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ALLT vs. CHKP
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between ALLT and CHKP is 0.24, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.00.2

Performance

ALLT vs. CHKP - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Allot Communications Ltd (ALLT) and Check Point Software Technologies Ltd. (CHKP). The values are adjusted to include any dividend payments, if applicable.

0.00%200.00%400.00%600.00%800.00%JulyAugustSeptemberOctoberNovemberDecember
-65.68%
708.44%
ALLT
CHKP

Key characteristics

Sharpe Ratio

ALLT:

4.17

CHKP:

0.89

Sortino Ratio

ALLT:

4.59

CHKP:

1.18

Omega Ratio

ALLT:

1.54

CHKP:

1.21

Calmar Ratio

ALLT:

2.28

CHKP:

1.16

Martin Ratio

ALLT:

27.29

CHKP:

3.32

Ulcer Index

ALLT:

7.92%

CHKP:

6.48%

Daily Std Dev

ALLT:

51.83%

CHKP:

24.26%

Max Drawdown

ALLT:

-95.42%

CHKP:

-89.31%

Current Drawdown

ALLT:

-83.09%

CHKP:

-13.36%

Fundamentals

Market Cap

ALLT:

$194.09M

CHKP:

$20.64B

EPS

ALLT:

-$0.65

CHKP:

$7.30

PEG Ratio

ALLT:

1.53

CHKP:

1.87

Total Revenue (TTM)

ALLT:

$91.63M

CHKP:

$2.52B

Gross Profit (TTM)

ALLT:

$58.04M

CHKP:

$2.19B

EBITDA (TTM)

ALLT:

-$17.91M

CHKP:

$950.80M

Returns By Period

In the year-to-date period, ALLT achieves a 187.27% return, which is significantly higher than CHKP's 18.52% return. Over the past 10 years, ALLT has underperformed CHKP with an annualized return of -5.75%, while CHKP has yielded a comparatively higher 8.76% annualized return.


ALLT

YTD

187.27%

1M

31.48%

6M

132.35%

1Y

205.81%

5Y*

-10.80%

10Y*

-5.75%

CHKP

YTD

18.52%

1M

4.36%

6M

13.81%

1Y

20.25%

5Y*

10.18%

10Y*

8.76%

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Risk-Adjusted Performance

ALLT vs. CHKP - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Allot Communications Ltd (ALLT) and Check Point Software Technologies Ltd. (CHKP). 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
The chart of Sharpe ratio for ALLT, currently valued at 4.17, compared to the broader market-4.00-2.000.002.004.170.89
The chart of Sortino ratio for ALLT, currently valued at 4.59, compared to the broader market-4.00-2.000.002.004.004.591.18
The chart of Omega ratio for ALLT, currently valued at 1.54, compared to the broader market0.501.001.502.001.541.21
The chart of Calmar ratio for ALLT, currently valued at 2.28, compared to the broader market0.002.004.006.002.281.16
The chart of Martin ratio for ALLT, currently valued at 27.29, compared to the broader market0.0010.0020.0027.293.32
ALLT
CHKP

The current ALLT Sharpe Ratio is 4.17, which is higher than the CHKP Sharpe Ratio of 0.89. The chart below compares the historical Sharpe Ratios of ALLT and CHKP, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.004.005.00JulyAugustSeptemberOctoberNovemberDecember
4.17
0.89
ALLT
CHKP

Dividends

ALLT vs. CHKP - Dividend Comparison

Neither ALLT nor CHKP has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

ALLT vs. CHKP - Drawdown Comparison

The maximum ALLT drawdown since its inception was -95.42%, which is greater than CHKP's maximum drawdown of -89.31%. Use the drawdown chart below to compare losses from any high point for ALLT and CHKP. For additional features, visit the drawdowns tool.


-100.00%-80.00%-60.00%-40.00%-20.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-83.09%
-13.36%
ALLT
CHKP

Volatility

ALLT vs. CHKP - Volatility Comparison

Allot Communications Ltd (ALLT) has a higher volatility of 22.54% compared to Check Point Software Technologies Ltd. (CHKP) at 6.59%. This indicates that ALLT's price experiences larger fluctuations and is considered to be riskier than CHKP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%JulyAugustSeptemberOctoberNovemberDecember
22.54%
6.59%
ALLT
CHKP

Financials

ALLT vs. CHKP - Financials Comparison

This section allows you to compare key financial metrics between Allot Communications Ltd and Check Point Software Technologies Ltd.. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


Values in USD except per share items
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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.

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