FFIV vs. DOCU
Compare and contrast key facts about F5 Networks, Inc. (FFIV) and DocuSign, Inc. (DOCU).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: FFIV or DOCU.
Key characteristics
| FFIV | DOCU | |
|---|---|---|
| YTD Return | 35.24% | 35.17% |
| 1Y Return | 46.92% | 85.25% |
| 3Y Return (Ann) | 1.58% | -32.78% |
| 5Y Return (Ann) | 10.75% | 3.47% |
| Sharpe Ratio | 1.84 | 2.35 |
| Sortino Ratio | 2.75 | 3.08 |
| Omega Ratio | 1.40 | 1.39 |
| Calmar Ratio | 1.35 | 1.02 |
| Martin Ratio | 6.84 | 8.06 |
| Ulcer Index | 6.90% | 10.92% |
| Daily Std Dev | 25.69% | 37.47% |
| Max Drawdown | -97.59% | -87.57% |
| Current Drawdown | -2.31% | -74.08% |
Fundamentals
| FFIV | DOCU | |
|---|---|---|
| Market Cap | $14.17B | $16.74B |
| EPS | $9.56 | $4.72 |
| PE Ratio | 25.52 | 17.47 |
| PEG Ratio | 1.41 | 0.54 |
| Total Revenue (TTM) | $2.82B | $2.16B |
| Gross Profit (TTM) | $2.27B | $1.70B |
| EBITDA (TTM) | $769.82M | $216.85M |
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.
Performance
FFIV vs. DOCU - Performance Comparison
The year-to-date returns for both stocks are quite close, with FFIV having a 35.24% return and DOCU slightly lower at 35.17%. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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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.
Dividends
FFIV vs. DOCU - Dividend Comparison
Neither FFIV nor DOCU has paid dividends to shareholders.
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.
Volatility
FFIV vs. DOCU - Volatility Comparison
F5 Networks, Inc. (FFIV) has a higher volatility of 10.86% compared to DocuSign, Inc. (DOCU) at 8.87%. This indicates that FFIV's price experiences larger fluctuations and is considered to be riskier than DOCU based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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.
Total Revenue: Total amount of money received from sales and other business activities