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

Correlation

The correlation between ALRM and QLYS is 0.44, 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.


-0.50.00.51.00.4

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.

-25.00%-20.00%-15.00%-10.00%-5.00%0.00%5.00%10.00%AugustSeptemberOctoberNovemberDecember2025
-11.86%
-7.34%
ALRM
QLYS

Key characteristics

Sharpe Ratio

ALRM:

-0.10

QLYS:

-0.75

Sortino Ratio

ALRM:

0.07

QLYS:

-1.08

Omega Ratio

ALRM:

1.01

QLYS:

0.86

Calmar Ratio

ALRM:

-0.06

QLYS:

-0.70

Martin Ratio

ALRM:

-0.17

QLYS:

-1.09

Ulcer Index

ALRM:

17.06%

QLYS:

27.24%

Daily Std Dev

ALRM:

29.23%

QLYS:

39.30%

Max Drawdown

ALRM:

-57.92%

QLYS:

-68.48%

Current Drawdown

ALRM:

-43.43%

QLYS:

-33.99%

Fundamentals

Market Cap

ALRM:

$3.01B

QLYS:

$4.97B

EPS

ALRM:

$2.32

QLYS:

$4.53

PE Ratio

ALRM:

26.26

QLYS:

30.00

PEG Ratio

ALRM:

1.54

QLYS:

2.52

Total Revenue (TTM)

ALRM:

$697.59M

QLYS:

$448.76M

Gross Profit (TTM)

ALRM:

$440.63M

QLYS:

$366.32M

EBITDA (TTM)

ALRM:

$129.80M

QLYS:

$152.19M

Returns By Period

In the year-to-date period, ALRM achieves a 0.20% return, which is significantly higher than QLYS's -3.07% return.


ALRM

YTD

0.20%

1M

-10.03%

6M

-11.86%

1Y

-2.39%

5Y*

5.79%

10Y*

N/A

QLYS

YTD

-3.07%

1M

-7.05%

6M

-7.34%

1Y

-29.28%

5Y*

9.91%

10Y*

13.75%

*Annualized

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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 4141
Overall Rank
The Sharpe Ratio Rank of ALRM is 4343
Sharpe Ratio Rank
The Sortino Ratio Rank of ALRM is 3636
Sortino Ratio Rank
The Omega Ratio Rank of ALRM is 3636
Omega Ratio Rank
The Calmar Ratio Rank of ALRM is 4545
Calmar Ratio Rank
The Martin Ratio Rank of ALRM is 4545
Martin Ratio Rank

QLYS
The Risk-Adjusted Performance Rank of QLYS is 1212
Overall Rank
The Sharpe Ratio Rank of QLYS is 1111
Sharpe Ratio Rank
The Sortino Ratio Rank of QLYS is 1010
Sortino Ratio Rank
The Omega Ratio Rank of QLYS is 1111
Omega Ratio Rank
The Calmar Ratio Rank of QLYS is 88
Calmar Ratio Rank
The Martin Ratio Rank of QLYS is 2121
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.


Sharpe ratio
The chart of Sharpe ratio for ALRM, currently valued at -0.10, compared to the broader market-2.000.002.00-0.10-0.75
The chart of Sortino ratio for ALRM, currently valued at 0.07, compared to the broader market-4.00-2.000.002.004.000.07-1.08
The chart of Omega ratio for ALRM, currently valued at 1.01, compared to the broader market0.501.001.502.001.010.86
The chart of Calmar ratio for ALRM, currently valued at -0.06, compared to the broader market0.002.004.006.00-0.06-0.70
The chart of Martin ratio for ALRM, currently valued at -0.17, compared to the broader market-30.00-20.00-10.000.0010.0020.00-0.17-1.09
ALRM
QLYS

The current ALRM Sharpe Ratio is -0.10, which is higher than the QLYS Sharpe Ratio of -0.75. 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.


Rolling 12-month Sharpe Ratio-1.00-0.500.000.501.00AugustSeptemberOctoberNovemberDecember2025
-0.10
-0.75
ALRM
QLYS

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.


-50.00%-45.00%-40.00%-35.00%-30.00%-25.00%AugustSeptemberOctoberNovemberDecember2025
-43.43%
-33.99%
ALRM
QLYS

Volatility

ALRM vs. QLYS - Volatility Comparison

Alarm.com Holdings, Inc. (ALRM) has a higher volatility of 7.59% compared to Qualys, Inc. (QLYS) at 6.89%. 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.


5.00%10.00%15.00%20.00%AugustSeptemberOctoberNovemberDecember2025
7.59%
6.89%
ALRM
QLYS

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


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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