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

Correlation

The correlation between CIEN and INTU is 0.35, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.00.3

Performance

CIEN vs. INTU - Performance Comparison

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

0.00%5,000.00%10,000.00%15,000.00%JulyAugustSeptemberOctoberNovemberDecember
-35.20%
16,199.04%
CIEN
INTU

Key characteristics

Sharpe Ratio

CIEN:

2.34

INTU:

0.20

Sortino Ratio

CIEN:

2.87

INTU:

0.45

Omega Ratio

CIEN:

1.42

INTU:

1.06

Calmar Ratio

CIEN:

0.99

INTU:

0.32

Martin Ratio

CIEN:

6.01

INTU:

0.90

Ulcer Index

CIEN:

15.74%

INTU:

6.34%

Daily Std Dev

CIEN:

40.46%

INTU:

28.06%

Max Drawdown

CIEN:

-99.51%

INTU:

-75.29%

Current Drawdown

CIEN:

-91.98%

INTU:

-7.99%

Fundamentals

Market Cap

CIEN:

$12.57B

INTU:

$189.72B

EPS

CIEN:

$0.58

INTU:

$10.27

PE Ratio

CIEN:

151.97

INTU:

66.00

PEG Ratio

CIEN:

0.77

INTU:

2.02

Total Revenue (TTM)

CIEN:

$2.89B

INTU:

$16.59B

Gross Profit (TTM)

CIEN:

$1.20B

INTU:

$12.99B

EBITDA (TTM)

CIEN:

$229.07M

INTU:

$4.31B

Returns By Period

In the year-to-date period, CIEN achieves a 86.45% return, which is significantly higher than INTU's 4.59% return. Over the past 10 years, CIEN has underperformed INTU with an annualized return of 15.83%, while INTU has yielded a comparatively higher 22.38% annualized return.


CIEN

YTD

86.45%

1M

26.04%

6M

80.16%

1Y

92.04%

5Y*

14.69%

10Y*

15.83%

INTU

YTD

4.59%

1M

-4.27%

6M

6.91%

1Y

5.19%

5Y*

20.26%

10Y*

22.38%

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Risk-Adjusted Performance

CIEN vs. INTU - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Ciena Corporation (CIEN) and Intuit Inc. (INTU). 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 2.34, compared to the broader market-4.00-2.000.002.002.340.20
The chart of Sortino ratio for CIEN, currently valued at 2.87, compared to the broader market-4.00-2.000.002.004.002.870.45
The chart of Omega ratio for CIEN, currently valued at 1.42, compared to the broader market0.501.001.502.001.421.06
The chart of Calmar ratio for CIEN, currently valued at 0.99, compared to the broader market0.002.004.006.000.990.32
The chart of Martin ratio for CIEN, currently valued at 6.01, compared to the broader market0.0010.0020.006.010.90
CIEN
INTU

The current CIEN Sharpe Ratio is 2.34, which is higher than the INTU Sharpe Ratio of 0.20. The chart below compares the historical Sharpe Ratios of CIEN and INTU, 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 Ratio0.000.501.001.502.002.50JulyAugustSeptemberOctoberNovemberDecember
2.34
0.20
CIEN
INTU

Dividends

CIEN vs. INTU - Dividend Comparison

CIEN has not paid dividends to shareholders, while INTU's dividend yield for the trailing twelve months is around 0.58%.


TTM20232022202120202019201820172016201520142013
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%
INTU
Intuit Inc.
0.58%0.52%0.72%0.38%0.42%0.74%0.83%0.89%1.08%1.09%0.89%0.92%

Drawdowns

CIEN vs. INTU - Drawdown Comparison

The maximum CIEN drawdown since its inception was -99.51%, which is greater than INTU's maximum drawdown of -75.29%. Use the drawdown chart below to compare losses from any high point for CIEN and INTU. For additional features, visit the drawdowns tool.


-100.00%-80.00%-60.00%-40.00%-20.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-91.98%
-7.99%
CIEN
INTU

Volatility

CIEN vs. INTU - Volatility Comparison

Ciena Corporation (CIEN) has a higher volatility of 18.21% compared to Intuit Inc. (INTU) at 11.90%. This indicates that CIEN's price experiences larger fluctuations and is considered to be riskier than INTU based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%JulyAugustSeptemberOctoberNovemberDecember
18.21%
11.90%
CIEN
INTU

Financials

CIEN vs. INTU - Financials Comparison

This section allows you to compare key financial metrics between Ciena Corporation and Intuit 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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