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

Key characteristics


CSCOMSI
YTD Return-5.24%13.29%
1Y Return6.32%23.28%
3Y Return (Ann)0.58%25.42%
5Y Return (Ann)0.00%21.48%
10Y Return (Ann)11.00%20.33%
Sharpe Ratio0.311.35
Daily Std Dev18.45%17.85%
Max Drawdown-89.26%-93.53%
Current Drawdown-20.43%-0.36%

Fundamentals


CSCOMSI
Market Cap$193.79B$57.73B
EPS$3.29$9.94
PE Ratio14.5534.86
PEG Ratio3.432.39
Revenue (TTM)$57.23B$9.98B
Gross Profit (TTM)$35.75B$4.39B
EBITDA (TTM)$17.67B$2.82B

Correlation

-0.50.00.51.00.5

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.

Performance

CSCO vs. MSI - Performance Comparison

In the year-to-date period, CSCO achieves a -5.24% return, which is significantly lower than MSI's 13.29% return. Over the past 10 years, CSCO has underperformed MSI with an annualized return of 11.00%, while MSI has yielded a comparatively higher 20.33% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


0.00%20,000.00%40,000.00%60,000.00%80,000.00%100,000.00%December2024FebruaryMarchAprilMay
89,823.66%
2,973.78%
CSCO
MSI

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Cisco Systems, Inc.

Motorola Solutions, Inc.

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.


CSCO
Sharpe ratio
The chart of Sharpe ratio for CSCO, currently valued at 0.31, compared to the broader market-2.00-1.000.001.002.003.004.000.31
Sortino ratio
The chart of Sortino ratio for CSCO, currently valued at 0.50, compared to the broader market-4.00-2.000.002.004.006.000.50
Omega ratio
The chart of Omega ratio for CSCO, currently valued at 1.08, compared to the broader market0.501.001.501.08
Calmar ratio
The chart of Calmar ratio for CSCO, currently valued at 0.23, compared to the broader market0.002.004.006.000.23
Martin ratio
The chart of Martin ratio for CSCO, currently valued at 0.58, compared to the broader market-10.000.0010.0020.0030.000.58
MSI
Sharpe ratio
The chart of Sharpe ratio for MSI, currently valued at 1.35, compared to the broader market-2.00-1.000.001.002.003.004.001.35
Sortino ratio
The chart of Sortino ratio for MSI, currently valued at 2.03, compared to the broader market-4.00-2.000.002.004.006.002.03
Omega ratio
The chart of Omega ratio for MSI, currently valued at 1.26, compared to the broader market0.501.001.501.26
Calmar ratio
The chart of Calmar ratio for MSI, currently valued at 2.80, compared to the broader market0.002.004.006.002.80
Martin ratio
The chart of Martin ratio for MSI, currently valued at 6.16, compared to the broader market-10.000.0010.0020.0030.006.16

CSCO vs. MSI - Sharpe Ratio Comparison

The current CSCO Sharpe Ratio is 0.31, which is lower than the MSI Sharpe Ratio of 1.35. The chart below compares the 12-month rolling Sharpe Ratio of CSCO and MSI.


Rolling 12-month Sharpe Ratio0.000.501.001.502.00December2024FebruaryMarchAprilMay
0.31
1.35
CSCO
MSI

Dividends

CSCO vs. MSI - Dividend Comparison

CSCO's dividend yield for the trailing twelve months is around 3.33%, more than MSI's 1.05% yield.


TTM20232022202120202019201820172016201520142013
CSCO
Cisco Systems, Inc.
3.33%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.
1.05%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 -93.53%. 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%December2024FebruaryMarchAprilMay
-20.43%
-0.36%
CSCO
MSI

Volatility

CSCO vs. MSI - Volatility Comparison

The current volatility for Cisco Systems, Inc. (CSCO) is 5.35%, while Motorola Solutions, Inc. (MSI) has a volatility of 6.96%. 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%12.00%December2024FebruaryMarchAprilMay
5.35%
6.96%
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