Davy was part of the first generation of African-American singers to achieve wide success and is viewed as part of an instrumental group of performers who helped break down the barriers of racial prejudice in the opera world. She first drew notice in 1952 when she won the Marian Anderson Award, and then as Bess on an international tour of Gershwin's "Porgy and Bess" from 1954–1956. Concert and opera engagements with major orchestras and opera houses in the United States and Europe soon following. In 1959 she married Swiss stockbroker Herman Penningsfield; at which point she left New York to reside in Geneva, Switzerland. After this point her singing career was mainly based in Europe, with only occasional appearances in the United States.