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

Correlation

The correlation between CYBR and CRWD is 0.59, 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

CYBR vs. CRWD - Performance Comparison

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

100.00%200.00%300.00%400.00%500.00%600.00%JulyAugustSeptemberOctoberNovemberDecember
130.27%
502.03%
CYBR
CRWD

Key characteristics

Sharpe Ratio

CYBR:

1.53

CRWD:

0.73

Sortino Ratio

CYBR:

2.27

CRWD:

1.23

Omega Ratio

CYBR:

1.28

CRWD:

1.17

Calmar Ratio

CYBR:

2.28

CRWD:

0.77

Martin Ratio

CYBR:

5.68

CRWD:

1.93

Ulcer Index

CYBR:

7.96%

CRWD:

17.86%

Daily Std Dev

CYBR:

29.50%

CRWD:

46.98%

Max Drawdown

CYBR:

-55.64%

CRWD:

-67.69%

Current Drawdown

CYBR:

-7.47%

CRWD:

-10.96%

Fundamentals

Market Cap

CYBR:

$15.67B

CRWD:

$88.03B

EPS

CYBR:

$0.29

CRWD:

$0.53

PE Ratio

CYBR:

1.10K

CRWD:

710.23

PEG Ratio

CYBR:

4.39

CRWD:

1.75

Total Revenue (TTM)

CYBR:

$911.06M

CRWD:

$3.74B

Gross Profit (TTM)

CYBR:

$731.19M

CRWD:

$2.81B

EBITDA (TTM)

CYBR:

-$29.46M

CRWD:

$297.12M

Returns By Period

In the year-to-date period, CYBR achieves a 39.27% return, which is significantly higher than CRWD's 36.76% return.


CYBR

YTD

39.27%

1M

-0.22%

6M

19.62%

1Y

42.43%

5Y*

21.32%

10Y*

21.99%

CRWD

YTD

36.76%

1M

1.81%

6M

-10.35%

1Y

35.17%

5Y*

47.99%

10Y*

N/A

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

CYBR vs. CRWD - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for CyberArk Software Ltd. (CYBR) and CrowdStrike Holdings, Inc. (CRWD). 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 CYBR, currently valued at 1.53, compared to the broader market-4.00-2.000.002.001.530.73
The chart of Sortino ratio for CYBR, currently valued at 2.27, compared to the broader market-4.00-2.000.002.004.002.271.23
The chart of Omega ratio for CYBR, currently valued at 1.28, compared to the broader market0.501.001.502.001.281.17
The chart of Calmar ratio for CYBR, currently valued at 2.28, compared to the broader market0.002.004.006.002.280.77
The chart of Martin ratio for CYBR, currently valued at 5.68, compared to the broader market0.0010.0020.005.681.93
CYBR
CRWD

The current CYBR Sharpe Ratio is 1.53, which is higher than the CRWD Sharpe Ratio of 0.73. The chart below compares the historical Sharpe Ratios of CYBR and CRWD, 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 Ratio1.002.003.004.00JulyAugustSeptemberOctoberNovemberDecember
1.53
0.73
CYBR
CRWD

Dividends

CYBR vs. CRWD - Dividend Comparison

Neither CYBR nor CRWD has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

CYBR vs. CRWD - Drawdown Comparison

The maximum CYBR drawdown since its inception was -55.64%, smaller than the maximum CRWD drawdown of -67.69%. Use the drawdown chart below to compare losses from any high point for CYBR and CRWD. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-7.47%
-10.96%
CYBR
CRWD

Volatility

CYBR vs. CRWD - Volatility Comparison

The current volatility for CyberArk Software Ltd. (CYBR) is 10.46%, while CrowdStrike Holdings, Inc. (CRWD) has a volatility of 14.70%. This indicates that CYBR experiences smaller price fluctuations and is considered to be less risky than CRWD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%JulyAugustSeptemberOctoberNovemberDecember
10.46%
14.70%
CYBR
CRWD

Financials

CYBR vs. CRWD - Financials Comparison

This section allows you to compare key financial metrics between CyberArk Software Ltd. and CrowdStrike Holdings, 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 © 2024 PortfoliosLab