PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
JFrog Ltd. (FROG)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Company Info

ISIN

IL0011684185

Sector

Technology

IPO Date

Sep 16, 2020

Highlights

Market Cap

$3.48B

EPS (TTM)

-$0.52

Total Revenue (TTM)

$409.67M

Gross Profit (TTM)

$318.74M

EBITDA (TTM)

-$67.51M

Year Range

$22.91 - $48.81

Target Price

$36.71

Short %

3.51%

Short Ratio

3.49

Share Price Chart


Loading data...

Compare to other instruments

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Popular comparisons:
FROG vs. GTLB FROG vs. RNG FROG vs. VOO FROG vs. VEA FROG vs. SMWB
Popular comparisons:
FROG vs. GTLB FROG vs. RNG FROG vs. VOO FROG vs. VEA FROG vs. SMWB

Performance

Performance Chart

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


-20.00%-10.00%0.00%10.00%20.00%JulyAugustSeptemberOctoberNovemberDecember
-7.02%
7.29%
FROG (JFrog Ltd.)
Benchmark (^GSPC)

Returns By Period

JFrog Ltd. had a return of -11.99% year-to-date (YTD) and -5.84% in the last 12 months.


FROG

YTD

-11.99%

1M

0.99%

6M

-6.10%

1Y

-5.84%

5Y*

N/A

10Y*

N/A

^GSPC (Benchmark)

YTD

23.11%

1M

-0.36%

6M

7.02%

1Y

23.15%

5Y*

12.80%

10Y*

11.01%

Monthly Returns

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024-6.01%37.69%-1.27%-9.81%-19.33%16.72%2.69%-28.01%4.61%0.48%6.75%-11.99%
202320.53%-10.54%-14.35%-5.74%31.18%13.71%11.08%-6.76%-11.61%-11.32%19.96%28.28%62.26%
2022-10.03%-7.30%8.80%-22.56%-10.64%12.98%5.36%-4.73%4.54%14.88%-13.46%-2.96%-28.18%
2021-0.57%-14.37%-17.05%10.50%-14.85%9.03%-3.73%-12.28%-12.85%-2.42%-2.23%-7.07%-52.73%
202030.65%-14.44%-2.86%-10.70%-3.03%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of FROG is 43, indicating average performance compared to other stocks on our website. Here’s a breakdown of how it compares using common performance measures.


The Risk-Adjusted Performance Rank of FROG is 4343
Overall Rank
The Sharpe Ratio Rank of FROG is 4343
Sharpe Ratio Rank
The Sortino Ratio Rank of FROG is 4242
Sortino Ratio Rank
The Omega Ratio Rank of FROG is 4444
Omega Ratio Rank
The Calmar Ratio Rank of FROG is 4343
Calmar Ratio Rank
The Martin Ratio Rank of FROG is 4444
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

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


Sharpe ratio
The chart of Sharpe ratio for FROG, currently valued at -0.06, compared to the broader market-4.00-2.000.002.00-0.061.90
The chart of Sortino ratio for FROG, currently valued at 0.34, compared to the broader market-4.00-2.000.002.004.000.342.54
The chart of Omega ratio for FROG, currently valued at 1.05, compared to the broader market0.501.001.502.001.051.35
The chart of Calmar ratio for FROG, currently valued at -0.05, compared to the broader market0.002.004.006.00-0.052.81
The chart of Martin ratio for FROG, currently valued at -0.13, compared to the broader market0.0010.0020.00-0.1312.39
FROG
^GSPC

The current JFrog Ltd. Sharpe ratio is -0.06. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of JFrog Ltd. 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 Ratio0.001.002.003.00JulyAugustSeptemberOctoberNovemberDecember
-0.06
1.90
FROG (JFrog Ltd.)
Benchmark (^GSPC)

Dividends

Dividend History


JFrog Ltd. doesn't pay dividends

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.


-80.00%-60.00%-40.00%-20.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-64.72%
-3.58%
FROG (JFrog Ltd.)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the JFrog Ltd.. 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 JFrog Ltd. was 80.38%, occurring on May 11, 2022. The portfolio has not yet recovered.

The current JFrog Ltd. drawdown is 64.72%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-80.38%Sep 29, 2020408May 11, 2022
-6.76%Sep 23, 20202Sep 24, 20202Sep 28, 20204
-0.51%Sep 17, 20201Sep 17, 20202Sep 21, 20203

Volatility

Volatility Chart

The current JFrog Ltd. volatility is 9.29%, 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%10.00%20.00%30.00%40.00%JulyAugustSeptemberOctoberNovemberDecember
9.29%
3.64%
FROG (JFrog Ltd.)
Benchmark (^GSPC)

Financials

Financial Performance

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

Annual
Quarterly

0.0

Historical P/E Ratio Chart

The chart below displays the historical trend of the price-to-earnings (P/E) ratio for JFrog Ltd..


Loading data...

Income Statement



TTM
Revenue

Total Revenue

Cost Of Revenue

Gross Profit

Operating Expenses

Selling, General & Admin Expenses

R&D Expenses

Depreciation And Amortization

Total Operating Expenses

Income

Income Before Tax

Operating Income

EBITDA

EBIT

Earnings From Continuing Operations

Net Income

Income Tax Expense

Other Non-Operating Income (Expenses)

Extraordinary Items

Discontinued Operations

Effect Of Accounting Charges

Non Recurring

Minority Interest

Other Items

Interest Income

Interest Expense

Net Interest Income

Values in undefined except per share items
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


Disclaimer

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.

Copyright © 2024 PortfoliosLab