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

Performance

CSCO vs. MSI - Performance Comparison

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

0.00%10.00%20.00%30.00%40.00%JuneJulyAugustSeptemberOctoberNovember
22.15%
32.00%
CSCO
MSI

Returns By Period

In the year-to-date period, CSCO achieves a 16.52% return, which is significantly lower than MSI's 56.90% return. Over the past 10 years, CSCO has underperformed MSI with an annualized return of 11.26%, while MSI has yielded a comparatively higher 24.43% annualized return.


CSCO

YTD

16.52%

1M

0.44%

6M

23.43%

1Y

21.95%

5Y (annualized)

8.27%

10Y (annualized)

11.26%

MSI

YTD

56.90%

1M

2.58%

6M

32.48%

1Y

54.24%

5Y (annualized)

25.99%

10Y (annualized)

24.43%

Fundamentals


CSCOMSI
Market Cap$228.44B$83.13B
EPS$2.33$9.14
PE Ratio24.6054.43
PEG Ratio2.592.58
Total Revenue (TTM)$52.98B$10.66B
Gross Profit (TTM)$34.39B$5.31B
EBITDA (TTM)$12.98B$2.96B

Key characteristics


CSCOMSI
Sharpe Ratio1.303.20
Sortino Ratio1.954.61
Omega Ratio1.261.63
Calmar Ratio0.989.26
Martin Ratio3.7825.79
Ulcer Index6.15%2.13%
Daily Std Dev17.89%17.10%
Max Drawdown-89.26%-93.56%
Current Drawdown-3.67%-3.40%

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Correlation

-0.50.00.51.00.4

The correlation between CSCO and MSI 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.

Risk-Adjusted Performance

CSCO vs. MSI - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Cisco Systems, Inc. (CSCO) and Motorola Solutions, Inc. (MSI). 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 1.30, compared to the broader market-4.00-2.000.002.004.001.303.20
The chart of Sortino ratio for CSCO, currently valued at 1.95, compared to the broader market-4.00-2.000.002.004.001.954.61
The chart of Omega ratio for CSCO, currently valued at 1.26, compared to the broader market0.501.001.502.001.261.63
The chart of Calmar ratio for CSCO, currently valued at 0.98, compared to the broader market0.002.004.006.000.989.26
The chart of Martin ratio for CSCO, currently valued at 3.78, compared to the broader market-10.000.0010.0020.0030.003.7825.79
CSCO
MSI

The current CSCO Sharpe Ratio is 1.30, which is lower than the MSI Sharpe Ratio of 3.20. The chart below compares the historical Sharpe Ratios of CSCO and MSI, 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-1.000.001.002.003.004.00JuneJulyAugustSeptemberOctoberNovember
1.30
3.20
CSCO
MSI

Dividends

CSCO vs. MSI - Dividend Comparison

CSCO's dividend yield for the trailing twelve months is around 2.79%, more than MSI's 0.80% yield.


TTM20232022202120202019201820172016201520142013
CSCO
Cisco Systems, Inc.
2.79%3.07%3.17%2.32%3.20%2.88%2.95%2.95%3.28%3.02%2.66%2.27%
MSI
Motorola Solutions, Inc.
0.80%1.16%1.26%1.07%1.55%1.46%1.85%2.14%2.05%2.09%1.94%1.69%

Drawdowns

CSCO vs. MSI - Drawdown Comparison

The maximum CSCO drawdown since its inception was -89.26%, roughly equal to the maximum MSI drawdown of -93.56%. Use the drawdown chart below to compare losses from any high point for CSCO and MSI. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-3.67%
-3.40%
CSCO
MSI

Volatility

CSCO vs. MSI - Volatility Comparison

The current volatility for Cisco Systems, Inc. (CSCO) is 4.92%, while Motorola Solutions, Inc. (MSI) has a volatility of 8.30%. This indicates that CSCO experiences smaller price fluctuations and is considered to be less risky than MSI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%JuneJulyAugustSeptemberOctoberNovember
4.92%
8.30%
CSCO
MSI

Financials

CSCO vs. MSI - Financials Comparison

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