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Fastly, Inc. (FSLY)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Company Info

ISINUS31188V1008
SectorTechnology
IndustrySoftware—Application

Highlights

Market Cap$1.18B
EPS-$0.99
Revenue (TTM)$521.94M
Gross Profit (TTM)$209.78M
EBITDA (TTM)-$131.17M
Year Range$7.83 - $25.87
Target Price$10.17
Short %9.83%
Short Ratio4.03

Share Price Chart


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Compare to other instruments

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Fastly, Inc.

Popular comparisons: FSLY vs. DT, FSLY vs. SPLK, FSLY vs. RNG, FSLY vs. VOO, FSLY vs. NET, FSLY vs. CRM, FSLY vs. CSCO, FSLY vs. SE, FSLY vs. HEI, FSLY vs. DBRG

Performance

Performance Chart

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


-40.00%-20.00%0.00%20.00%40.00%60.00%80.00%December2024FebruaryMarchAprilMay
-46.06%
81.25%
FSLY (Fastly, Inc.)
Benchmark (^GSPC)

S&P 500

Returns By Period

Fastly, Inc. had a return of -51.52% year-to-date (YTD) and -34.32% in the last 12 months.


PeriodReturnBenchmark
Year-To-Date-51.52%9.49%
1 month-37.73%1.20%
6 months-47.38%18.29%
1 year-34.32%26.44%
5 years (annualized)-11.62%12.64%
10 years (annualized)N/A10.67%

Monthly Returns

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
202413.03%-29.32%-8.79%-2.47%-51.52%
202326.37%34.20%27.86%-16.78%10.15%-3.13%16.49%29.50%-19.42%-23.47%13.22%7.16%117.34%
2022-19.15%-35.10%-6.56%-8.52%-17.92%-11.03%-2.07%-17.77%-2.03%-7.31%13.78%-15.22%-76.90%
202125.16%-32.71%-8.56%-5.07%-26.12%26.30%-19.35%-9.30%-7.25%25.15%-19.46%-13.03%-59.43%
202012.16%-12.04%-4.14%14.07%99.26%97.33%13.34%-3.78%0.90%-32.21%33.48%3.07%335.33%
201930.00%-2.50%7.00%45.62%-24.05%-16.58%1.95%-1.67%25.44%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of FSLY is 25, indicating that it is in the bottom 25% of stocks on our website 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 FSLY is 2525
FSLY (Fastly, Inc.)
The Sharpe Ratio Rank of FSLY is 2424Sharpe Ratio Rank
The Sortino Ratio Rank of FSLY is 2929Sortino Ratio Rank
The Omega Ratio Rank of FSLY is 2929Omega Ratio Rank
The Calmar Ratio Rank of FSLY is 2424Calmar Ratio Rank
The Martin Ratio Rank of FSLY is 1818Martin 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 Fastly, Inc. (FSLY) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


FSLY
Sharpe ratio
The chart of Sharpe ratio for FSLY, currently valued at -0.43, compared to the broader market-2.00-1.000.001.002.003.00-0.44
Sortino ratio
The chart of Sortino ratio for FSLY, currently valued at -0.15, compared to the broader market-4.00-2.000.002.004.006.00-0.15
Omega ratio
The chart of Omega ratio for FSLY, currently valued at 0.98, compared to the broader market0.501.001.502.000.98
Calmar ratio
The chart of Calmar ratio for FSLY, currently valued at -0.36, compared to the broader market0.002.004.006.00-0.36
Martin ratio
The chart of Martin ratio for FSLY, currently valued at -1.13, compared to the broader market-10.000.0010.0020.0030.00-1.13
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.27, compared to the broader market-2.00-1.000.001.002.003.002.27
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 3.22, compared to the broader market-4.00-2.000.002.004.006.003.22
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.39, compared to the broader market0.501.001.502.001.39
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.83, compared to the broader market0.002.004.006.001.83
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 8.69, compared to the broader market-10.000.0010.0020.0030.008.69

Sharpe Ratio

The current Fastly, Inc. Sharpe ratio is -0.44. This value is calculated based on the past 12 months of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of Fastly, Inc. 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 Ratio-0.500.000.501.001.502.002.503.00December2024FebruaryMarchAprilMay
-0.44
2.27
FSLY (Fastly, Inc.)
Benchmark (^GSPC)

Dividends

Dividend History


Fastly, Inc. doesn't pay dividends

Drawdowns

Drawdowns Chart

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


-100.00%-80.00%-60.00%-40.00%-20.00%0.00%December2024FebruaryMarchAprilMay
-93.30%
-0.60%
FSLY (Fastly, Inc.)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the Fastly, 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 Fastly, Inc. was 94.22%, occurring on Oct 14, 2022. The portfolio has not yet recovered.

The current Fastly, Inc. drawdown is 93.30%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-94.22%Oct 14, 2020505Oct 14, 2022
-67.08%Sep 6, 2019132Mar 16, 202038May 8, 2020170
-39.83%Jul 29, 201913Aug 14, 20197Aug 23, 201920
-35.48%Aug 5, 20205Aug 11, 202040Oct 7, 202045
-29.36%May 21, 201925Jun 25, 201922Jul 26, 201947

Volatility

Volatility Chart

The current Fastly, Inc. volatility is 39.97%, 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%December2024FebruaryMarchAprilMay
39.97%
3.93%
FSLY (Fastly, Inc.)
Benchmark (^GSPC)

Financials

Financial Performance

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

Annual
Quarterly

0.0

Income Statement


Income Statement
Balance Sheet
Cash Flow
Annual
Quarterly

TTM
Revenue

Total Revenue

0.00

Cost Of Revenue

0.00

Gross Profit

0.00
Operating Expenses

Selling, General & Admin Expenses

0.00

R&D Expenses

0.00

Total Operating Expenses

0.00
Income

Income Before Tax

0.00

Operating Income

0.00

EBIT

0.00

Earnings From Continuing Operations

0.00

Net Income

0.00

Income Tax Expense

0.00

Interest Expense

0.00

Other Non-Operating Income (Expenses)

0.00

Extraordinary Items

0.00

Discontinued Operations

0.00

Effect Of Accounting Charges

0.00

Non Recurring

0.00

Minority Interest

0.00

Other Items

0.00
Values in undefined except per share items