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F5 Networks, Inc. (FFIV)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Company Info

ISINUS3156161024
CUSIP315616102
SectorTechnology
IndustrySoftware—Infrastructure

Highlights

Market Cap$11.21B
EPS$7.68
PE Ratio24.81
PEG Ratio1.76
Revenue (TTM)$2.81B
Gross Profit (TTM)$2.22B
EBITDA (TTM)$725.49M
Year Range$127.05 - $199.49
Target Price$191.78
Short %3.58%
Short Ratio3.35

Share Price Chart


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Compare to other instruments

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F5 Networks, Inc.

Popular comparisons: FFIV vs. PANW, FFIV vs. DOCU, FFIV vs. SPY, FFIV vs. WMT, FFIV vs. COST, FFIV vs. ANET

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in F5 Networks, Inc., comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


0.00%10.00%20.00%30.00%NovemberDecember2024FebruaryMarchApril
22.08%
17.40%
FFIV (F5 Networks, Inc.)
Benchmark (^GSPC)

S&P 500

Returns By Period

F5 Networks, Inc. had a return of 1.30% year-to-date (YTD) and 26.88% in the last 12 months. Over the past 10 years, F5 Networks, Inc. had an annualized return of 5.29%, while the S&P 500 had an annualized return of 10.43%, indicating that F5 Networks, Inc. did not perform as well as the benchmark.


PeriodReturnBenchmark
Year-To-Date1.30%5.29%
1 month-3.23%-2.47%
6 months20.07%16.40%
1 year26.88%20.88%
5 years (annualized)2.11%11.60%
10 years (annualized)5.29%10.43%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
20242.64%1.92%1.27%
2023-1.54%-5.93%12.93%4.55%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current risk-adjusted rank of FFIV is 81, placing it in the top 19% of the market in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.

The Risk-Adjusted Performance Rank of FFIV is 8181
F5 Networks, Inc.(FFIV)
The Sharpe Ratio Rank of FFIV is 8585Sharpe Ratio Rank
The Sortino Ratio Rank of FFIV is 8080Sortino Ratio Rank
The Omega Ratio Rank of FFIV is 7878Omega Ratio Rank
The Calmar Ratio Rank of FFIV is 7373Calmar Ratio Rank
The Martin Ratio Rank of FFIV is 8888Martin 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

The charts below present risk-adjusted performance metrics for F5 Networks, Inc. (FFIV) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


FFIV
Sharpe ratio
The chart of Sharpe ratio for FFIV, currently valued at 1.26, compared to the broader market-2.00-1.000.001.002.003.001.26
Sortino ratio
The chart of Sortino ratio for FFIV, currently valued at 1.81, compared to the broader market-4.00-2.000.002.004.001.81
Omega ratio
The chart of Omega ratio for FFIV, currently valued at 1.22, compared to the broader market0.501.001.501.22
Calmar ratio
The chart of Calmar ratio for FFIV, currently valued at 0.52, compared to the broader market0.001.002.003.004.005.000.52
Martin ratio
The chart of Martin ratio for FFIV, currently valued at 6.75, compared to the broader market0.0010.0020.0030.006.75
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 1.79, compared to the broader market-2.00-1.000.001.002.003.001.79
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 2.61, compared to the broader market-4.00-2.000.002.004.002.61
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.31, compared to the broader market0.501.001.501.31
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.36, compared to the broader market0.001.002.003.004.005.001.36
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 7.21, compared to the broader market0.0010.0020.0030.007.21

Sharpe Ratio

The current F5 Networks, Inc. Sharpe ratio is 1.26. A Sharpe ratio greater than 1.0 is considered acceptable.


Rolling 12-month Sharpe Ratio-0.500.000.501.001.502.002.503.00NovemberDecember2024FebruaryMarchApril
1.26
1.79
FFIV (F5 Networks, Inc.)
Benchmark (^GSPC)

Dividends

Dividend History


F5 Networks, Inc. doesn't pay dividends

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-40.00%-30.00%-20.00%-10.00%0.00%NovemberDecember2024FebruaryMarchApril
-26.83%
-4.42%
FFIV (F5 Networks, Inc.)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the F5 Networks, Inc.. 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 F5 Networks, Inc. was 97.59%, occurring on Apr 4, 2001. Recovery took 2332 trading sessions.

The current F5 Networks, Inc. drawdown is 26.83%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-97.59%Nov 19, 1999346Apr 4, 20012332Jul 15, 20102678
-58.07%Jul 16, 199917Aug 9, 199920Sep 7, 199937
-54.59%Oct 1, 2018368Mar 18, 2020213Jan 21, 2021581
-52.82%Jan 18, 2011612Jun 24, 2013878Dec 15, 20161490
-47.42%Dec 30, 2021331Apr 25, 2023

Volatility

Volatility Chart

The current F5 Networks, Inc. volatility is 6.04%, 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.


2.00%3.00%4.00%5.00%6.00%7.00%NovemberDecember2024FebruaryMarchApril
6.04%
3.35%
FFIV (F5 Networks, Inc.)
Benchmark (^GSPC)

Financials

Financial Performance

The chart below illustrates the trends in the financial health of F5 Networks, Inc. over time, highlighting three key metrics: Total Revenue, Earnings Before Interest and Taxes (EBIT), and Net Income.

Annual
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Income Statement


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Income

Income Before Tax

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EBIT

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Earnings From Continuing Operations

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Net Income

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Income Tax Expense

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Interest Expense

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Other Non-Operating Income (Expenses)

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Extraordinary Items

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Non Recurring

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Minority Interest

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Other Items

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Values in undefined except per share items