PortfoliosLab logo
ROKU vs. DOCN
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between ROKU and DOCN is 0.53, 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.


-0.50.00.51.0
Correlation: 0.5

Performance

ROKU vs. DOCN - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Roku, Inc. (ROKU) and DigitalOcean Holdings, Inc. (DOCN). The values are adjusted to include any dividend payments, if applicable.

-80.00%-60.00%-40.00%-20.00%0.00%NovemberDecember2025FebruaryMarchApril
-79.70%
-29.53%
ROKU
DOCN

Key characteristics

Sharpe Ratio

ROKU:

0.17

DOCN:

-0.13

Sortino Ratio

ROKU:

0.67

DOCN:

0.22

Omega Ratio

ROKU:

1.09

DOCN:

1.03

Calmar Ratio

ROKU:

0.12

DOCN:

-0.10

Martin Ratio

ROKU:

0.72

DOCN:

-0.48

Ulcer Index

ROKU:

14.49%

DOCN:

16.12%

Daily Std Dev

ROKU:

60.75%

DOCN:

57.86%

Max Drawdown

ROKU:

-91.91%

DOCN:

-84.78%

Current Drawdown

ROKU:

-86.52%

DOCN:

-77.01%

Fundamentals

Market Cap

ROKU:

$9.13B

DOCN:

$2.46B

EPS

ROKU:

-$0.94

DOCN:

$0.89

PS Ratio

ROKU:

2.10

DOCN:

3.33

PB Ratio

ROKU:

3.66

DOCN:

67.92

Total Revenue (TTM)

ROKU:

$3.23B

DOCN:

$595.89M

Gross Profit (TTM)

ROKU:

$1.39B

DOCN:

$362.86M

EBITDA (TTM)

ROKU:

$88.09M

DOCN:

$160.51M

Returns By Period

In the year-to-date period, ROKU achieves a -13.03% return, which is significantly lower than DOCN's -12.09% return.


ROKU

YTD

-13.03%

1M

-20.90%

6M

-12.68%

1Y

4.56%

5Y*

-12.37%

10Y*

N/A

DOCN

YTD

-12.09%

1M

-21.14%

6M

-27.34%

1Y

-9.30%

5Y*

N/A

10Y*

N/A

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

ROKU vs. DOCN — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

ROKU
The Risk-Adjusted Performance Rank of ROKU is 5959
Overall Rank
The Sharpe Ratio Rank of ROKU is 5959
Sharpe Ratio Rank
The Sortino Ratio Rank of ROKU is 5858
Sortino Ratio Rank
The Omega Ratio Rank of ROKU is 5757
Omega Ratio Rank
The Calmar Ratio Rank of ROKU is 5858
Calmar Ratio Rank
The Martin Ratio Rank of ROKU is 6161
Martin Ratio Rank

DOCN
The Risk-Adjusted Performance Rank of DOCN is 4444
Overall Rank
The Sharpe Ratio Rank of DOCN is 4545
Sharpe Ratio Rank
The Sortino Ratio Rank of DOCN is 4444
Sortino Ratio Rank
The Omega Ratio Rank of DOCN is 4343
Omega Ratio Rank
The Calmar Ratio Rank of DOCN is 4646
Calmar Ratio Rank
The Martin Ratio Rank of DOCN is 4343
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

ROKU vs. DOCN - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Roku, Inc. (ROKU) and DigitalOcean Holdings, Inc. (DOCN). 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.


The chart of Sharpe ratio for ROKU, currently valued at 0.17, compared to the broader market-2.00-1.000.001.002.003.00
ROKU: 0.17
DOCN: -0.13
The chart of Sortino ratio for ROKU, currently valued at 0.67, compared to the broader market-6.00-4.00-2.000.002.004.00
ROKU: 0.67
DOCN: 0.22
The chart of Omega ratio for ROKU, currently valued at 1.09, compared to the broader market0.501.001.502.00
ROKU: 1.09
DOCN: 1.03
The chart of Calmar ratio for ROKU, currently valued at 0.12, compared to the broader market0.001.002.003.004.005.00
ROKU: 0.12
DOCN: -0.10
The chart of Martin ratio for ROKU, currently valued at 0.72, compared to the broader market-10.00-5.000.005.0010.0015.0020.00
ROKU: 0.72
DOCN: -0.48

The current ROKU Sharpe Ratio is 0.17, which is higher than the DOCN Sharpe Ratio of -0.13. The chart below compares the historical Sharpe Ratios of ROKU and DOCN, 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-0.500.000.501.001.502.00NovemberDecember2025FebruaryMarchApril
0.17
-0.13
ROKU
DOCN

Dividends

ROKU vs. DOCN - Dividend Comparison

Neither ROKU nor DOCN has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

ROKU vs. DOCN - Drawdown Comparison

The maximum ROKU drawdown since its inception was -91.91%, which is greater than DOCN's maximum drawdown of -84.78%. Use the drawdown chart below to compare losses from any high point for ROKU and DOCN. For additional features, visit the drawdowns tool.


-90.00%-85.00%-80.00%-75.00%-70.00%-65.00%NovemberDecember2025FebruaryMarchApril
-86.52%
-77.01%
ROKU
DOCN

Volatility

ROKU vs. DOCN - Volatility Comparison

Roku, Inc. (ROKU) and DigitalOcean Holdings, Inc. (DOCN) have volatilities of 27.97% and 28.86%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


10.00%15.00%20.00%25.00%30.00%NovemberDecember2025FebruaryMarchApril
27.97%
28.86%
ROKU
DOCN

Financials

ROKU vs. DOCN - Financials Comparison

This section allows you to compare key financial metrics between Roku, Inc. and DigitalOcean Holdings, 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