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

Correlation

The correlation between DRKTY and FTNT is -0.02. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


-0.50.00.51.0-0.0

Performance

DRKTY vs. FTNT - Performance Comparison

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

-100.00%-50.00%0.00%50.00%SeptemberOctoberNovemberDecember2025February
-7.54%
51.19%
DRKTY
FTNT

Key characteristics

Fundamentals

Market Cap

DRKTY:

$4.51B

FTNT:

$87.57B

EPS

DRKTY:

$0.17

FTNT:

$2.26

PE Ratio

DRKTY:

41.47

FTNT:

50.56

Returns By Period


DRKTY

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

FTNT

YTD

20.94%

1M

21.26%

6M

51.20%

1Y

66.85%

5Y*

37.26%

10Y*

32.77%

*Annualized

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Risk-Adjusted Performance

DRKTY vs. FTNT — Risk-Adjusted Performance Rank

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

DRKTY
The Risk-Adjusted Performance Rank of DRKTY is 7474
Overall Rank
The Sharpe Ratio Rank of DRKTY is 4242
Sharpe Ratio Rank
The Sortino Ratio Rank of DRKTY is 100100
Sortino Ratio Rank
The Omega Ratio Rank of DRKTY is 100100
Omega Ratio Rank
The Calmar Ratio Rank of DRKTY is 6161
Calmar Ratio Rank
The Martin Ratio Rank of DRKTY is 6666
Martin Ratio Rank

FTNT
The Risk-Adjusted Performance Rank of FTNT is 8787
Overall Rank
The Sharpe Ratio Rank of FTNT is 8888
Sharpe Ratio Rank
The Sortino Ratio Rank of FTNT is 8989
Sortino Ratio Rank
The Omega Ratio Rank of FTNT is 8888
Omega Ratio Rank
The Calmar Ratio Rank of FTNT is 8989
Calmar Ratio Rank
The Martin Ratio Rank of FTNT is 8282
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.

DRKTY vs. FTNT - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Darktrace plc (DRKTY) 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 DRKTY, currently valued at 0.00, compared to the broader market-2.000.002.004.000.001.61
The chart of Sortino ratio for DRKTY, currently valued at 407.90, compared to the broader market-6.00-4.00-2.000.002.004.006.00407.902.84
The chart of Omega ratio for DRKTY, currently valued at 134.51, compared to the broader market0.501.001.502.00134.511.37
The chart of Calmar ratio for DRKTY, currently valued at 0.55, compared to the broader market0.002.004.006.000.551.97
The chart of Martin ratio for DRKTY, currently valued at 2.59, compared to the broader market0.0010.0020.0030.002.595.82
DRKTY
FTNT


Rolling 12-month Sharpe Ratio-1.00-0.500.000.501.001.502.002.50SeptemberOctoberNovemberDecember2025February
0.00
1.61
DRKTY
FTNT

Dividends

DRKTY vs. FTNT - Dividend Comparison

Neither DRKTY nor FTNT has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

DRKTY vs. FTNT - Drawdown Comparison


-100.00%-80.00%-60.00%-40.00%-20.00%0.00%SeptemberOctoberNovemberDecember2025February
-25.79%
0
DRKTY
FTNT

Volatility

DRKTY vs. FTNT - Volatility Comparison

The current volatility for Darktrace plc (DRKTY) is 0.00%, while Fortinet, Inc. (FTNT) has a volatility of 6.39%. This indicates that DRKTY experiences smaller price fluctuations and is considered to be less risky than FTNT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%200.00%400.00%600.00%800.00%1,000.00%SeptemberOctoberNovemberDecember2025February0
6.39%
DRKTY
FTNT

Financials

DRKTY vs. FTNT - Financials Comparison

This section allows you to compare key financial metrics between Darktrace plc 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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