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SQ2.AX vs. DOCU
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between SQ2.AX and DOCU is 0.16, 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.


-0.50.00.51.00.2

Performance

SQ2.AX vs. DOCU - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Block, Inc. (SQ2.AX) and DocuSign, Inc. (DOCU). The values are adjusted to include any dividend payments, if applicable.

0.00%20.00%40.00%60.00%80.00%100.00%120.00%SeptemberOctoberNovemberDecember2025February
53.30%
90.70%
SQ2.AX
DOCU

Key characteristics

Sharpe Ratio

SQ2.AX:

0.92

DOCU:

1.45

Sortino Ratio

SQ2.AX:

1.55

DOCU:

2.41

Omega Ratio

SQ2.AX:

1.20

DOCU:

1.31

Calmar Ratio

SQ2.AX:

0.78

DOCU:

0.76

Martin Ratio

SQ2.AX:

2.40

DOCU:

7.07

Ulcer Index

SQ2.AX:

17.78%

DOCU:

9.01%

Daily Std Dev

SQ2.AX:

46.15%

DOCU:

43.84%

Max Drawdown

SQ2.AX:

-68.76%

DOCU:

-87.57%

Current Drawdown

SQ2.AX:

-25.29%

DOCU:

-68.89%

Fundamentals

Market Cap

SQ2.AX:

A$88.32B

DOCU:

$19.49B

EPS

SQ2.AX:

A$2.66

DOCU:

$4.82

PE Ratio

SQ2.AX:

52.99

DOCU:

20.01

PEG Ratio

SQ2.AX:

0.15

DOCU:

0.59

Total Revenue (TTM)

SQ2.AX:

A$18.09B

DOCU:

$2.20B

Gross Profit (TTM)

SQ2.AX:

A$6.58B

DOCU:

$1.74B

EBITDA (TTM)

SQ2.AX:

A$1.55B

DOCU:

$275.32M

Returns By Period

In the year-to-date period, SQ2.AX achieves a 2.99% return, which is significantly lower than DOCU's 7.26% return.


SQ2.AX

YTD

2.99%

1M

3.71%

6M

59.82%

1Y

39.66%

5Y*

N/A

10Y*

N/A

DOCU

YTD

7.26%

1M

6.94%

6M

90.73%

1Y

81.30%

5Y*

3.46%

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

SQ2.AX vs. DOCU — Risk-Adjusted Performance Rank

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

SQ2.AX
The Risk-Adjusted Performance Rank of SQ2.AX is 7272
Overall Rank
The Sharpe Ratio Rank of SQ2.AX is 7676
Sharpe Ratio Rank
The Sortino Ratio Rank of SQ2.AX is 7272
Sortino Ratio Rank
The Omega Ratio Rank of SQ2.AX is 7070
Omega Ratio Rank
The Calmar Ratio Rank of SQ2.AX is 7575
Calmar Ratio Rank
The Martin Ratio Rank of SQ2.AX is 6969
Martin Ratio Rank

DOCU
The Risk-Adjusted Performance Rank of DOCU is 8484
Overall Rank
The Sharpe Ratio Rank of DOCU is 8787
Sharpe Ratio Rank
The Sortino Ratio Rank of DOCU is 8686
Sortino Ratio Rank
The Omega Ratio Rank of DOCU is 8585
Omega Ratio Rank
The Calmar Ratio Rank of DOCU is 7575
Calmar Ratio Rank
The Martin Ratio Rank of DOCU is 8787
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.

SQ2.AX vs. DOCU - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Block, Inc. (SQ2.AX) 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 SQ2.AX, currently valued at 0.70, compared to the broader market-2.000.002.004.000.702.13
The chart of Sortino ratio for SQ2.AX, currently valued at 1.29, compared to the broader market-4.00-2.000.002.004.001.293.28
The chart of Omega ratio for SQ2.AX, currently valued at 1.16, compared to the broader market0.501.001.502.001.161.43
The chart of Calmar ratio for SQ2.AX, currently valued at 0.54, compared to the broader market0.002.004.006.000.541.49
The chart of Martin ratio for SQ2.AX, currently valued at 1.89, compared to the broader market-10.000.0010.0020.001.8910.54
SQ2.AX
DOCU

The current SQ2.AX Sharpe Ratio is 0.92, which is lower than the DOCU Sharpe Ratio of 1.45. The chart below compares the historical Sharpe Ratios of SQ2.AX 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 Ratio0.000.501.001.502.002.50SeptemberOctoberNovemberDecember2025February
0.70
2.13
SQ2.AX
DOCU

Dividends

SQ2.AX vs. DOCU - Dividend Comparison

Neither SQ2.AX nor DOCU has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

SQ2.AX vs. DOCU - Drawdown Comparison

The maximum SQ2.AX drawdown since its inception was -68.76%, smaller than the maximum DOCU drawdown of -87.57%. Use the drawdown chart below to compare losses from any high point for SQ2.AX and DOCU. For additional features, visit the drawdowns tool.


-60.00%-50.00%-40.00%-30.00%-20.00%SeptemberOctoberNovemberDecember2025February
-37.78%
-24.73%
SQ2.AX
DOCU

Volatility

SQ2.AX vs. DOCU - Volatility Comparison

Block, Inc. (SQ2.AX) has a higher volatility of 10.84% compared to DocuSign, Inc. (DOCU) at 8.19%. This indicates that SQ2.AX'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.


10.00%15.00%20.00%25.00%30.00%SeptemberOctoberNovemberDecember2025February
10.84%
8.19%
SQ2.AX
DOCU

Financials

SQ2.AX vs. DOCU - Financials Comparison

This section allows you to compare key financial metrics between Block, 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


Please note, different currencies. SQ2.AX values in AUD, DOCU values in USD
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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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