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

Correlation

The correlation between CRWD and FTNT is 0.55, 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.


-0.50.00.51.00.6

Performance

CRWD vs. FTNT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in CrowdStrike Holdings, Inc. (CRWD) and Fortinet, Inc. (FTNT). The values are adjusted to include any dividend payments, if applicable.

-20.00%0.00%20.00%40.00%60.00%AugustSeptemberOctoberNovemberDecember2025
19.16%
60.82%
CRWD
FTNT

Key characteristics

Sharpe Ratio

CRWD:

0.57

FTNT:

1.34

Sortino Ratio

CRWD:

1.05

FTNT:

2.45

Omega Ratio

CRWD:

1.14

FTNT:

1.31

Calmar Ratio

CRWD:

0.61

FTNT:

1.67

Martin Ratio

CRWD:

1.49

FTNT:

4.92

Ulcer Index

CRWD:

18.03%

FTNT:

10.51%

Daily Std Dev

CRWD:

46.95%

FTNT:

38.63%

Max Drawdown

CRWD:

-67.69%

FTNT:

-51.20%

Current Drawdown

CRWD:

-7.34%

FTNT:

-5.20%

Fundamentals

Market Cap

CRWD:

$89.17B

FTNT:

$71.33B

EPS

CRWD:

$0.54

FTNT:

$1.99

PE Ratio

CRWD:

670.41

FTNT:

46.76

PEG Ratio

CRWD:

1.63

FTNT:

1.60

Total Revenue (TTM)

CRWD:

$3.74B

FTNT:

$4.30B

Gross Profit (TTM)

CRWD:

$2.81B

FTNT:

$3.45B

EBITDA (TTM)

CRWD:

$297.12M

FTNT:

$1.48B

Returns By Period

In the year-to-date period, CRWD achieves a 6.20% return, which is significantly higher than FTNT's -0.46% return.


CRWD

YTD

6.20%

1M

-3.46%

6M

5.93%

1Y

31.53%

5Y*

41.93%

10Y*

N/A

FTNT

YTD

-0.46%

1M

-3.66%

6M

61.79%

1Y

55.15%

5Y*

32.08%

10Y*

31.35%

*Annualized

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

CRWD vs. FTNT — Risk-Adjusted Performance Rank

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

CRWD
The Risk-Adjusted Performance Rank of CRWD is 6666
Overall Rank
The Sharpe Ratio Rank of CRWD is 6868
Sharpe Ratio Rank
The Sortino Ratio Rank of CRWD is 6262
Sortino Ratio Rank
The Omega Ratio Rank of CRWD is 6363
Omega Ratio Rank
The Calmar Ratio Rank of CRWD is 7272
Calmar Ratio Rank
The Martin Ratio Rank of CRWD is 6464
Martin Ratio Rank

FTNT
The Risk-Adjusted Performance Rank of FTNT is 8686
Overall Rank
The Sharpe Ratio Rank of FTNT is 8686
Sharpe Ratio Rank
The Sortino Ratio Rank of FTNT is 8787
Sortino Ratio Rank
The Omega Ratio Rank of FTNT is 8585
Omega Ratio Rank
The Calmar Ratio Rank of FTNT is 8888
Calmar Ratio Rank
The Martin Ratio Rank of FTNT is 8181
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.

CRWD vs. FTNT - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for CrowdStrike Holdings, Inc. (CRWD) and Fortinet, Inc. (FTNT). 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 CRWD, currently valued at 0.57, compared to the broader market-2.000.002.000.571.34
The chart of Sortino ratio for CRWD, currently valued at 1.05, compared to the broader market-4.00-2.000.002.004.001.052.45
The chart of Omega ratio for CRWD, currently valued at 1.14, compared to the broader market0.501.001.502.001.141.31
The chart of Calmar ratio for CRWD, currently valued at 0.61, compared to the broader market0.002.004.006.000.611.67
The chart of Martin ratio for CRWD, currently valued at 1.49, compared to the broader market-10.000.0010.0020.0030.001.494.92
CRWD
FTNT

The current CRWD Sharpe Ratio is 0.57, which is lower than the FTNT Sharpe Ratio of 1.34. The chart below compares the historical Sharpe Ratios of CRWD and FTNT, 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-1.000.001.002.003.00AugustSeptemberOctoberNovemberDecember2025
0.57
1.34
CRWD
FTNT

Dividends

CRWD vs. FTNT - Dividend Comparison

Neither CRWD nor FTNT has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

CRWD vs. FTNT - Drawdown Comparison

The maximum CRWD drawdown since its inception was -67.69%, which is greater than FTNT's maximum drawdown of -51.20%. Use the drawdown chart below to compare losses from any high point for CRWD and FTNT. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-7.34%
-5.20%
CRWD
FTNT

Volatility

CRWD vs. FTNT - Volatility Comparison

CrowdStrike Holdings, Inc. (CRWD) has a higher volatility of 13.48% compared to Fortinet, Inc. (FTNT) at 7.47%. This indicates that CRWD's price experiences larger fluctuations and is considered to be riskier than FTNT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%AugustSeptemberOctoberNovemberDecember2025
13.48%
7.47%
CRWD
FTNT

Financials

CRWD vs. FTNT - Financials Comparison

This section allows you to compare key financial metrics between CrowdStrike Holdings, Inc. and Fortinet, 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
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 © 2025 PortfoliosLab