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

Correlation

The correlation between DELL and CSCO 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.


-0.50.00.51.00.5

Performance

DELL vs. CSCO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Dell Technologies Inc. (DELL) and Cisco Systems, Inc. (CSCO). The values are adjusted to include any dividend payments, if applicable.

-30.00%-20.00%-10.00%0.00%10.00%20.00%30.00%AugustSeptemberOctoberNovemberDecember2025
-14.24%
30.51%
DELL
CSCO

Key characteristics

Sharpe Ratio

DELL:

0.72

CSCO:

1.31

Sortino Ratio

DELL:

1.44

CSCO:

1.96

Omega Ratio

DELL:

1.19

CSCO:

1.26

Calmar Ratio

DELL:

0.85

CSCO:

0.99

Martin Ratio

DELL:

1.68

CSCO:

3.80

Ulcer Index

DELL:

25.75%

CSCO:

6.18%

Daily Std Dev

DELL:

60.17%

CSCO:

17.99%

Max Drawdown

DELL:

-58.64%

CSCO:

-89.26%

Current Drawdown

DELL:

-38.39%

CSCO:

0.00%

Fundamentals

Market Cap

DELL:

$76.82B

CSCO:

$239.88B

EPS

DELL:

$5.62

CSCO:

$2.33

PE Ratio

DELL:

19.51

CSCO:

25.85

PEG Ratio

DELL:

0.57

CSCO:

2.69

Total Revenue (TTM)

DELL:

$93.95B

CSCO:

$52.98B

Gross Profit (TTM)

DELL:

$20.74B

CSCO:

$34.39B

EBITDA (TTM)

DELL:

$5.54B

CSCO:

$14.09B

Returns By Period

In the year-to-date period, DELL achieves a -4.86% return, which is significantly lower than CSCO's 2.43% return.


DELL

YTD

-4.86%

1M

-5.29%

6M

-14.24%

1Y

33.83%

5Y*

36.11%

10Y*

N/A

CSCO

YTD

2.43%

1M

3.62%

6M

30.51%

1Y

21.18%

5Y*

7.50%

10Y*

11.35%

*Annualized

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Risk-Adjusted Performance

DELL vs. CSCO — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

DELL
The Risk-Adjusted Performance Rank of DELL is 7070
Overall Rank
The Sharpe Ratio Rank of DELL is 7070
Sharpe Ratio Rank
The Sortino Ratio Rank of DELL is 7070
Sortino Ratio Rank
The Omega Ratio Rank of DELL is 6868
Omega Ratio Rank
The Calmar Ratio Rank of DELL is 7676
Calmar Ratio Rank
The Martin Ratio Rank of DELL is 6363
Martin Ratio Rank

CSCO
The Risk-Adjusted Performance Rank of CSCO is 7979
Overall Rank
The Sharpe Ratio Rank of CSCO is 8484
Sharpe Ratio Rank
The Sortino Ratio Rank of CSCO is 8080
Sortino Ratio Rank
The Omega Ratio Rank of CSCO is 7979
Omega Ratio Rank
The Calmar Ratio Rank of CSCO is 7979
Calmar Ratio Rank
The Martin Ratio Rank of CSCO is 7676
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

DELL vs. CSCO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Dell Technologies Inc. (DELL) and Cisco Systems, Inc. (CSCO). 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 DELL, currently valued at 0.72, compared to the broader market-2.000.002.004.000.721.31
The chart of Sortino ratio for DELL, currently valued at 1.44, compared to the broader market-4.00-2.000.002.004.006.001.441.96
The chart of Omega ratio for DELL, currently valued at 1.19, compared to the broader market0.501.001.502.001.191.26
The chart of Calmar ratio for DELL, currently valued at 0.85, compared to the broader market0.002.004.006.000.850.99
The chart of Martin ratio for DELL, currently valued at 1.68, compared to the broader market-10.000.0010.0020.0030.001.683.80
DELL
CSCO

The current DELL Sharpe Ratio is 0.72, which is lower than the CSCO Sharpe Ratio of 1.31. The chart below compares the historical Sharpe Ratios of DELL and CSCO, 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-1.000.001.002.003.00AugustSeptemberOctoberNovemberDecember2025
0.72
1.31
DELL
CSCO

Dividends

DELL vs. CSCO - Dividend Comparison

DELL's dividend yield for the trailing twelve months is around 1.56%, less than CSCO's 2.66% yield.


TTM20242023202220212020201920182017201620152014
DELL
Dell Technologies Inc.
1.22%1.48%1.88%2.46%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
CSCO
Cisco Systems, Inc.
2.66%2.69%3.07%3.17%2.32%3.20%2.88%2.95%2.95%3.28%3.02%2.66%

Drawdowns

DELL vs. CSCO - Drawdown Comparison

The maximum DELL drawdown since its inception was -58.64%, smaller than the maximum CSCO drawdown of -89.26%. Use the drawdown chart below to compare losses from any high point for DELL and CSCO. For additional features, visit the drawdowns tool.


-50.00%-40.00%-30.00%-20.00%-10.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-38.39%
0
DELL
CSCO

Volatility

DELL vs. CSCO - Volatility Comparison

Dell Technologies Inc. (DELL) has a higher volatility of 11.00% compared to Cisco Systems, Inc. (CSCO) at 3.55%. This indicates that DELL's price experiences larger fluctuations and is considered to be riskier than CSCO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%AugustSeptemberOctoberNovemberDecember2025
11.00%
3.55%
DELL
CSCO

Financials

DELL vs. CSCO - Financials Comparison

This section allows you to compare key financial metrics between Dell Technologies Inc. and Cisco Systems, 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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