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CIEN vs. ENVA
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

CIEN vs. ENVA - Performance Comparison

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

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Returns By Period

In the year-to-date period, CIEN achieves a 99.54% return, which is significantly higher than ENVA's 9.12% return. Both investments have delivered pretty close results over the past 10 years, with CIEN having a 36.28% annualized return and ENVA not far ahead at 36.71%.


CIEN

1D
-4.41%
1M
-14.86%
YTD
99.54%
6M
119.17%
1Y
541.74%
3Y*
124.31%
5Y*
50.68%
10Y*
36.28%

ENVA

1D
1.61%
1M
-1.92%
YTD
9.12%
6M
26.22%
1Y
77.69%
3Y*
49.36%
5Y*
36.19%
10Y*
36.71%
*Multi-year figures are annualized to reflect compound growth (CAGR)

CIEN vs. ENVA - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
CIEN
Ciena Corporation
99.54%175.76%88.42%-11.71%-33.77%45.64%23.80%25.89%62.02%-14.26%
ENVA
Enova International, Inc.
9.12%63.95%73.19%44.28%-6.32%65.36%2.95%23.64%28.03%21.12%

Correlation

The correlation between CIEN and ENVA is 0.12, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.12

Correlation (3Y)
Calculated over the trailing 3-year period

0.29

Correlation (5Y)
Calculated over the trailing 5-year period

0.37

Correlation (10Y)
Calculated over the trailing 10-year period

0.31

Correlation (All Time)
Calculated using the full available price history since Nov 14, 2014

0.31

The correlation between CIEN and ENVA shifts across timeframes, from 0.12 (1 year) to 0.37 (5 years), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap

CIEN:

$68.28B

ENVA:

$4.52B

EPS

CIEN:

$3.01

ENVA:

$12.29

PE Ratio

CIEN:

154.94

ENVA:

13.95

PS Ratio

CIEN:

12.19

ENVA:

1.39

PB Ratio

CIEN:

23.61

ENVA:

3.22

Total Revenue (TTM)

CIEN:

$5.57B

ENVA:

$3.28B

Gross Profit (TTM)

CIEN:

$2.40B

ENVA:

$1.23B

EBITDA (TTM)

CIEN:

$670.55M

ENVA:

$456.13M

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Return for Risk

CIEN vs. ENVA — Risk / Return Rank

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

CIEN
CIEN Risk / Return Rank: 9999
Overall Rank
CIEN Sharpe Ratio Rank: 100100
Sharpe Ratio Rank
CIEN Sortino Ratio Rank: 9898
Sortino Ratio Rank
CIEN Omega Ratio Rank: 9898
Omega Ratio Rank
CIEN Calmar Ratio Rank: 9999
Calmar Ratio Rank
CIEN Martin Ratio Rank: 100100
Martin Ratio Rank

ENVA
ENVA Risk / Return Rank: 8686
Overall Rank
ENVA Sharpe Ratio Rank: 9090
Sharpe Ratio Rank
ENVA Sortino Ratio Rank: 8686
Sortino Ratio Rank
ENVA Omega Ratio Rank: 8484
Omega Ratio Rank
ENVA Calmar Ratio Rank: 8585
Calmar Ratio Rank
ENVA Martin Ratio Rank: 8585
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

CIEN vs. ENVA - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Ciena Corporation (CIEN) and Enova International, Inc. (ENVA). 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.


CIENENVADifference
Sharpe ratioReturn per unit of total volatility

+6.18

Sortino ratioReturn per unit of downside risk

+2.40

Omega ratioGain probability vs. loss probability

1.76

1.34

+0.43

Calmar ratioReturn relative to maximum drawdown

21.37

3.16

+18.22

Martin ratioReturn relative to average drawdown

100.03

8.14

+91.89

CIEN vs. ENVA - Sharpe Ratio Comparison

The current CIEN Sharpe Ratio is 8.23, which is higher than the ENVA Sharpe Ratio of 2.06. The chart below compares the historical Sharpe Ratios of CIEN and ENVA, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


CIENENVADifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

8.23

2.06

+6.18

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.05

0.90

+0.15

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.82

0.75

+0.07

Sharpe Ratio (All Time)

Calculated using the full available price history

0.07

0.34

-0.27

Drawdowns

CIEN vs. ENVA - Drawdown Comparison

The maximum CIEN drawdown since its inception was -99.51%, which is greater than ENVA's maximum drawdown of -81.56%. Use the drawdown chart below to compare losses from any high point for CIEN and ENVA.


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Drawdown Indicators


CIENENVADifference

Max Drawdown

Largest peak-to-trough decline

-99.51%

-81.56%

-17.95%

Max Drawdown (1Y)

Largest decline over 1 year

-25.57%

-24.75%

-0.82%

Max Drawdown (3Y)

Largest decline over 3 years

-45.51%

-37.01%

-8.50%

Max Drawdown (5Y)

Largest decline over 5 years

-49.54%

-42.84%

-6.70%

Max Drawdown (10Y)

Largest decline over 10 years

-49.54%

-77.57%

+28.03%

Current Drawdown

Current decline from peak

-55.41%

-1.92%

-53.49%

Average Drawdown

Average peak-to-trough decline

-87.11%

-29.60%

-57.51%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.45%

9.57%

-4.12%

Volatility

CIEN vs. ENVA - Volatility Comparison

Ciena Corporation (CIEN) has a higher volatility of 25.17% compared to Enova International, Inc. (ENVA) at 10.45%. This indicates that CIEN's price experiences larger fluctuations and is considered to be riskier than ENVA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CIENENVADifference

Volatility (1M)

Calculated over the trailing 1-month period

25.17%

10.45%

+14.72%

Volatility (6M)

Calculated over the trailing 6-month period

55.99%

28.16%

+27.83%

Volatility (1Y)

Calculated over the trailing 1-year period

66.51%

38.08%

+28.43%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

48.49%

40.29%

+8.20%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

44.33%

49.22%

-4.89%

Dividends

CIEN vs. ENVA - Dividend Comparison

Neither CIEN nor ENVA has paid dividends to shareholders.


Tickers have no history of dividend payments

Financials

CIEN vs. ENVA - Financials Comparison

This section allows you to compare key financial metrics between Ciena Corporation and Enova International, 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


200.00M400.00M600.00M800.00M1.00B1.20B1.40B1.60B20222023202420252026
1.57B
875.14M
(CIEN) Total Revenue
(ENVA) Total Revenue
Values in USD except per share items

CIEN vs. ENVA - Profitability Comparison

The chart below illustrates the profitability comparison between Ciena Corporation and Enova International, Inc. over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

0.0%20.0%40.0%60.0%80.0%100.0%20222023202420252026
44.0%
0
Portfolio components
CIEN - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Ciena Corporation reported a gross profit of 691.55M and revenue of 1.57B. Therefore, the gross margin over that period was 44.0%.

ENVA - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Enova International, Inc. reported a gross profit of 0.00 and revenue of 875.14M. Therefore, the gross margin over that period was 0.0%.

CIEN - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Ciena Corporation reported an operating income of 237.87M and revenue of 1.57B, resulting in an operating margin of 15.1%.

ENVA - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Enova International, Inc. reported an operating income of 207.11M and revenue of 875.14M, resulting in an operating margin of 23.7%.

CIEN - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Ciena Corporation reported a net income of 218.22M and revenue of 1.57B, resulting in a net margin of 13.9%.

ENVA - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Enova International, Inc. reported a net income of 91.10M and revenue of 875.14M, resulting in a net margin of 10.4%.


Frequently Asked Questions


CIEN and ENVA have a correlation of 0.12, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

CIEN has higher volatility (25.17%) compared to ENVA (10.45%). In terms of maximum drawdown, CIEN dropped -99.51% vs ENVA's -81.56%.

CIEN currently has the higher Sharpe Ratio (8.23 vs 2.06), 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.

Portfolio Optimizer

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