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ALRM vs. QLYS
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between ALRM and QLYS is 0.52, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Performance

ALRM vs. QLYS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Alarm.com Holdings, Inc. (ALRM) and Qualys, Inc. (QLYS). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

ALRM:

-0.48

QLYS:

-0.15

Sortino Ratio

ALRM:

-0.59

QLYS:

-0.03

Omega Ratio

ALRM:

0.93

QLYS:

1.00

Calmar Ratio

ALRM:

-0.29

QLYS:

-0.18

Martin Ratio

ALRM:

-0.91

QLYS:

-0.54

Ulcer Index

ALRM:

17.16%

QLYS:

14.22%

Daily Std Dev

ALRM:

30.71%

QLYS:

39.20%

Max Drawdown

ALRM:

-57.92%

QLYS:

-68.48%

Current Drawdown

ALRM:

-45.44%

QLYS:

-32.94%

Fundamentals

Market Cap

ALRM:

$2.93B

QLYS:

$4.97B

EPS

ALRM:

$2.37

QLYS:

$4.89

PE Ratio

ALRM:

24.87

QLYS:

28.00

PEG Ratio

ALRM:

1.54

QLYS:

4.34

PS Ratio

ALRM:

3.07

QLYS:

8.00

PB Ratio

ALRM:

3.86

QLYS:

9.98

Total Revenue (TTM)

ALRM:

$955.37M

QLYS:

$622.04M

Gross Profit (TTM)

ALRM:

$620.42M

QLYS:

$508.84M

EBITDA (TTM)

ALRM:

$184.67M

QLYS:

$211.64M

Returns By Period

In the year-to-date period, ALRM achieves a -3.36% return, which is significantly lower than QLYS's -1.53% return.


ALRM

YTD

-3.36%

1M

16.59%

6M

-1.67%

1Y

-14.70%

3Y*

-1.73%

5Y*

5.39%

10Y*

N/A

QLYS

YTD

-1.53%

1M

14.48%

6M

-2.38%

1Y

-5.68%

3Y*

4.68%

5Y*

4.73%

10Y*

13.37%

*Annualized

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Alarm.com Holdings, Inc.

Qualys, Inc.

Risk-Adjusted Performance

ALRM vs. QLYS — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

ALRM
The Risk-Adjusted Performance Rank of ALRM is 2525
Overall Rank
The Sharpe Ratio Rank of ALRM is 2424
Sharpe Ratio Rank
The Sortino Ratio Rank of ALRM is 2020
Sortino Ratio Rank
The Omega Ratio Rank of ALRM is 2222
Omega Ratio Rank
The Calmar Ratio Rank of ALRM is 3232
Calmar Ratio Rank
The Martin Ratio Rank of ALRM is 2929
Martin Ratio Rank

QLYS
The Risk-Adjusted Performance Rank of QLYS is 3939
Overall Rank
The Sharpe Ratio Rank of QLYS is 4444
Sharpe Ratio Rank
The Sortino Ratio Rank of QLYS is 3535
Sortino Ratio Rank
The Omega Ratio Rank of QLYS is 3535
Omega Ratio Rank
The Calmar Ratio Rank of QLYS is 4040
Calmar Ratio Rank
The Martin Ratio Rank of QLYS is 4040
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.

ALRM vs. QLYS - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Alarm.com Holdings, Inc. (ALRM) and Qualys, Inc. (QLYS). 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.


The current ALRM Sharpe Ratio is -0.48, which is lower than the QLYS Sharpe Ratio of -0.15. The chart below compares the historical Sharpe Ratios of ALRM and QLYS, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Dividends

ALRM vs. QLYS - Dividend Comparison

Neither ALRM nor QLYS has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

ALRM vs. QLYS - Drawdown Comparison

The maximum ALRM drawdown since its inception was -57.92%, smaller than the maximum QLYS drawdown of -68.48%. Use the drawdown chart below to compare losses from any high point for ALRM and QLYS. For additional features, visit the drawdowns tool.


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Volatility

ALRM vs. QLYS - Volatility Comparison

Alarm.com Holdings, Inc. (ALRM) has a higher volatility of 9.30% compared to Qualys, Inc. (QLYS) at 6.98%. This indicates that ALRM's price experiences larger fluctuations and is considered to be riskier than QLYS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Financials

ALRM vs. QLYS - Financials Comparison

This section allows you to compare key financial metrics between Alarm.com Holdings, Inc. and Qualys, Inc.. 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


100.00M150.00M200.00M250.00M20212022202320242025
238.82M
159.90M
(ALRM) Total Revenue
(QLYS) Total Revenue
Values in USD except per share items

ALRM vs. QLYS - Profitability Comparison

The chart below illustrates the profitability comparison between Alarm.com Holdings, Inc. and Qualys, Inc. over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

60.0%70.0%80.0%90.0%20212022202320242025
67.2%
81.9%
(ALRM) Gross Margin
(QLYS) Gross Margin
ALRM - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, Alarm.com Holdings, Inc. reported a gross profit of 160.59M and revenue of 238.82M. Therefore, the gross margin over that period was 67.2%.

QLYS - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, Qualys, Inc. reported a gross profit of 130.97M and revenue of 159.90M. Therefore, the gross margin over that period was 81.9%.

ALRM - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, Alarm.com Holdings, Inc. reported an operating income of 29.65M and revenue of 238.82M, resulting in an operating margin of 12.4%.

QLYS - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, Qualys, Inc. reported an operating income of 51.76M and revenue of 159.90M, resulting in an operating margin of 32.4%.

ALRM - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, Alarm.com Holdings, Inc. reported a net income of 27.95M and revenue of 238.82M, resulting in a net margin of 11.7%.

QLYS - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, Qualys, Inc. reported a net income of 47.53M and revenue of 159.90M, resulting in a net margin of 29.7%.