GIGM vs. DOX
GIGM (GigaMedia Limited) and DOX (Amdocs Limited) are both stocks. GIGM operates in Electronic Gaming & Multimedia (Communication Services), while DOX operates in Software - Infrastructure (Technology). Over the past 10 years, GIGM returned -5.31%/yr vs 1.41%/yr for DOX. Their 0.16 correlation means their historical movements had little consistent relationship.
Performance
GIGM vs. DOX - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, GIGM achieves a -6.58% return, which is significantly higher than DOX's -29.40% return. Over the past 10 years, GIGM has underperformed DOX with an annualized return of -5.31%, while DOX has yielded a comparatively higher 1.41% annualized return.
GIGM
- 1D
- 8.39%
- 1M
- -0.70%
- 6M
- -7.19%
- YTD
- -6.58%
- 1Y
- -0.70%
- 3Y*
- -2.46%
- 5Y*
- -12.06%
- 10Y*
- -5.31%
- ALL TIME*
- -13.28%
DOX
- 1D
- 0.80%
- 1M
- 7.67%
- 6M
- -30.63%
- YTD
- -29.40%
- 1Y
- -31.84%
- 3Y*
- -13.87%
- 5Y*
- -4.12%
- 10Y*
- 1.41%
- ALL TIME*
- 5.99%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $69.66M | $69.21M | $78.72M | |
| $8.92K | $9.24K | $9.81K |
GIGM vs. DOX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
GIGM GigaMedia Limited | -6.58% | -1.62% | 11.14% | 14.88% | -46.22% | -29.69% | 32.78% | -19.67% | -1.32% | 4.11% |
DOX Amdocs Limited | -29.40% | -3.08% | -0.92% | -1.44% | 23.77% | 7.49% | 0.45% | 25.49% | -9.12% | 13.97% |
Correlation
The correlation between GIGM and DOX is -0.01, meaning there was essentially no consistent relationship between their historical price movements. Each responded to its own set of market drivers.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | -0.01 |
Correlation (3Y) Balances recent behavior with more history. | 0.01 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.06 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.07 |
Correlation (All Time) Calculated using the full available price history since Feb 18, 2000 | 0.16 |
The correlation between GIGM and DOX shifts across timeframes, from -0.01 (1 year) to 0.16 (all time), reflecting how their relationship changes across market environments.
Fundamentals
GIGM:
$15.69M
DOX:
$5.99B
GIGM:
-$0.19
DOX:
$5.03
GIGM:
3.39
DOX:
1.31
GIGM:
0.38
DOX:
1.77
GIGM:
$4.63M
DOX:
$4.62B
GIGM:
$2.54M
DOX:
$1.73B
GIGM:
-$2.71M
DOX:
$951.97M
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
GIGM vs. DOX — Risk / Return Rank
GIGM
DOX
GIGM vs. DOX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for GigaMedia Limited (GIGM) and Amdocs Limited (DOX). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| GIGM | DOX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.04 | ||
| Sortino ratioReturn per unit of downside risk | +1.72 | ||
| Omega ratioGain probability vs. loss probability | 1.01 | 0.80 | +0.21 |
| Calmar ratioReturn relative to maximum drawdown | -0.18 | -0.76 | +0.58 |
| Martin ratioReturn relative to average drawdown | -0.29 | -1.49 | +1.20 |
Loading charts...
Drawdowns
GIGM vs. DOX - Drawdown Comparison
The maximum GIGM drawdown since its inception was -99.25%, which is greater than DOX's maximum drawdown of -93.37%. Use the drawdown chart below to compare losses from any high point for GIGM and DOX.
Loading charts...
Drawdown Indicators
| GIGM | DOX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -99.25% | -93.37% | -5.88% |
Max Drawdown (1Y)Largest decline over 1 year | -29.57% | -42.99% | +13.42% |
Max Drawdown (3Y)Largest decline over 3 years | -29.57% | -45.51% | +15.94% |
Max Drawdown (5Y)Largest decline over 5 years | -64.22% | -46.10% | -18.12% |
Max Drawdown (10Y)Largest decline over 10 years | -75.93% | -46.10% | -29.83% |
Current DrawdownCurrent decline from peak | -98.85% | -39.11% | -59.74% |
Average DrawdownAverage peak-to-trough decline | -88.68% | -41.83% | -46.85% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 18.33% | 21.86% | -3.53% |
Volatility
GIGM vs. DOX - Volatility Comparison
GigaMedia Limited (GIGM) has a higher volatility of 12.47% compared to Amdocs Limited (DOX) at 8.70%. This indicates that GIGM's price experiences larger fluctuations and is considered to be riskier than DOX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| GIGM | DOX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 12.47% | 8.70% | +3.77% |
Volatility (6M)Calculated over the trailing 6-month period | 30.17% | 23.41% | +6.76% |
Volatility (1Y)Calculated over the trailing 1-year period | 41.36% | 27.85% | +13.51% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 41.17% | 21.21% | +19.96% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 45.83% | 21.64% | +24.19% |
Dividends
GIGM vs. DOX - Dividend Comparison
GIGM has not paid dividends to shareholders, while DOX's dividend yield for the trailing twelve months is around 3.93%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DOX Amdocs Limited | 3.93% | 2.62% | 2.25% | 1.98% | 1.74% | 1.92% | 1.85% | 1.58% | 1.71% | 1.34% | 1.34% | 1.25% |
GIGM GigaMedia Limited | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Financials
GIGM vs. DOX - Financials Comparison
This section allows you to compare key financial metrics between GigaMedia Limited and Amdocs Limited. 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
GIGM vs. DOX - Profitability Comparison
GIGM - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Aug 2026, GigaMedia Limited reported a gross profit of 1.24M and revenue of 2.13M. Therefore, the gross margin over that period was 58.3%.
DOX - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Aug 2026, Amdocs Limited reported a gross profit of 434.07M and revenue of 1.17B. Therefore, the gross margin over that period was 37.0%.
GIGM - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Aug 2026, GigaMedia Limited reported an operating income of -103.00K and revenue of 2.13M, resulting in an operating margin of -4.8%.
DOX - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Aug 2026, Amdocs Limited reported an operating income of 192.53M and revenue of 1.17B, resulting in an operating margin of 16.4%.
GIGM - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Aug 2026, GigaMedia Limited reported a net income of 551.00K and revenue of 2.13M, resulting in a net margin of 25.9%.
DOX - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Aug 2026, Amdocs Limited reported a net income of 137.82M and revenue of 1.17B, resulting in a net margin of 11.8%.
Frequently Asked Questions
GIGM and DOX have a correlation of -0.01, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
GIGM has higher volatility (12.47%) compared to DOX (8.70%). In terms of maximum drawdown, GIGM dropped -99.25% vs DOX's -93.37%.
GIGM currently has the higher Sharpe Ratio (-0.13 vs -1.17), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
Find the right allocation for GIGM and DOX
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer