PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
AZEK vs. CYBR
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between AZEK and CYBR is 0.41, 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.

50.00%100.00%150.00%200.00%JulyAugustSeptemberOctoberNovemberDecember
80.44%
225.26%
AZEK
CYBR

Key characteristics

Sharpe Ratio

AZEK:

0.81

CYBR:

1.68

Sortino Ratio

AZEK:

1.34

CYBR:

2.45

Omega Ratio

AZEK:

1.18

CYBR:

1.30

Calmar Ratio

AZEK:

0.99

CYBR:

2.51

Martin Ratio

AZEK:

2.95

CYBR:

6.25

Ulcer Index

AZEK:

9.96%

CYBR:

7.96%

Daily Std Dev

AZEK:

36.46%

CYBR:

29.63%

Max Drawdown

AZEK:

-70.04%

CYBR:

-55.64%

Current Drawdown

AZEK:

-10.54%

CYBR:

-3.20%

Fundamentals

Market Cap

AZEK:

$7.60B

CYBR:

$15.67B

EPS

AZEK:

$1.03

CYBR:

$0.29

PE Ratio

AZEK:

51.19

CYBR:

1.10K

Total Revenue (TTM)

AZEK:

$1.44B

CYBR:

$911.06M

Gross Profit (TTM)

AZEK:

$542.58M

CYBR:

$731.19M

EBITDA (TTM)

AZEK:

$345.52M

CYBR:

-$29.46M

Returns By Period

In the year-to-date period, AZEK achieves a 28.08% return, which is significantly lower than CYBR's 45.70% return.


AZEK

YTD

28.08%

1M

1.60%

6M

10.09%

1Y

27.78%

5Y*

N/A

10Y*

N/A

CYBR

YTD

45.70%

1M

0.71%

6M

23.70%

1Y

48.24%

5Y*

22.38%

10Y*

22.83%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

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 0.81, compared to the broader market-4.00-2.000.002.000.811.68
The chart of Sortino ratio for AZEK, currently valued at 1.34, compared to the broader market-4.00-2.000.002.004.001.342.45
The chart of Omega ratio for AZEK, currently valued at 1.18, compared to the broader market0.501.001.502.001.181.30
The chart of Calmar ratio for AZEK, currently valued at 0.99, compared to the broader market0.002.004.006.000.992.51
The chart of Martin ratio for AZEK, currently valued at 2.95, compared to the broader market-5.000.005.0010.0015.0020.0025.002.956.25
AZEK
CYBR

The current AZEK Sharpe Ratio is 0.81, which is lower than the CYBR Sharpe Ratio of 1.68. 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 Ratio0.501.001.502.002.503.00JulyAugustSeptemberOctoberNovemberDecember
0.81
1.68
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.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-10.54%
-3.20%
AZEK
CYBR

Volatility

AZEK vs. CYBR - Volatility Comparison

The AZEK Company Inc. (AZEK) and CyberArk Software Ltd. (CYBR) have volatilities of 11.10% and 10.60%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%JulyAugustSeptemberOctoberNovemberDecember
11.10%
10.60%
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
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


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.

Copyright © 2024 PortfoliosLab