Cybersecurity stocks

Performance

Risk-Adjusted Performance

Dividends

Drawdowns

Volatility

Diversification

Cybersecurity stocks

Currency in USD · Last updated May 6, 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

Position	Category/Sector	Target 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%

Benchmark

Rebalance

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.

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

	YTD	1M	6M	1Y	5Y*	10Y*
^GSPC S&P 500	-3.93%	11.36%	-1.09%	10.19%	14.74%	10.35%
Cybersecurity stocks	-1.11%	17.39%	41.35%	48.56%	N/A	N/A
Portfolio components:
CHKP Check Point Software Technologies Ltd.	17.92%	2.15%	29.37%	45.61%	15.89%	9.93%
NET Cloudflare, Inc.	15.75%	28.39%	44.11%	67.53%	38.13%	N/A
CRWD CrowdStrike Holdings, Inc.	29.61%	37.88%	48.38%	42.96%	43.88%	N/A
ESTC Elastic N.V.	-15.97%	9.35%	4.56%	-21.20%	4.92%	N/A
CYBR CyberArk Software Ltd.	9.45%	18.98%	33.03%	60.40%	29.46%	18.68%
FTNT Fortinet, Inc.	15.04%	28.31%	37.86%	84.60%	37.45%	30.25%
OKTA Okta, Inc.	46.84%	25.87%	57.99%	19.84%	-6.81%	N/A
PANW Palo Alto Networks, Inc.	3.39%	22.50%	4.19%	27.02%	41.38%	22.35%
QLYS Qualys, Inc.	-8.60%	8.07%	2.86%	-22.50%	4.00%	13.28%
RDWR Radware Ltd.	2.62%	17.00%	6.89%	37.21%	0.57%	0.05%
RPD Rapid7, Inc.	-40.12%	1.73%	-39.55%	-46.72%	-12.84%	N/A
S SentinelOne, Inc.	-14.82%	11.83%	-25.76%	-11.01%	N/A	N/A
SPLK Splunk Inc.	0.00%	0.00%	0.00%	0.00%	N/A	N/A
ZS	29.14%	33.38%	26.00%	31.55%	N/A	N/A
DDOG Datadog, Inc.	-26.03%	20.21%	-15.82%	-14.94%	17.90%	N/A
VRNS Varonis Systems, Inc.	-1.31%	14.31%	-13.83%	0.18%	13.23%	20.88%
TLS Telos Corporation	-22.51%	17.26%	-30.63%	-24.29%	N/A	N/A
ATEN A10 Networks, Inc.	-9.70%	10.98%	15.33%	11.02%	21.13%	12.98%
ARQQ Arqit Quantum Inc.	-58.52%	34.03%	174.91%	56.79%	N/A	N/A
FFIV F5 Networks, Inc.	6.25%	11.68%	15.57%	61.02%	13.57%	7.83%

*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.

	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Total
2025	5.19%	-3.70%	-8.43%	5.01%	1.52%								-1.11%
2024	2.99%	7.81%	-4.06%	-8.71%	-1.74%	7.25%	0.05%	-0.02%	-1.09%	0.66%	25.71%	14.50%	46.91%
2023	4.14%	3.07%	1.60%	-11.19%	22.29%	-4.09%	5.32%	-1.39%	-0.21%	-5.41%	20.23%	9.18%	46.15%
2022	-15.55%	4.82%	1.63%	-15.45%	-12.79%	-5.30%	3.82%	2.86%	-9.34%	2.55%	-9.42%	-6.75%	-47.32%
2021									-3.67%	15.50%	-4.91%	-4.39%	1.16%

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 85, Cybersecurity stocks is among the top 15% 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.

Overall Rank

Sharpe Ratio Rank

Sortino Ratio Rank

Omega Ratio Rank

Calmar Ratio Rank

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

Portfolio: 1.46

^GSPC: 0.65

Sortino ratio

Portfolio: 2.15

^GSPC: 1.02

Omega ratio

Portfolio: 1.28

^GSPC: 1.15

Calmar ratio

Portfolio: 1.25

^GSPC: 0.67

Martin ratio

Portfolio: 6.06

^GSPC: 2.62

Portfolio components

	Sharpe ratio	Sortino ratio	Omega ratio	Calmar ratio	Martin ratio
CHKP Check Point Software Technologies Ltd.	1.67	2.10	1.34	2.57	7.09
NET Cloudflare, Inc.	0.77	1.36	1.19	0.60	2.42
CRWD CrowdStrike Holdings, Inc.	0.95	1.53	1.20	1.13	2.55
ESTC Elastic N.V.	-0.37	-0.17	0.97	-0.34	-0.95
CYBR CyberArk Software Ltd.	1.50	2.18	1.28	2.06	6.27
FTNT Fortinet, Inc.	1.68	2.75	1.39	2.29	8.73
OKTA Okta, Inc.	0.50	1.06	1.15	0.33	1.37
PANW Palo Alto Networks, Inc.	0.85	1.38	1.17	1.15	3.52
QLYS Qualys, Inc.	-0.56	-0.71	0.92	-0.51	-1.05
RDWR Radware Ltd.	0.96	1.90	1.22	0.66	4.71
RPD Rapid7, Inc.	-1.07	-1.59	0.80	-0.55	-1.89
S SentinelOne, Inc.	-0.24	-0.02	1.00	-0.15	-0.61
SPLK Splunk Inc.	—	—	—	0.00	—
ZS	0.79	1.24	1.18	0.61	3.79
DDOG Datadog, Inc.	-0.39	-0.29	0.96	-0.29	-0.79
VRNS Varonis Systems, Inc.	0.03	0.30	1.04	0.02	0.05
TLS Telos Corporation	-0.25	0.34	1.05	-0.25	-0.85
ATEN A10 Networks, Inc.	0.28	0.56	1.09	0.28	0.65
ARQQ Arqit Quantum Inc.	0.24	1.81	1.21	0.40	0.93
FFIV F5 Networks, Inc.	1.94	3.03	1.42	1.82	8.77

The current Cybersecurity stocks Sharpe ratio is 1.46. 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 0.54 to 1.07, 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.

Cybersecurity stocks

Benchmark (^GSPC)

Portfolio components

Dividends

Dividend yield

Cybersecurity stocks provided a 0.07% dividend yield over the last twelve months.

	TTM	2024	2023	2022	2021
Portfolio	0.07%	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.	1.45%	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.

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 57.42%, occurring on May 3, 2023. Recovery took 415 trading sessions.

The current Cybersecurity stocks drawdown is 11.42%.

Depth	Start	To Bottom	Bottom	To Recover	End	Total
-57.42%	Nov 10, 2021	371	May 3, 2023	415	Dec 26, 2024	786
-24.99%	Feb 14, 2025	37	Apr 8, 2025	—	—	—
-13.1%	Sep 23, 2021	8	Oct 4, 2021	19	Oct 29, 2021	27
-6.8%	Dec 27, 2024	10	Jan 13, 2025	10	Jan 28, 2025	20
-2.16%	Nov 1, 2021	2	Nov 2, 2021	2	Nov 4, 2021	4

Volatility

Volatility Chart

The current Cybersecurity stocks volatility is 14.19%, 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.

Cybersecurity stocks

Benchmark (^GSPC)

Portfolio components

Diversification

Diversification Metrics

Number of Effective Assets

Effective Assets: 20.00

The portfolio contains 20 assets, with an effective number of assets of 20.00, reflecting the diversification based on asset allocation. This number of effective assets suggests that the portfolio's investments are spread across a variety of assets, indicating a well-diversified allocation. However, true diversification also depends on the correlations between assets.

Asset Correlations Table

The table below displays the correlation coefficients between the individual components of the portfolio, the entire portfolio, and the chosen benchmark.

	^GSPC	ARQQ	TLS	CHKP	ATEN	RDWR	SPLK	FFIV	PANW	RPD	FTNT	QLYS	OKTA	CYBR	VRNS	DDOG	ESTC	S	CRWD	NET	ZS	Portfolio
^GSPC	1.00	0.25	0.41	0.47	0.53	0.48	0.48	0.72	0.58	0.55	0.64	0.60	0.57	0.59	0.58	0.58	0.58	0.58	0.60	0.62	0.63	0.69
ARQQ	0.25	1.00	0.22	0.13	0.21	0.21	0.16	0.19	0.22	0.19	0.19	0.22	0.27	0.21	0.25	0.23	0.22	0.26	0.22	0.24	0.23	0.46
TLS	0.41	0.22	1.00	0.25	0.36	0.34	0.32	0.35	0.30	0.39	0.33	0.38	0.39	0.37	0.40	0.35	0.39	0.39	0.35	0.36	0.37	0.54
CHKP	0.47	0.13	0.25	1.00	0.33	0.36	0.32	0.43	0.47	0.38	0.48	0.46	0.39	0.42	0.41	0.34	0.33	0.37	0.41	0.36	0.42	0.48
ATEN	0.53	0.21	0.36	0.33	1.00	0.49	0.36	0.55	0.42	0.44	0.50	0.52	0.39	0.41	0.47	0.40	0.43	0.42	0.42	0.43	0.45	0.56
RDWR	0.48	0.21	0.34	0.36	0.49	1.00	0.35	0.52	0.39	0.48	0.43	0.48	0.46	0.43	0.44	0.43	0.47	0.43	0.45	0.49	0.46	0.57
SPLK	0.48	0.16	0.32	0.32	0.36	0.35	1.00	0.41	0.45	0.45	0.47	0.51	0.49	0.48	0.52	0.49	0.54	0.50	0.50	0.50	0.52	0.61
FFIV	0.72	0.19	0.35	0.43	0.55	0.52	0.41	1.00	0.49	0.49	0.56	0.55	0.50	0.51	0.52	0.50	0.50	0.50	0.52	0.53	0.53	0.63
PANW	0.58	0.22	0.30	0.47	0.42	0.39	0.45	0.49	1.00	0.52	0.65	0.57	0.54	0.60	0.53	0.57	0.56	0.58	0.66	0.57	0.67	0.70
RPD	0.55	0.19	0.39	0.38	0.44	0.48	0.45	0.49	0.52	1.00	0.53	0.69	0.58	0.61	0.65	0.60	0.59	0.61	0.58	0.61	0.63	0.72
FTNT	0.64	0.19	0.33	0.48	0.50	0.43	0.47	0.56	0.65	0.53	1.00	0.57	0.56	0.58	0.55	0.56	0.55	0.58	0.63	0.62	0.66	0.71
QLYS	0.60	0.22	0.38	0.46	0.52	0.48	0.51	0.55	0.57	0.69	0.57	1.00	0.58	0.61	0.64	0.58	0.59	0.59	0.60	0.59	0.63	0.73
OKTA	0.57	0.27	0.39	0.39	0.39	0.46	0.49	0.50	0.54	0.58	0.56	0.58	1.00	0.63	0.64	0.65	0.66	0.67	0.65	0.66	0.68	0.76
CYBR	0.59	0.21	0.37	0.42	0.41	0.43	0.48	0.51	0.60	0.61	0.58	0.61	0.63	1.00	0.64	0.63	0.62	0.66	0.66	0.66	0.68	0.74
VRNS	0.58	0.25	0.40	0.41	0.47	0.44	0.52	0.52	0.53	0.65	0.55	0.64	0.64	0.64	1.00	0.59	0.62	0.65	0.61	0.62	0.64	0.75
DDOG	0.58	0.23	0.35	0.34	0.40	0.43	0.49	0.50	0.57	0.60	0.56	0.58	0.65	0.63	0.59	1.00	0.72	0.68	0.68	0.74	0.72	0.77
ESTC	0.58	0.22	0.39	0.33	0.43	0.47	0.54	0.50	0.56	0.59	0.55	0.59	0.66	0.62	0.62	0.72	1.00	0.66	0.67	0.71	0.71	0.78
S	0.58	0.26	0.39	0.37	0.42	0.43	0.50	0.50	0.58	0.61	0.58	0.59	0.67	0.66	0.65	0.68	0.66	1.00	0.72	0.69	0.72	0.80
CRWD	0.60	0.22	0.35	0.41	0.42	0.45	0.50	0.52	0.66	0.58	0.63	0.60	0.65	0.66	0.61	0.68	0.67	0.72	1.00	0.71	0.78	0.79
NET	0.62	0.24	0.36	0.36	0.43	0.49	0.50	0.53	0.57	0.61	0.62	0.59	0.66	0.66	0.62	0.74	0.71	0.69	0.71	1.00	0.75	0.79
ZS	0.63	0.23	0.37	0.42	0.45	0.46	0.52	0.53	0.67	0.63	0.66	0.63	0.68	0.68	0.64	0.72	0.71	0.72	0.78	0.75	1.00	0.81
Portfolio	0.69	0.46	0.54	0.48	0.56	0.57	0.61	0.63	0.70	0.72	0.71	0.73	0.76	0.74	0.75	0.77	0.78	0.80	0.79	0.79	0.81	1.00

The correlation results are calculated based on daily price changes starting from Sep 8, 2021

Performance Analysis

Risk Analysis

Optimization

Factor Model

Cybersecurity stocks

Asset Allocation

Performance

Performance Chart

Returns By Period

Monthly Returns

Expense Ratio

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

Risk-Adjusted Performance Indicators

Dividends

Dividend yield

Drawdowns

Drawdowns Chart

Worst Drawdowns

Volatility

Volatility Chart

Diversification

Diversification Metrics

Number of Effective Assets

Asset Correlations Table

Performance Analysis

Risk Analysis

Optimization

Factor Model

Portfolios

Screeners

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