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Cybersecurity stocks

Last updated Apr 19, 2025

The Cybersecurity stocks portfolio consists of companies specializing in providing solutions to protect against online security threats such as hacking, data breaches, and cyber-attacks. The companies in this portfolio focus on developing and selling products such as firewalls, antivirus software, SIEM, and XDR solutions. With the increasing reliance on technology and the internet, there is a growing demand for cybersecurity solutions, making this portfolio an attractive option for investors seeking growth in a rapidly expanding market.

Asset Allocation

CHKP 5%NET 5%CRWD 5%ESTC 5%CYBR 5%FTNT 5%OKTA 5%PANW 5%QLYS 5%RDWR 5%RPD 5%S 5%SPLK 5%ZS 5%DDOG 5%VRNS 5%TLS 5%ATEN 5%ARQQ 5%FFIV 5%EquityEquity
PositionCategory/SectorTarget Weight
ARQQ
Arqit Quantum Inc.		Technology
5%
ATEN
A10 Networks, Inc.		Technology
5%
CHKP
Check Point Software Technologies Ltd.		Technology
5%
CRWD
CrowdStrike Holdings, Inc.		Technology
5%
CYBR
CyberArk Software Ltd.		Technology
5%
DDOG
Datadog, Inc.		Technology
5%
ESTC
Elastic N.V.		Technology
5%
FFIV
F5 Networks, Inc.		Technology
5%
FTNT
Fortinet, Inc.		Technology
5%
NET
Cloudflare, Inc.		Technology
5%
OKTA
Okta, Inc.		Technology
5%
PANW
Palo Alto Networks, Inc.		Technology
5%
QLYS
Qualys, Inc.		Technology
5%
RDWR
Radware Ltd.		Technology
5%
RPD
Rapid7, Inc.		Technology
5%
S
SentinelOne, Inc.		Technology
5%
SPLK
Splunk Inc.		Technology
5%
TLS
Telos Corporation		Technology
5%
VRNS
Varonis Systems, Inc.		Technology
5%
ZS
5%

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Cybersecurity stocks, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends. The portfolio is rebalanced every 3 months.

-20.00%-10.00%0.00%10.00%20.00%30.00%40.00%NovemberDecember2025FebruaryMarchApril
-9.90%
16.87%
Cybersecurity stocks
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Sep 7, 2021, corresponding to the inception date of ARQQ

Returns By Period

YTD1M6M1Y5Y*10Y*
^GSPC
S&P 500		-10.18%-6.71%-9.92%6.35%13.40%9.65%
Cybersecurity stocks-5.04%-6.21%0.56%15.20%N/AN/A
Portfolio components:
CHKP
Check Point Software Technologies Ltd.		15.14%-6.19%4.23%36.09%15.39%9.47%
NET
Cloudflare, Inc.		0.20%-8.51%18.83%28.30%32.86%N/A
CRWD
CrowdStrike Holdings, Inc.		9.78%1.79%21.11%32.90%40.73%N/A
ESTC
Elastic N.V.		-21.41%-17.87%-4.54%-19.05%4.92%N/A
CYBR
CyberArk Software Ltd.		-2.19%-6.03%8.62%39.42%28.06%17.45%
FTNT
Fortinet, Inc.		1.75%-2.36%18.58%51.62%33.86%28.95%
OKTA
Okta, Inc.		24.28%-13.18%30.89%6.41%-8.52%N/A
PANW
Palo Alto Networks, Inc.		-7.84%-8.87%-10.52%20.77%39.09%20.72%
QLYS
Qualys, Inc.		-13.98%-6.39%-2.10%-26.25%2.27%8.72%
RDWR
Radware Ltd.		-5.55%-5.92%-8.43%31.03%-0.60%-1.34%
RPD
Rapid7, Inc.		-43.92%-20.42%-43.32%-49.09%-13.55%N/A
S
SentinelOne, Inc.		-24.23%-13.16%-36.19%-16.11%N/AN/A
SPLK
Splunk Inc.		0.00%0.00%0.00%0.00%N/AN/A
ZS
11.46%-1.21%5.83%18.84%N/AN/A
DDOG
Datadog, Inc.		-36.19%-11.62%-28.83%-24.07%17.40%N/A
VRNS
Varonis Systems, Inc.		-9.09%-2.77%-32.04%-6.81%12.98%16.06%
TLS
Telos Corporation		-26.90%-7.06%-34.38%-24.70%N/AN/A
ATEN
A10 Networks, Inc.		-14.16%-9.64%8.65%23.55%20.57%13.45%
ARQQ
Arqit Quantum Inc.		-61.51%-16.81%151.68%26.69%N/AN/A
FFIV
F5 Networks, Inc.		2.84%-3.68%18.91%45.84%16.14%7.97%
*Annualized

Monthly Returns

The table below presents the monthly returns of Cybersecurity stocks, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.

JanFebMarAprMayJunJulAugSepOctNovDecTotal
20258.02%-1.05%-8.72%-2.67%-5.04%
20244.27%3.70%-4.32%-5.89%-1.96%8.97%-2.76%3.88%-0.15%0.46%13.06%-2.02%16.75%
20233.99%3.83%3.10%-9.63%16.15%1.16%5.19%-1.93%-0.04%-3.87%16.99%7.86%47.85%
2022-16.52%5.17%1.43%-15.67%-12.13%-5.53%3.55%1.81%-8.28%4.12%-5.74%-9.33%-46.35%
2021-3.92%15.08%-0.89%-6.49%2.47%

Expense Ratio

Cybersecurity stocks has an expense ratio of 0.00%, meaning no management fees are charged. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.

The portfolio doesn't include any funds that charge management fees.

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

With an overall rank of 84, Cybersecurity stocks is among the top 16% of portfolios on our website when it comes to balancing risk and reward. Below is a breakdown of how it compares using common performance measures.

The Risk-Adjusted Performance Rank of Cybersecurity stocks is 8484
Overall Rank
The Sharpe Ratio Rank of Cybersecurity stocks is 8686
Sharpe Ratio Rank
The Sortino Ratio Rank of Cybersecurity stocks is 8787
Sortino Ratio Rank
The Omega Ratio Rank of Cybersecurity stocks is 8686
Omega Ratio Rank
The Calmar Ratio Rank of Cybersecurity stocks is 7979
Calmar Ratio Rank
The Martin Ratio Rank of Cybersecurity stocks is 8484
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

This table presents a comparison of risk-adjusted performance metrics for positions. Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.

Sharpe ratio
The chart of Sharpe ratio for Portfolio, currently valued at 0.51, compared to the broader market-4.00-2.000.002.00
Portfolio: 0.51
^GSPC: 0.24
The chart of Sortino ratio for Portfolio, currently valued at 0.89, compared to the broader market-6.00-4.00-2.000.002.004.00
Portfolio: 0.89
^GSPC: 0.47
The chart of Omega ratio for Portfolio, currently valued at 1.11, compared to the broader market0.400.600.801.001.201.401.60
Portfolio: 1.12
^GSPC: 1.07
The chart of Calmar ratio for Portfolio, currently valued at 0.39, compared to the broader market0.002.004.006.00
Portfolio: 0.39
^GSPC: 0.24
The chart of Martin ratio for Portfolio, currently valued at 2.01, compared to the broader market0.005.0010.0015.0020.00
Portfolio: 2.01
^GSPC: 1.08
Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
CHKP
Check Point Software Technologies Ltd.		1.321.741.282.005.44
NET
Cloudflare, Inc.		0.350.861.120.271.16
CRWD
CrowdStrike Holdings, Inc.		0.491.011.130.581.31
ESTC
Elastic N.V.		-0.32-0.080.99-0.29-0.86
CYBR
CyberArk Software Ltd.		1.011.641.201.374.57
FTNT
Fortinet, Inc.		1.172.141.301.586.25
OKTA
Okta, Inc.		0.070.451.060.040.18
PANW
Palo Alto Networks, Inc.		0.611.091.130.822.67
QLYS
Qualys, Inc.		-0.67-0.940.89-0.61-1.25
RDWR
Radware Ltd.		0.751.591.180.493.72
RPD
Rapid7, Inc.		-1.14-1.750.78-0.58-2.16
S
SentinelOne, Inc.		-0.40-0.280.96-0.25-1.10
SPLK
Splunk Inc.		———0.00—
ZS
0.350.751.100.271.66
DDOG
Datadog, Inc.		-0.67-0.770.90-0.51-1.48
VRNS
Varonis Systems, Inc.		-0.22-0.080.99-0.17-0.46
TLS
Telos Corporation		-0.260.311.05-0.27-0.95
ATEN
A10 Networks, Inc.		0.601.051.160.671.70
ARQQ
Arqit Quantum Inc.		0.081.561.180.130.30
FFIV
F5 Networks, Inc.		1.292.061.301.246.11

The current Cybersecurity stocks Sharpe ratio is 1.08. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Compared to the broad market, where average Sharpe ratios range from 0.21 to 0.77, this portfolio's current Sharpe ratio is in the top 25%, it signifies superior risk-adjusted performance. This means that for the level of risk undertaken, the portfolio is generating impressive returns compared to most others.

Use the chart below to compare the Sharpe ratio of Cybersecurity stocks with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.

Rolling 12-month Sharpe Ratio0.001.002.003.00NovemberDecember2025FebruaryMarchApril
0.51
0.24
Cybersecurity stocks
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

Cybersecurity stocks provided a 0.08% dividend yield over the last twelve months.

TTM2024202320222021
Portfolio0.08%0.07%0.09%0.06%0.02%
Portfolio components:
CHKP
Check Point Software Technologies Ltd.		0.00%0.00%0.00%0.00%0.00%
NET
Cloudflare, Inc.		0.00%0.00%0.00%0.00%0.00%
CRWD
CrowdStrike Holdings, Inc.		0.00%0.00%0.00%0.00%0.00%
ESTC
Elastic N.V.		0.00%0.00%0.00%0.00%0.00%
CYBR
CyberArk Software Ltd.		0.00%0.00%0.00%0.00%0.00%
FTNT
Fortinet, Inc.		0.00%0.00%0.00%0.00%0.00%
OKTA
Okta, Inc.		0.00%0.00%0.00%0.00%0.00%
PANW
Palo Alto Networks, Inc.		0.00%0.00%0.00%0.00%0.00%
QLYS
Qualys, Inc.		0.00%0.00%0.00%0.00%0.00%
RDWR
Radware Ltd.		0.00%0.00%0.00%0.00%0.00%
RPD
Rapid7, Inc.		0.00%0.00%0.00%0.00%0.00%
S
SentinelOne, Inc.		0.00%0.00%0.00%0.00%0.00%
SPLK
Splunk Inc.		0.00%0.00%0.00%0.00%0.00%
ZS
0.00%0.00%0.00%0.00%0.00%
DDOG
Datadog, Inc.		0.00%0.00%0.00%0.00%0.00%
VRNS
Varonis Systems, Inc.		0.00%0.00%0.00%0.00%0.00%
TLS
Telos Corporation		0.00%0.00%0.00%0.00%0.00%
ATEN
A10 Networks, Inc.		1.52%1.30%1.82%1.26%0.30%
ARQQ
Arqit Quantum Inc.		0.00%0.00%0.00%0.00%0.00%
FFIV
F5 Networks, Inc.		0.00%0.00%0.00%0.00%0.00%

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.

-25.00%-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-21.46%
-14.02%
Cybersecurity stocks
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the Cybersecurity stocks. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the Cybersecurity stocks was 55.03%, occurring on Jan 5, 2023. The portfolio has not yet recovered.

The current Cybersecurity stocks drawdown is 19.29%.

Depth

Start

To Bottom

Bottom

To Recover

End

Total

-55.03%Nov 10, 2021290Jan 5, 2023———
-13.08%Sep 23, 20218Oct 4, 202119Oct 29, 202127
-2.39%Nov 1, 20212Nov 2, 20212Nov 4, 20214
-2.14%Sep 10, 20213Sep 14, 20212Sep 16, 20215
-1.09%Sep 17, 20211Sep 17, 20212Sep 21, 20213

Volatility

Volatility Chart

The current Cybersecurity stocks volatility is 14.56%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.

0.00%5.00%10.00%15.00%NovemberDecember2025FebruaryMarchApril
14.56%
13.60%
Cybersecurity stocks
Benchmark (^GSPC)
Portfolio components

Diversification

Asset Correlations Table

The table below displays the correlation coefficients between the individual components of the portfolio, the entire portfolio, and the chosen benchmark.
ARQQTLSCHKPATENRDWRSPLKFFIVPANWFTNTRPDQLYSOKTACYBRVRNSDDOGESTCSCRWDNETZS
ARQQ1.000.220.140.210.200.160.190.220.190.190.210.270.210.250.220.220.250.210.240.23
TLS0.221.000.250.350.330.320.350.300.330.390.380.390.370.410.350.390.390.350.350.37
CHKP0.140.251.000.330.360.320.440.470.480.380.460.390.430.410.340.330.380.420.360.42
ATEN0.210.350.331.000.490.360.550.410.500.440.510.380.410.470.400.420.410.410.420.44
RDWR0.200.330.360.491.000.350.520.390.420.470.480.460.430.440.430.470.430.450.480.46
SPLK0.160.320.320.360.351.000.420.450.480.450.510.500.490.520.500.540.500.500.500.53
FFIV0.190.350.440.550.520.421.000.480.560.490.550.500.510.520.500.500.500.510.530.53
PANW0.220.300.470.410.390.450.481.000.650.520.570.530.590.530.570.560.580.660.570.67
FTNT0.190.330.480.500.420.480.560.651.000.520.570.560.580.550.560.550.570.630.620.65
RPD0.190.390.380.440.470.450.490.520.521.000.690.580.610.650.600.590.610.570.610.63
QLYS0.210.380.460.510.480.510.550.570.570.691.000.580.600.640.580.590.590.590.590.63
OKTA0.270.390.390.380.460.500.500.530.560.580.581.000.630.640.650.660.670.650.650.67
CYBR0.210.370.430.410.430.490.510.590.580.610.600.631.000.640.630.620.650.660.660.68
VRNS0.250.410.410.470.440.520.520.530.550.650.640.640.641.000.590.620.650.610.620.64
DDOG0.220.350.340.400.430.500.500.570.560.600.580.650.630.591.000.720.680.680.740.73
ESTC0.220.390.330.420.470.540.500.560.550.590.590.660.620.620.721.000.660.670.710.71
S0.250.390.380.410.430.500.500.580.570.610.590.670.650.650.680.661.000.720.690.72
CRWD0.210.350.420.410.450.500.510.660.630.570.590.650.660.610.680.670.721.000.710.78
NET0.240.350.360.420.480.500.530.570.620.610.590.650.660.620.740.710.690.711.000.75
ZS0.230.370.420.440.460.530.530.670.650.630.630.670.680.640.730.710.720.780.751.00
The correlation results are calculated based on daily price changes starting from Sep 8, 2021
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The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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