly lower than DOCU's 58.81% return.


FFIV

YTD

40.94%

1M

4.23%

6M

48.73%

1Y

41.64%

5Y*

12.79%

10Y*

6.55%

DOCU

YTD

58.81%

1M

19.79%

6M

79.01%

1Y

56.13%

5Y*

4.95%

10Y*

N/A

Compare stocks, funds, or ETFs

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Risk-Adjusted Performance

FFIV vs. DOCU - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for F5 Networks, Inc. (FFIV) and DocuSign, Inc. (DOCU). 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 FFIV, currently valued at 1.66, compared to the broader market-4.00-2.000.002.001.661.30
The chart of Sortino ratio for FFIV, currently valued at 2.53, compared to the broader market-4.00-2.000.002.004.002.532.25
The chart of Omega ratio for FFIV, currently valued at 1.36, compared to the broader market0.501.001.502.001.361.29
The chart of Calmar ratio for FFIV, currently valued at 1.28, compared to the broader market0.002.004.006.001.280.69
The chart of Martin ratio for FFIV, currently valued at 6.16, compared to the broader market-5.000.005.0010.0015.0020.0025.006.165.28
FFIV
DOCU

The current FFIV Sharpe Ratio is 1.66, which is comparable to the DOCU Sharpe Ratio of 1.30. The chart below compares the historical Sharpe Ratios of FFIV and DOCU, 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 Ratio0.000.501.001.502.002.50JulyAugustSeptemberOctoberNovemberDecember
1.66
1.30
FFIV
DOCU

Dividends

FFIV vs. DOCU - Dividend Comparison

Neither FFIV nor DOCU has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

FFIV vs. DOCU - Drawdown Comparison

The maximum FFIV drawdown since its inception was -97.59%, which is greater than DOCU's maximum drawdown of -87.57%. Use the drawdown chart below to compare losses from any high point for FFIV and DOCU. For additional features, visit the drawdowns tool.


-80.00%-60.00%-40.00%-20.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-4.22%
-69.55%
FFIV
DOCU

Volatility

FFIV vs. DOCU - Volatility Comparison

The current volatility for F5 Networks, Inc. (FFIV) is 5.02%, while DocuSign, Inc. (DOCU) has a volatility of 28.60%. This indicates that FFIV experiences smaller price fluctuations and is considered to be less risky than DOCU 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%JulyAugustSeptemberOctoberNovemberDecember
5.02%
28.60%
FFIV
DOCU

Financials

FFIV vs. DOCU - Financials Comparison

This section allows you to compare key financial metrics between F5 Networks, Inc. and DocuSign, 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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