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

Correlation

The correlation between CYBR and GTLB is 0.57, 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. GTLB - Performance Comparison

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

-10.00%0.00%10.00%20.00%30.00%40.00%50.00%60.00%JulyAugustSeptemberOctoberNovemberDecember
22.85%
29.77%
CYBR
GTLB

Key characteristics

Sharpe Ratio

CYBR:

1.59

GTLB:

-0.23

Sortino Ratio

CYBR:

2.35

GTLB:

0.04

Omega Ratio

CYBR:

1.29

GTLB:

1.01

Calmar Ratio

CYBR:

2.38

GTLB:

-0.19

Martin Ratio

CYBR:

5.92

GTLB:

-0.45

Ulcer Index

CYBR:

7.96%

GTLB:

28.58%

Daily Std Dev

CYBR:

29.62%

GTLB:

55.26%

Max Drawdown

CYBR:

-55.64%

GTLB:

-79.55%

Current Drawdown

CYBR:

-4.41%

GTLB:

-57.47%

Fundamentals

Market Cap

CYBR:

$15.67B

GTLB:

$9.60B

EPS

CYBR:

$0.29

GTLB:

-$0.30

Total Revenue (TTM)

CYBR:

$911.06M

GTLB:

$711.60M

Gross Profit (TTM)

CYBR:

$731.19M

GTLB:

$633.34M

EBITDA (TTM)

CYBR:

-$29.46M

GTLB:

-$147.20M

Returns By Period

In the year-to-date period, CYBR achieves a 43.88% return, which is significantly higher than GTLB's -11.59% return.


CYBR

YTD

43.88%

1M

0.06%

6M

22.85%

1Y

47.87%

5Y*

22.09%

10Y*

22.18%

GTLB

YTD

-11.59%

1M

-8.62%

6M

29.74%

1Y

-9.88%

5Y*

N/A

10Y*

N/A

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Risk-Adjusted Performance

CYBR vs. GTLB - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for CyberArk Software Ltd. (CYBR) and GitLab Inc. (GTLB). 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-4.00-2.000.002.001.59-0.23
The chart of Sortino ratio for CYBR, currently valued at 2.35, compared to the broader market-4.00-2.000.002.004.002.350.04
The chart of Omega ratio for CYBR, currently valued at 1.29, compared to the broader market0.501.001.502.001.291.01
The chart of Calmar ratio for CYBR, currently valued at 2.38, compared to the broader market0.002.004.006.002.38-0.19
The chart of Martin ratio for CYBR, currently valued at 5.92, compared to the broader market0.0010.0020.005.92-0.45
CYBR
GTLB

The current CYBR Sharpe Ratio is 1.59, which is higher than the GTLB Sharpe Ratio of -0.23. The chart below compares the historical Sharpe Ratios of CYBR and GTLB, 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-0.500.000.501.001.502.002.503.00JulyAugustSeptemberOctoberNovemberDecember
1.59
-0.23
CYBR
GTLB

Dividends

CYBR vs. GTLB - Dividend Comparison

Neither CYBR nor GTLB has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

CYBR vs. GTLB - Drawdown Comparison

The maximum CYBR drawdown since its inception was -55.64%, smaller than the maximum GTLB drawdown of -79.55%. Use the drawdown chart below to compare losses from any high point for CYBR and GTLB. For additional features, visit the drawdowns tool.


-70.00%-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-4.41%
-57.47%
CYBR
GTLB

Volatility

CYBR vs. GTLB - Volatility Comparison

The current volatility for CyberArk Software Ltd. (CYBR) is 10.54%, while GitLab Inc. (GTLB) has a volatility of 13.30%. This indicates that CYBR experiences smaller price fluctuations and is considered to be less risky than GTLB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%25.00%JulyAugustSeptemberOctoberNovemberDecember
10.54%
13.30%
CYBR
GTLB

Financials

CYBR vs. GTLB - Financials Comparison

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