DOCS vs VEEV: returns, Sharpe ratio and drawdown

Over the past year, VEEV returned +8.55% against -54.46% for DOCS. Over five years, VEEV averaged -0.43% a year, compared with -15.01% for DOCS. VEEV had the higher Sharpe ratio over the past year (0.30 vs -0.99), meaning more return for each unit of volatility. The worst peak-to-trough drop over the past year was -49.37% for VEEV and -73.71% for DOCS.