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CYBR vs. FTNT
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between CYBR and FTNT is 0.54, 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.


-0.50.00.51.00.5

Performance

CYBR vs. FTNT - Performance Comparison

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

0.00%20.00%40.00%60.00%80.00%JulyAugustSeptemberOctoberNovemberDecember
22.85%
63.70%
CYBR
FTNT

Key characteristics

Sharpe Ratio

CYBR:

1.59

FTNT:

1.65

Sortino Ratio

CYBR:

2.35

FTNT:

2.85

Omega Ratio

CYBR:

1.29

FTNT:

1.37

Calmar Ratio

CYBR:

2.38

FTNT:

2.07

Martin Ratio

CYBR:

5.92

FTNT:

6.13

Ulcer Index

CYBR:

7.96%

FTNT:

10.47%

Daily Std Dev

CYBR:

29.62%

FTNT:

38.95%

Max Drawdown

CYBR:

-55.64%

FTNT:

-51.20%

Current Drawdown

CYBR:

-4.41%

FTNT:

-4.39%

Fundamentals

Market Cap

CYBR:

$15.67B

FTNT:

$74.82B

EPS

CYBR:

$0.29

FTNT:

$1.99

PE Ratio

CYBR:

1.10K

FTNT:

49.06

PEG Ratio

CYBR:

4.39

FTNT:

1.69

Total Revenue (TTM)

CYBR:

$911.06M

FTNT:

$5.71B

Gross Profit (TTM)

CYBR:

$731.19M

FTNT:

$4.55B

EBITDA (TTM)

CYBR:

-$29.46M

FTNT:

$1.89B

Returns By Period

In the year-to-date period, CYBR achieves a 43.88% return, which is significantly lower than FTNT's 62.05% return. Over the past 10 years, CYBR has underperformed FTNT with an annualized return of 22.18%, while FTNT has yielded a comparatively higher 31.59% annualized return.


CYBR

YTD

43.88%

1M

0.06%

6M

22.85%

1Y

47.87%

5Y*

22.09%

10Y*

22.18%

FTNT

YTD

62.05%

1M

4.47%

6M

63.70%

1Y

65.10%

5Y*

34.80%

10Y*

31.59%

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Risk-Adjusted Performance

CYBR vs. FTNT - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for CyberArk Software Ltd. (CYBR) and Fortinet, Inc. (FTNT). 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 1.59, compared to the broader market-4.00-2.000.002.001.591.65
The chart of Sortino ratio for CYBR, currently valued at 2.35, compared to the broader market-4.00-2.000.002.004.002.352.85
The chart of Omega ratio for CYBR, currently valued at 1.29, compared to the broader market0.501.001.502.001.291.37
The chart of Calmar ratio for CYBR, currently valued at 2.38, compared to the broader market0.002.004.006.002.382.07
The chart of Martin ratio for CYBR, currently valued at 5.92, compared to the broader market0.0010.0020.005.926.13
CYBR
FTNT

The current CYBR Sharpe Ratio is 1.59, which is comparable to the FTNT Sharpe Ratio of 1.65. The chart below compares the historical Sharpe Ratios of CYBR and FTNT, 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-1.000.001.002.003.00JulyAugustSeptemberOctoberNovemberDecember
1.59
1.65
CYBR
FTNT

Dividends

CYBR vs. FTNT - Dividend Comparison

Neither CYBR nor FTNT has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

CYBR vs. FTNT - Drawdown Comparison

The maximum CYBR drawdown since its inception was -55.64%, which is greater than FTNT's maximum drawdown of -51.20%. Use the drawdown chart below to compare losses from any high point for CYBR and FTNT. For additional features, visit the drawdowns tool.


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-4.41%
-4.39%
CYBR
FTNT

Volatility

CYBR vs. FTNT - Volatility Comparison

CyberArk Software Ltd. (CYBR) has a higher volatility of 10.54% compared to Fortinet, Inc. (FTNT) at 8.31%. This indicates that CYBR's price experiences larger fluctuations and is considered to be riskier than FTNT 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
10.54%
8.31%
CYBR
FTNT

Financials

CYBR vs. FTNT - Financials Comparison

This section allows you to compare key financial metrics between CyberArk Software Ltd. and Fortinet, 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
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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.

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