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Radware Ltd. (RDWR)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Company Info

ISINIL0010834765
CUSIP001083476
SectorTechnology
IndustrySoftware—Infrastructure

Highlights

Market Cap$782.25M
EPS-$0.50
PEG Ratio30.49
Revenue (TTM)$261.29M
Gross Profit (TTM)$239.54M
EBITDA (TTM)-$24.53M
Year Range$13.53 - $23.35
Target Price$19.12
Short %1.47%
Short Ratio1.65

Share Price Chart


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Radware Ltd.

Performance

Performance Chart

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


-10.00%0.00%10.00%20.00%30.00%NovemberDecember2024FebruaryMarchApril
1.74%
15.51%
RDWR (Radware Ltd.)
Benchmark (^GSPC)

S&P 500

Returns By Period

Radware Ltd. had a return of -2.10% year-to-date (YTD) and -23.87% in the last 12 months. Over the past 10 years, Radware Ltd. had an annualized return of -0.34%, while the S&P 500 had an annualized return of 10.50%, indicating that Radware Ltd. did not perform as well as the benchmark.


PeriodReturnBenchmark
Year-To-Date-2.10%5.90%
1 month-16.47%-1.28%
6 months1.74%15.51%
1 year-23.87%21.68%
5 years (annualized)-8.98%11.74%
10 years (annualized)-0.34%10.50%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
20249.59%-2.84%5.41%
2023-2.08%-11.88%2.28%9.38%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of RDWR is 14, indicating that it is in the bottom 14% 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 RDWR is 1414
Radware Ltd.(RDWR)
The Sharpe Ratio Rank of RDWR is 1111Sharpe Ratio Rank
The Sortino Ratio Rank of RDWR is 1515Sortino Ratio Rank
The Omega Ratio Rank of RDWR is 1414Omega Ratio Rank
The Calmar Ratio Rank of RDWR is 2424Calmar Ratio Rank
The Martin Ratio Rank of RDWR is 77Martin 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 Radware Ltd. (RDWR) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


RDWR
Sharpe ratio
The chart of Sharpe ratio for RDWR, currently valued at -0.84, compared to the broader market-2.00-1.000.001.002.003.00-0.84
Sortino ratio
The chart of Sortino ratio for RDWR, currently valued at -1.04, compared to the broader market-4.00-2.000.002.004.006.00-1.04
Omega ratio
The chart of Omega ratio for RDWR, currently valued at 0.86, compared to the broader market0.501.001.500.86
Calmar ratio
The chart of Calmar ratio for RDWR, currently valued at -0.44, compared to the broader market0.001.002.003.004.005.00-0.44
Martin ratio
The chart of Martin ratio for RDWR, currently valued at -1.52, compared to the broader market-10.000.0010.0020.0030.00-1.52
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 1.89, compared to the broader market-2.00-1.000.001.002.003.001.89
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 2.74, compared to the broader market-4.00-2.000.002.004.006.002.74
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.33, compared to the broader market0.501.001.501.33
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.43, compared to the broader market0.001.002.003.004.005.001.43
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 7.62, compared to the broader market-10.000.0010.0020.0030.007.62

Sharpe Ratio

The current Radware Ltd. Sharpe ratio is -0.84. A negative Sharpe ratio means that the risk-free rate is higher than the portfolio's return. This value does not convey any meaningful information.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00NovemberDecember2024FebruaryMarchApril
-0.84
1.89
RDWR (Radware Ltd.)
Benchmark (^GSPC)

Dividends

Dividend History


Radware Ltd. doesn't pay dividends

Drawdowns

Drawdowns Chart

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


-70.00%-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%NovemberDecember2024FebruaryMarchApril
-60.88%
-3.86%
RDWR (Radware Ltd.)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the Radware 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 Radware Ltd. was 93.76%, occurring on Dec 29, 2008. Recovery took 3271 trading sessions.

The current Radware Ltd. drawdown is 60.88%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-93.76%Nov 4, 19992301Dec 29, 20083271Dec 27, 20215572
-65.55%Dec 31, 2021462Nov 1, 2023
-20.9%Oct 13, 19995Oct 19, 19996Oct 27, 199911
-9.6%Oct 5, 19993Oct 7, 19991Oct 8, 19994
-6.26%Oct 28, 19992Oct 29, 19991Nov 1, 19993

Volatility

Volatility Chart

The current Radware Ltd. volatility is 6.67%, 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%4.00%6.00%8.00%10.00%12.00%NovemberDecember2024FebruaryMarchApril
6.67%
3.39%
RDWR (Radware Ltd.)
Benchmark (^GSPC)

Financials

Financial Performance

The chart below illustrates the trends in the financial health of Radware Ltd. 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

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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