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CVNA vs. PANW
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Performance

CVNA vs. PANW - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Carvana Co. (CVNA) and Palo Alto Networks, Inc. (PANW). The values are adjusted to include any dividend payments, if applicable.

1,000.00%1,500.00%2,000.00%JuneJulyAugustSeptemberOctoberNovember
2,071.17%
980.18%
CVNA
PANW

Returns By Period

In the year-to-date period, CVNA achieves a 355.23% return, which is significantly higher than PANW's 32.37% return.


CVNA

YTD

355.23%

1M

25.97%

6M

105.11%

1Y

652.42%

5Y (annualized)

22.31%

10Y (annualized)

N/A

PANW

YTD

32.37%

1M

4.14%

6M

20.56%

1Y

57.66%

5Y (annualized)

36.55%

10Y (annualized)

26.89%

Fundamentals


CVNAPANW
Market Cap$28.86B$130.25B
EPS$2.49$7.29
PE Ratio99.1054.60
PEG Ratio-0.132.89
Total Revenue (TTM)$12.55B$6.15B
Gross Profit (TTM)$2.43B$4.56B
EBITDA (TTM)$975.00M$866.40M

Key characteristics


CVNAPANW
Sharpe Ratio7.311.40
Sortino Ratio5.931.69
Omega Ratio1.711.31
Calmar Ratio6.612.00
Martin Ratio53.204.21
Ulcer Index11.38%14.53%
Daily Std Dev82.81%43.63%
Max Drawdown-98.99%-47.98%
Current Drawdown-34.88%-2.99%

Compare stocks, funds, or ETFs

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Correlation

-0.50.00.51.00.4

The correlation between CVNA and PANW is 0.36, 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.

Risk-Adjusted Performance

CVNA vs. PANW - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Carvana Co. (CVNA) and Palo Alto Networks, Inc. (PANW). 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 CVNA, currently valued at 7.81, compared to the broader market-4.00-2.000.002.004.007.811.40
The chart of Sortino ratio for CVNA, currently valued at 6.13, compared to the broader market-4.00-2.000.002.004.006.131.69
The chart of Omega ratio for CVNA, currently valued at 1.74, compared to the broader market0.501.001.502.001.741.31
The chart of Calmar ratio for CVNA, currently valued at 7.04, compared to the broader market0.002.004.006.007.042.00
The chart of Martin ratio for CVNA, currently valued at 56.63, compared to the broader market0.0010.0020.0030.0056.634.21
CVNA
PANW

The current CVNA Sharpe Ratio is 7.31, which is higher than the PANW Sharpe Ratio of 1.40. The chart below compares the historical Sharpe Ratios of CVNA and PANW, 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 Ratio0.002.004.006.008.0010.00JuneJulyAugustSeptemberOctoberNovember
7.81
1.40
CVNA
PANW

Dividends

CVNA vs. PANW - Dividend Comparison

Neither CVNA nor PANW has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

CVNA vs. PANW - Drawdown Comparison

The maximum CVNA drawdown since its inception was -98.99%, which is greater than PANW's maximum drawdown of -47.98%. Use the drawdown chart below to compare losses from any high point for CVNA and PANW. For additional features, visit the drawdowns tool.


-80.00%-60.00%-40.00%-20.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-34.88%
-2.99%
CVNA
PANW

Volatility

CVNA vs. PANW - Volatility Comparison

Carvana Co. (CVNA) has a higher volatility of 20.51% compared to Palo Alto Networks, Inc. (PANW) at 8.82%. This indicates that CVNA's price experiences larger fluctuations and is considered to be riskier than PANW based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


10.00%15.00%20.00%25.00%30.00%JuneJulyAugustSeptemberOctoberNovember
20.51%
8.82%
CVNA
PANW

Financials

CVNA vs. PANW - Financials Comparison

This section allows you to compare key financial metrics between Carvana Co. and Palo Alto Networks, 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