DOCU vs SPY: returns, Sharpe ratio and drawdown

Over the past year, SPY returned +13.70% against +5.62% for DOCU. Over five years, SPY averaged +10.77% a year, compared with -23.27% for DOCU. SPY had the higher Sharpe ratio over the past year (0.73 vs 0.26), meaning more return for each unit of volatility. The worst peak-to-trough drop over the past year was -9.13% for SPY and -42.92% for DOCU.