DOX vs GS-P-D

Comparison between Amdocs Ltd (DOX, Company) and Goldman Sachs Group Inc (GS-P-D, Company).

5-Year PerformanceGS-P-D has outperformed DOX, delivering a return of +0.7% compared to -6.2%

DOX vs GS-P-D - Performance Comparison

Log

Key Characteristics

Financial metrics and valuation ratios

Metric	DOX(COMPANY)	GS-P-D(COMPANY)
Market Cap	$5.81B	$5.79B
Max Drawdown	93.37%	32.57%
Sharpe Ratio	-2.15	-0.66
5Y Beta	0.57	0.19
Industry	Software - Infrastructure	Other
P/E Ratio	11.78	0.34
Forward P/E	6.79	N/A
PEG Ratio	0.04	0.01
Dividend Yield	4.06%	N/A
5Y Dividends CAGR	14.80%	9.32%
5Y EPS CAGR	27.06%	15.67%
Debt to Equity	18.70%	0.00%
Free Cash Flow Yield	10.65%	N/A

Market Cap

Winner

DOX

$5.81B

GS-P-D

$5.79B

Max Drawdown

DOX

93.37%

Winner

GS-P-D

32.57%

Sharpe Ratio

DOX

-2.15

Winner

GS-P-D

-0.66

5Y Beta

DOX

0.57

Winner

GS-P-D

0.19

Industry

DOX

Software - Infrastructure

GS-P-D

Other

P/E Ratio

DOX

11.78

Winner

GS-P-D

0.34

Forward P/E

DOX

6.79

GS-P-D

N/A

PEG Ratio

DOX

0.04

Winner

GS-P-D

0.01

Dividend Yield

DOX

4.06%

GS-P-D

N/A

5Y Dividends CAGR

Winner

DOX

14.80%

GS-P-D

9.32%

5Y EPS CAGR

Winner

DOX

27.06%

GS-P-D

15.67%

Debt to Equity

DOX

18.70%

Winner

GS-P-D

0.00%

Free Cash Flow Yield

DOX

10.65%

GS-P-D

N/A

DOX vs GS-P-D - Historical Returns

Returns include dividend reinvestment.

Period	DOX	GS-P-D
1 month	-17.51%	-1.45%
3 months	-19.91%	+1.10%
6 months	-34.48%	+2.23%
1 year	-42.21%	-3.15%
5 years(CAGR)	-6.16%	+0.66%
10 years(CAGR)	+1.05%	+4.48%
Max(CAGR)	+3.07%	+4.82%

DOX

-17.51%

Winner

GS-P-D

-1.45%

DOX

-19.91%

Winner

GS-P-D

+1.10%

DOX

-34.48%

Winner

GS-P-D

+2.23%

DOX

-42.21%

Winner

GS-P-D

-3.15%

5Y(CAGR)

DOX

-6.16%

Winner

GS-P-D

+0.66%

10Y(CAGR)

DOX

+1.05%

Winner

GS-P-D

+4.48%

Max(CAGR)

DOX

+3.07%

Winner

GS-P-D

+4.82%

DOX vs GS-P-D - Annual Returns (1999 - 2026)

Returns include dividend reinvestment.

Year	DOX	GS-P-D
2026	-34.95%	-0.31%
2025	-1.97%	-10.50%
2024	-0.93%	+13.30%
2023	-2.33%	+24.03%
2022	+23.36%	-23.55%
2021	+9.65%	+6.10%
2020	+0.05%	+13.58%
2019	+26.22%	+33.56%
2018	-10.09%	-18.27%
2017	+14.09%	+8.28%
2016	+8.87%	+13.49%
2015	+18.77%	+9.03%
2014	+16.00%	-1.92%
2013	+21.81%	N/A
2012	+20.32%	N/A
2011	+3.44%	N/A
2010	-4.42%	N/A
2009	+45.34%	N/A
2008	-46.22%	N/A
2007	-9.58%	N/A
2006	+42.25%	N/A
2005	+6.71%	N/A
2004	+17.14%	N/A
2003	+114.50%	N/A
2002	-71.24%	N/A
2001	-45.26%	N/A
2000	+89.29%	N/A
1999	+17.19%	N/A

DOX vs GS-P-D Drawdown Comparison

The maximum drawdown for DOX was -93.37%, occurring on Oct 7, 2002. Recovery took 5272 trading sessions.

The maximum drawdown for GS-P-D was -31.84%, occurring on Mar 23, 2020. Recovery took 122 trading sessions.

The current DOX drawdown is -44.16%. The current GS-P-D drawdown is -12.75%.

Rank	DOX	GS-P-D
#1	-93.37% Mar 23, 2000 - Mar 9, 2021	-31.84% Feb 20, 2020 - Aug 13, 2020
#2	-44.40% Jun 30, 2023 - Jun 18, 2026	-27.37% Aug 31, 2018 - Oct 25, 2019
#3	-15.80% Oct 22, 2021 - Mar 4, 2022	-26.60% Dec 31, 2021 - Jan 30, 2024
#4	-14.23% Mar 26, 2021 - Oct 21, 2021	-15.90% Feb 20, 2025 - Nov 20, 2025
#5	-14.01% Mar 6, 2000 - Mar 23, 2000	-9.47% Oct 21, 2016 - Mar 30, 2017
#6	-13.08% Feb 16, 2000 - Feb 29, 2000	-7.33% Jul 24, 2017 - Jun 29, 2018
#7	-13.00% Aug 19, 2022 - Dec 1, 2022	-6.67% May 8, 2015 - Nov 2, 2015
#8	-11.34% Jun 2, 2022 - Jul 22, 2022	-5.52% Feb 9, 2021 - May 28, 2021
#9	-10.73% Jan 26, 2000 - Feb 4, 2000	-5.11% Nov 23, 2015 - Apr 19, 2016
#10	-9.92% Nov 29, 1999 - Jan 10, 2000	-5.05% Mar 18, 2024 - May 6, 2024
#11	-8.15% Apr 3, 2023 - May 26, 2023	-4.97% Nov 29, 2024 - Feb 20, 2025
#12	-7.86% Mar 29, 2022 - May 17, 2022	-4.46% Sep 16, 2020 - Oct 5, 2020
#13	-7.37% Feb 1, 2023 - Apr 3, 2023	-4.28% Dec 31, 2020 - Feb 9, 2021
#14	-6.14% Nov 10, 1999 - Nov 26, 1999	-4.07% Sep 22, 2014 - Jan 23, 2015
#15	-5.56% Mar 1, 2000 - Mar 6, 2000	-3.97% May 24, 2024 - Oct 15, 2024

Correlation

Correlation between DOX and GS-P-D is 0.82 which considered as a strong positive correlation - the stocks tend to move together.

0.82

-101

Dividend Comparison (2012 - 2026)

DOX vs GS-P-D dividend yield comparison.

Year	DOX	GS-P-D
2026	1.10%	3.11%
2025	2.62%	6.82%
2024	2.25%	6.91%
2023	1.98%	6.77%
2022	1.74%	5.50%
2021	1.92%	3.99%
2020	1.85%	4.01%
2019	1.58%	4.39%
2018	1.71%	5.84%
2017	1.34%	4.49%
2016	1.34%	4.66%
2015	1.25%	4.97%
2014	1.33%	1.29%
2013	1.26%	0.00%
2012	0.76%	0.00%