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AZEK vs. CYBR
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between AZEK and CYBR is 0.40, 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

AZEK vs. CYBR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in The AZEK Company Inc. (AZEK) and CyberArk Software Ltd. (CYBR). The values are adjusted to include any dividend payments, if applicable.

-10.00%0.00%10.00%20.00%30.00%40.00%50.00%SeptemberOctoberNovemberDecember2025February
14.42%
42.87%
AZEK
CYBR

Key characteristics

Sharpe Ratio

AZEK:

0.21

CYBR:

1.85

Sortino Ratio

AZEK:

0.51

CYBR:

2.67

Omega Ratio

AZEK:

1.07

CYBR:

1.33

Calmar Ratio

AZEK:

0.26

CYBR:

2.72

Martin Ratio

AZEK:

0.66

CYBR:

9.15

Ulcer Index

AZEK:

10.68%

CYBR:

5.90%

Daily Std Dev

AZEK:

34.16%

CYBR:

28.87%

Max Drawdown

AZEK:

-70.04%

CYBR:

-55.64%

Current Drawdown

AZEK:

-12.02%

CYBR:

-3.22%

Fundamentals

Market Cap

AZEK:

$7.17B

CYBR:

$20.17B

EPS

AZEK:

$0.99

CYBR:

-$2.13

Total Revenue (TTM)

AZEK:

$1.49B

CYBR:

$1.00B

Gross Profit (TTM)

AZEK:

$554.69M

CYBR:

$813.35M

EBITDA (TTM)

AZEK:

$323.00M

CYBR:

-$52.47M

Returns By Period

In the year-to-date period, AZEK achieves a 1.50% return, which is significantly lower than CYBR's 20.36% return.


AZEK

YTD

1.50%

1M

-4.06%

6M

14.41%

1Y

6.43%

5Y*

N/A

10Y*

N/A

CYBR

YTD

20.36%

1M

12.77%

6M

42.88%

1Y

64.28%

5Y*

27.20%

10Y*

21.30%

*Annualized

Compare stocks, funds, or ETFs

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Risk-Adjusted Performance

AZEK vs. CYBR — Risk-Adjusted Performance Rank

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

AZEK
The Risk-Adjusted Performance Rank of AZEK is 5252
Overall Rank
The Sharpe Ratio Rank of AZEK is 5555
Sharpe Ratio Rank
The Sortino Ratio Rank of AZEK is 4646
Sortino Ratio Rank
The Omega Ratio Rank of AZEK is 4545
Omega Ratio Rank
The Calmar Ratio Rank of AZEK is 5858
Calmar Ratio Rank
The Martin Ratio Rank of AZEK is 5454
Martin Ratio Rank

CYBR
The Risk-Adjusted Performance Rank of CYBR is 9090
Overall Rank
The Sharpe Ratio Rank of CYBR is 9191
Sharpe Ratio Rank
The Sortino Ratio Rank of CYBR is 8888
Sortino Ratio Rank
The Omega Ratio Rank of CYBR is 8585
Omega Ratio Rank
The Calmar Ratio Rank of CYBR is 9494
Calmar Ratio Rank
The Martin Ratio Rank of CYBR is 9090
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.

AZEK vs. CYBR - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for The AZEK Company Inc. (AZEK) and CyberArk Software Ltd. (CYBR). 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 AZEK, currently valued at 0.21, compared to the broader market-2.000.002.000.211.85
The chart of Sortino ratio for AZEK, currently valued at 0.51, compared to the broader market-4.00-2.000.002.004.006.000.512.67
The chart of Omega ratio for AZEK, currently valued at 1.07, compared to the broader market0.501.001.502.001.071.33
The chart of Calmar ratio for AZEK, currently valued at 0.26, compared to the broader market0.002.004.006.000.262.72
The chart of Martin ratio for AZEK, currently valued at 0.66, compared to the broader market-10.000.0010.0020.0030.000.669.15
AZEK
CYBR

The current AZEK Sharpe Ratio is 0.21, which is lower than the CYBR Sharpe Ratio of 1.85. The chart below compares the historical Sharpe Ratios of AZEK and CYBR, 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 Ratio0.501.001.502.002.503.00SeptemberOctoberNovemberDecember2025February
0.21
1.85
AZEK
CYBR

Dividends

AZEK vs. CYBR - Dividend Comparison

Neither AZEK nor CYBR has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

AZEK vs. CYBR - Drawdown Comparison

The maximum AZEK drawdown since its inception was -70.04%, which is greater than CYBR's maximum drawdown of -55.64%. Use the drawdown chart below to compare losses from any high point for AZEK and CYBR. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%SeptemberOctoberNovemberDecember2025February
-12.02%
-3.22%
AZEK
CYBR

Volatility

AZEK vs. CYBR - Volatility Comparison

The current volatility for The AZEK Company Inc. (AZEK) is 7.58%, while CyberArk Software Ltd. (CYBR) has a volatility of 10.39%. This indicates that AZEK experiences smaller price fluctuations and is considered to be less risky than CYBR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


6.00%8.00%10.00%12.00%14.00%16.00%18.00%SeptemberOctoberNovemberDecember2025February
7.58%
10.39%
AZEK
CYBR

Financials

AZEK vs. CYBR - Financials Comparison

This section allows you to compare key financial metrics between The AZEK Company Inc. and CyberArk Software 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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