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CIEN vs. CSCO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between CIEN and CSCO is 0.45, 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.


-0.50.00.51.00.5

Performance

CIEN vs. CSCO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Ciena Corporation (CIEN) and Cisco Systems, Inc. (CSCO). The values are adjusted to include any dividend payments, if applicable.

0.00%20.00%40.00%60.00%80.00%SeptemberOctoberNovemberDecember2025February
59.22%
30.64%
CIEN
CSCO

Key characteristics

Sharpe Ratio

CIEN:

1.16

CSCO:

2.07

Sortino Ratio

CIEN:

1.62

CSCO:

2.90

Omega Ratio

CIEN:

1.26

CSCO:

1.40

Calmar Ratio

CIEN:

0.57

CSCO:

1.58

Martin Ratio

CIEN:

3.38

CSCO:

10.00

Ulcer Index

CIEN:

16.18%

CSCO:

3.77%

Daily Std Dev

CIEN:

47.28%

CSCO:

18.24%

Max Drawdown

CIEN:

-99.51%

CSCO:

-89.26%

Current Drawdown

CIEN:

-91.74%

CSCO:

-0.31%

Fundamentals

Market Cap

CIEN:

$12.41B

CSCO:

$258.24B

EPS

CIEN:

$0.58

CSCO:

$2.28

PE Ratio

CIEN:

150.09

CSCO:

28.44

PEG Ratio

CIEN:

0.77

CSCO:

3.22

Total Revenue (TTM)

CIEN:

$2.98B

CSCO:

$54.18B

Gross Profit (TTM)

CIEN:

$1.22B

CSCO:

$35.11B

EBITDA (TTM)

CIEN:

$213.45M

CSCO:

$13.68B

Returns By Period

In the year-to-date period, CIEN achieves a 1.93% return, which is significantly lower than CSCO's 9.98% return. Over the past 10 years, CIEN has outperformed CSCO with an annualized return of 15.79%, while CSCO has yielded a comparatively lower 11.58% annualized return.


CIEN

YTD

1.93%

1M

-2.51%

6M

59.21%

1Y

58.77%

5Y*

14.57%

10Y*

15.79%

CSCO

YTD

9.98%

1M

5.96%

6M

30.64%

1Y

37.61%

5Y*

10.32%

10Y*

11.58%

*Annualized

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Risk-Adjusted Performance

CIEN vs. CSCO — Risk-Adjusted Performance Rank

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

CIEN
The Risk-Adjusted Performance Rank of CIEN is 7575
Overall Rank
The Sharpe Ratio Rank of CIEN is 8181
Sharpe Ratio Rank
The Sortino Ratio Rank of CIEN is 7373
Sortino Ratio Rank
The Omega Ratio Rank of CIEN is 7979
Omega Ratio Rank
The Calmar Ratio Rank of CIEN is 6969
Calmar Ratio Rank
The Martin Ratio Rank of CIEN is 7474
Martin Ratio Rank

CSCO
The Risk-Adjusted Performance Rank of CSCO is 9090
Overall Rank
The Sharpe Ratio Rank of CSCO is 9393
Sharpe Ratio Rank
The Sortino Ratio Rank of CSCO is 9090
Sortino Ratio Rank
The Omega Ratio Rank of CSCO is 9191
Omega Ratio Rank
The Calmar Ratio Rank of CSCO is 8686
Calmar Ratio Rank
The Martin Ratio Rank of CSCO is 9191
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.

CIEN vs. CSCO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Ciena Corporation (CIEN) and Cisco Systems, Inc. (CSCO). 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 CIEN, currently valued at 1.16, compared to the broader market-2.000.002.001.162.07
The chart of Sortino ratio for CIEN, currently valued at 1.62, compared to the broader market-4.00-2.000.002.004.006.001.622.90
The chart of Omega ratio for CIEN, currently valued at 1.26, compared to the broader market0.501.001.502.001.261.40
The chart of Calmar ratio for CIEN, currently valued at 0.57, compared to the broader market0.002.004.006.000.571.58
The chart of Martin ratio for CIEN, currently valued at 3.38, compared to the broader market-10.000.0010.0020.0030.003.3810.00
CIEN
CSCO

The current CIEN Sharpe Ratio is 1.16, which is lower than the CSCO Sharpe Ratio of 2.07. The chart below compares the historical Sharpe Ratios of CIEN and CSCO, 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-1.000.001.002.003.00SeptemberOctoberNovemberDecember2025February
1.16
2.07
CIEN
CSCO

Dividends

CIEN vs. CSCO - Dividend Comparison

CIEN has not paid dividends to shareholders, while CSCO's dividend yield for the trailing twelve months is around 2.47%.


TTM20242023202220212020201920182017201620152014
CIEN
Ciena Corporation
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
CSCO
Cisco Systems, Inc.
2.47%2.69%3.07%3.17%2.32%3.20%2.88%2.95%2.95%3.28%3.02%2.66%

Drawdowns

CIEN vs. CSCO - Drawdown Comparison

The maximum CIEN drawdown since its inception was -99.51%, which is greater than CSCO's maximum drawdown of -89.26%. Use the drawdown chart below to compare losses from any high point for CIEN and CSCO. For additional features, visit the drawdowns tool.


-100.00%-80.00%-60.00%-40.00%-20.00%0.00%SeptemberOctoberNovemberDecember2025February
-91.74%
-0.31%
CIEN
CSCO

Volatility

CIEN vs. CSCO - Volatility Comparison

Ciena Corporation (CIEN) has a higher volatility of 27.93% compared to Cisco Systems, Inc. (CSCO) at 6.75%. This indicates that CIEN's price experiences larger fluctuations and is considered to be riskier than CSCO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%25.00%30.00%SeptemberOctoberNovemberDecember2025February
27.93%
6.75%
CIEN
CSCO

Financials

CIEN vs. CSCO - Financials Comparison

This section allows you to compare key financial metrics between Ciena Corporation and Cisco Systems, 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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