Decision making is the essence of management and the manager is the one who can decide any time. Nowadays, the Analytical Hierarchy Process (AHP) and Data Envelopment Analysis (DEA) are considered as the most eminent tactics of decision making. The aim of this study is to compare the techniques of DEA and the process of AHP and also measuring their potency in compare with each other in a field study. The platform of this survey was laid through identifying the key decision-making indicators regarding stock exchange from investors' side and recording the exchange information in a one-year period. Thereafter, by utilizing these techniques, these indicators have been prioritized. The results of the study revealed no significant difference in two prioritizing method. AHP has shown higher potentiality in prioritizing the key performance indicators in compare with DEA.