CHKP vs. QLYS
CHKP (Check Point Software Technologies Ltd.) and QLYS (Qualys, Inc.) are both stocks. Both operate in the Software - Infrastructure industry within the Technology sector. Over the past 10 years, CHKP returned 4.79%/yr vs 13.24%/yr for QLYS. At a 0.41 correlation, their price movements are largely independent.
Performance
CHKP vs. QLYS - Performance Comparison
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Returns By Period
In the year-to-date period, CHKP achieves a -26.88% return, which is significantly lower than QLYS's -16.02% return. Over the past 10 years, CHKP has underperformed QLYS with an annualized return of 4.79%, while QLYS has yielded a comparatively higher 13.24% annualized return.
CHKP
- 1D
- -3.13%
- 1M
- 16.06%
- YTD
- -26.88%
- 6M
- -29.00%
- 1Y
- -40.98%
- 3Y*
- 3.04%
- 5Y*
- 2.49%
- 10Y*
- 4.79%
QLYS
- 1D
- -1.60%
- 1M
- 20.67%
- YTD
- -16.02%
- 6M
- -25.16%
- 1Y
- -21.71%
- 3Y*
- -4.96%
- 5Y*
- 2.21%
- 10Y*
- 13.24%
CHKP vs. QLYS - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
CHKP Check Point Software Technologies Ltd. | -26.88% | -0.61% | 22.19% | 21.11% | 8.24% | -12.30% | 19.78% | 8.10% | -0.94% | 22.69% |
QLYS Qualys, Inc. | -16.02% | -5.22% | -28.56% | 74.89% | -18.21% | 12.60% | 46.18% | 11.55% | 25.93% | 87.52% |
Correlation
The correlation between CHKP and QLYS is 0.53, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.53 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.43 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.46 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.45 |
Correlation (All Time) Calculated using the full available price history since Oct 1, 2012 | 0.41 |
The correlation between CHKP and QLYS shifts across timeframes, from 0.41 (all time) to 0.53 (1 year), reflecting how their relationship changes across market environments.
Fundamentals
CHKP:
$14.40B
QLYS:
$3.98B
CHKP:
$9.74
QLYS:
$5.57
CHKP:
13.93
QLYS:
20.03
CHKP:
1.07
QLYS:
0.61
CHKP:
5.35
QLYS:
5.89
CHKP:
5.12
QLYS:
6.99
CHKP:
$2.76B
QLYS:
$684.86M
CHKP:
$2.34B
QLYS:
$569.03M
CHKP:
$965.90M
QLYS:
$252.31M
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Return for Risk
CHKP vs. QLYS — Risk / Return Rank
CHKP
QLYS
CHKP vs. QLYS - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Check Point Software Technologies Ltd. (CHKP) 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.
| CHKP | QLYS | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.60 | ||
| Sortino ratioReturn per unit of downside risk | -0.94 | ||
| Omega ratioGain probability vs. loss probability | 0.79 | 0.94 | -0.15 |
| Calmar ratioReturn relative to maximum drawdown | -0.79 | -0.43 | -0.36 |
| Martin ratioReturn relative to average drawdown | -1.58 | -0.91 | -0.67 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| CHKP | QLYS | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -1.08 | -0.48 | -0.60 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.09 | 0.06 | +0.04 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.18 | 0.34 | -0.16 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.25 | 0.38 | -0.13 |
Drawdowns
CHKP vs. QLYS - Drawdown Comparison
The maximum CHKP drawdown since its inception was -89.31%, which is greater than QLYS's maximum drawdown of -68.48%. Use the drawdown chart below to compare losses from any high point for CHKP and QLYS.
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Drawdown Indicators
| CHKP | QLYS | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -89.31% | -68.48% | -20.83% |
Max Drawdown (1Y)Largest decline over 1 year | -51.83% | -50.46% | -1.37% |
Max Drawdown (3Y)Largest decline over 3 years | -51.83% | -62.99% | +11.16% |
Max Drawdown (5Y)Largest decline over 5 years | -51.83% | -62.99% | +11.16% |
Max Drawdown (10Y)Largest decline over 10 years | -51.83% | -62.99% | +11.16% |
Current DrawdownCurrent decline from peak | -41.89% | -45.79% | +3.90% |
Average DrawdownAverage peak-to-trough decline | -41.58% | -20.84% | -20.74% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 25.99% | 23.88% | +2.11% |
Volatility
CHKP vs. QLYS - Volatility Comparison
The current volatility for Check Point Software Technologies Ltd. (CHKP) is 9.61%, while Qualys, Inc. (QLYS) has a volatility of 15.87%. This indicates that CHKP experiences smaller price fluctuations and is considered to be less risky than QLYS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| CHKP | QLYS | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.61% | 15.87% | -6.26% |
Volatility (6M)Calculated over the trailing 6-month period | 32.43% | 36.75% | -4.32% |
Volatility (1Y)Calculated over the trailing 1-year period | 37.93% | 45.49% | -7.56% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 27.59% | 39.93% | -12.34% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 26.04% | 39.08% | -13.04% |
Dividends
CHKP vs. QLYS - Dividend Comparison
Neither CHKP nor QLYS has paid dividends to shareholders.
Financials
CHKP vs. QLYS - Financials Comparison
This section allows you to compare key financial metrics between Check Point Software Technologies Ltd. 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.
Total Revenue: Total amount of money received from sales and other business activities
CHKP vs. QLYS - Profitability Comparison
CHKP - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Check Point Software Technologies Ltd. reported a gross profit of 568.30M and revenue of 668.40M. Therefore, the gross margin over that period was 85.0%.
QLYS - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Qualys, Inc. reported a gross profit of 145.65M and revenue of 175.64M. Therefore, the gross margin over that period was 82.9%.
CHKP - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Check Point Software Technologies Ltd. reported an operating income of 185.10M and revenue of 668.40M, resulting in an operating margin of 27.7%.
QLYS - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Qualys, Inc. reported an operating income of 60.89M and revenue of 175.64M, resulting in an operating margin of 34.7%.
CHKP - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Check Point Software Technologies Ltd. reported a net income of 191.60M and revenue of 668.40M, resulting in a net margin of 28.7%.
QLYS - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Qualys, Inc. reported a net income of 50.64M and revenue of 175.64M, resulting in a net margin of 28.8%.
Frequently Asked Questions
CHKP and QLYS have a correlation of 0.53, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
QLYS has higher volatility (15.87%) compared to CHKP (9.61%). In terms of maximum drawdown, CHKP dropped -89.31% vs QLYS's -68.48%.
QLYS currently has the higher Sharpe Ratio (-0.48 vs -1.08), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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