Davy made her professional stage debut on Broadway as one of the Female Saints in the April 1952 revival of Virgil Thomson's "Four Saints in Three Acts" at the Broadway Theatre. She returned to Broadway the following October to portray Susie in "My Darlin' Aida" at the Winter Garden Theatre with Elaine Malbin in the title role. In May 1954 she replaced Leontyne Price as Bess in a North American tour of George Gershwin's "Porgy and Bess" which was organized by impresarios Robert Breen and his wife Wilva Davis. After completing its North American tour in Montreal, Davy went with the production to Europe for performances in Venice, Paris, London, and other cities in Belgium, Germany, Greece, Italy, Switzerland, and Yugoslavia. The company also made a stop at the Cairo Opera House in Egypt. She remained with the international tour through 1956, making further appearances in the Middle East, Africa, Russia, and Latin America.