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

Performance

CSCO vs. INTC - Performance Comparison

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

-40.00%-30.00%-20.00%-10.00%0.00%10.00%20.00%30.00%JuneJulyAugustSeptemberOctoberNovember
23.20%
-23.10%
CSCO
INTC

Returns By Period

In the year-to-date period, CSCO achieves a 17.52% return, which is significantly higher than INTC's -51.58% return. Over the past 10 years, CSCO has outperformed INTC with an annualized return of 11.36%, while INTC has yielded a comparatively lower -1.28% annualized return.


CSCO

YTD

17.52%

1M

1.61%

6M

23.20%

1Y

24.21%

5Y (annualized)

8.45%

10Y (annualized)

11.36%

INTC

YTD

-51.58%

1M

5.12%

6M

-23.10%

1Y

-44.24%

5Y (annualized)

-13.97%

10Y (annualized)

-1.28%

Fundamentals


CSCOINTC
Market Cap$229.20B$103.56B
EPS$2.35-$3.74
PEG Ratio2.571.16
Total Revenue (TTM)$52.98B$54.25B
Gross Profit (TTM)$34.39B$18.81B
EBITDA (TTM)$12.98B$1.68B

Key characteristics


CSCOINTC
Sharpe Ratio1.29-0.90
Sortino Ratio1.93-1.14
Omega Ratio1.250.84
Calmar Ratio0.97-0.66
Martin Ratio3.74-1.20
Ulcer Index6.15%38.15%
Daily Std Dev17.88%50.57%
Max Drawdown-89.26%-82.25%
Current Drawdown-2.84%-61.33%

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Correlation

-0.50.00.51.00.6

The correlation between CSCO and INTC 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.

Risk-Adjusted Performance

CSCO vs. INTC - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Cisco Systems, Inc. (CSCO) and Intel Corporation (INTC). 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 CSCO, currently valued at 1.29, compared to the broader market-4.00-2.000.002.004.001.29-0.90
The chart of Sortino ratio for CSCO, currently valued at 1.93, compared to the broader market-4.00-2.000.002.004.001.93-1.14
The chart of Omega ratio for CSCO, currently valued at 1.25, compared to the broader market0.501.001.502.001.250.84
The chart of Calmar ratio for CSCO, currently valued at 0.97, compared to the broader market0.002.004.006.000.97-0.66
The chart of Martin ratio for CSCO, currently valued at 3.74, compared to the broader market-10.000.0010.0020.0030.003.74-1.20
CSCO
INTC

The current CSCO Sharpe Ratio is 1.29, which is higher than the INTC Sharpe Ratio of -0.90. The chart below compares the historical Sharpe Ratios of CSCO and INTC, 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-1.00-0.500.000.501.00JuneJulyAugustSeptemberOctoberNovember
1.29
-0.90
CSCO
INTC

Dividends

CSCO vs. INTC - Dividend Comparison

CSCO's dividend yield for the trailing twelve months is around 2.77%, more than INTC's 1.56% yield.


TTM20232022202120202019201820172016201520142013
CSCO
Cisco Systems, Inc.
2.77%3.07%3.17%2.32%3.20%2.88%2.95%2.95%3.28%3.02%2.66%2.27%
INTC
Intel Corporation
1.56%1.47%5.52%2.70%2.65%2.11%2.56%2.33%2.87%2.79%2.48%3.47%

Drawdowns

CSCO vs. INTC - Drawdown Comparison

The maximum CSCO drawdown since its inception was -89.26%, which is greater than INTC's maximum drawdown of -82.25%. Use the drawdown chart below to compare losses from any high point for CSCO and INTC. For additional features, visit the drawdowns tool.


-70.00%-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-2.84%
-61.33%
CSCO
INTC

Volatility

CSCO vs. INTC - Volatility Comparison

The current volatility for Cisco Systems, Inc. (CSCO) is 4.98%, while Intel Corporation (INTC) has a volatility of 15.84%. This indicates that CSCO experiences smaller price fluctuations and is considered to be less risky than INTC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%10.00%20.00%30.00%40.00%JuneJulyAugustSeptemberOctoberNovember
4.98%
15.84%
CSCO
INTC

Financials

CSCO vs. INTC - Financials Comparison

This section allows you to compare key financial metrics between Cisco Systems, Inc. and Intel Corporation. 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