Davis, 27, is four years younger than Shields and has less experience and prominence, but there's a chance he could be around Kansas City longer. While Shields could become a free agent after two years, Davis' contract has club options all the way through 2017.
And he likes the idea of playing at Kauffman Stadium after so many lonely nights with Tampa Bay at Tropicana Field.
"Every time we've come here, it's been welcoming from the fans," Davis said. "It's not like walking into ballparks where you're getting yelled at and kids are yelling at you. It's exciting for us to be part of a fan base that's going to be coming in when we win some games."
Winning games, obviously, was the intent when the Royals sent four prized prospects to the Rays for Shields, Davis and a player to be named later (or cash). Davis did his share of winning for the Rays, going 12-10 in 2010 and 11-10 in '11 with 29 starts in each season.
Last year, the pitching-rich Rays moved him to the bullpen, where he was 3-0 with a 2.43 ERA in 54 games (none against the Royals). He racked up 87 strikeouts against 29 walks in 70 1/3 innings.
With the Royals, he'll be back in the rotation, already counted on as one of the first four starters. He looks at his year in relief as a learning experience.
"I plan on being extremely aggressive," he said. "I think that's something I learned last year. Being extremely aggressive, not giving any credit to anybody, just attacking everybody the same way and not giving in and trusting everything that I have."
Shields was asked for his analysis of Davis' pitching.
"Well, I'll tell you what, he's got a powerful arm, he's got tremendous stuff. It's as good as it gets, man, and he's a competitor," Shields said. "This year, he really took on that role of being in the bullpen because, obviously, the Rays had a lot of starters throughout the Minor Leagues and the big leagues, and he just kind of ran out of room. I think he learned a lot in the bullpen, about himself and who he is as a pitcher and what kind of pitcher he is. He did a phenomenal job in the bullpen, and I think he's going to bring that kind of attitude into the rotation."
One of Davis' best games as a starter came against the Royals in his rookie year, on May 2, 2010, at the Trop.
"It was a pretty exciting game. I think we won, 1-0, right?" Davis said, pausing a moment to reflect. "Yeah, I remember that."
He should, because he beat the reigning American League Cy Young Award winner, Zack Greinke, who went the distance for the Royals. Davis pitched seven innings, winning on Evan Longoria's home run.
Those were the days. The Rays went on to win 96 games and finish first in the American League East; the Royals would lose 95 and finish last in the AL Central. The Royals also traded Greinke that winter.
Davis likes the idea of pitching at home in Kauffman Stadium where, for one thing, there's no artificial turf like at the Trop and, for another, there are wide-open spaces.
"It's good in a lot of ways," he said. "You keep the ball in the ballpark and they have a pretty good outfield that can run everything down, so it gives you a lot of confidence to stay in the strike zone all the time, don't fall behind in the count, continue to throw strikes and not give in and walk anybody."
Davis is from Lake Wales, Fla., where he starred in high school and got a scholarship offer from the University of Florida. But he was drafted in 2004's third round by Tampa Bay and decided to sign. He threw two no-hitters as he advanced through the Minors. By 2009, he was a September callup.
He and his wife, Katelyn, live in Marlboro, N.Y. He organized the Full Count Foundation to help children with special needs or chronic illnesses. In 2010, he had his head shaved atop the Rays' dugout to raise funds for the Pediatric Cancer Foundation in Tampa.
With the Rays, Davis was in two postseasons. Shields, who arrived before him, was in three, including the 2008 World Series.
This year, the Rays finished third in the AL East but still won 90 games -- as many as the Royals lost as they finished third in the AL Central. So Davis and Shields arrive with a winning background.
"We definitely bring a lot," Davis said. "He was the leader of our staff when I first got called up, and he's the type of guy that rubs off on other people. In any situation, regular season and postseason, it was, 'We're going to go out and win every game -- it doesn't matter who we're facing.' The reason for our success is our approach, and that's the mentality he brought to all of us. I think it's going to be beneficial for everybody to have him around and be the leader of the staff."