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FE vs. FFIV
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Key characteristics


FEFFIV
YTD Return16.23%35.24%
1Y Return15.73%46.92%
3Y Return (Ann)5.39%1.58%
5Y Return (Ann)1.37%10.75%
10Y Return (Ann)5.50%6.60%
Sharpe Ratio1.051.84
Sortino Ratio1.592.75
Omega Ratio1.191.40
Calmar Ratio0.801.35
Martin Ratio5.256.84
Ulcer Index3.11%6.90%
Daily Std Dev15.58%25.69%
Max Drawdown-55.75%-97.59%
Current Drawdown-7.38%-2.31%

Fundamentals


FEFFIV
Market Cap$23.92B$14.17B
EPS$1.55$9.56
PE Ratio26.7725.52
PEG Ratio2.051.41
Total Revenue (TTM)$13.44B$2.82B
Gross Profit (TTM)$6.26B$2.27B
EBITDA (TTM)$3.80B$769.82M

Correlation

-0.50.00.51.00.2

The correlation between FE and FFIV is 0.16, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

Performance

FE vs. FFIV - Performance Comparison

In the year-to-date period, FE achieves a 16.23% return, which is significantly lower than FFIV's 35.24% return. Over the past 10 years, FE has underperformed FFIV with an annualized return of 5.50%, while FFIV has yielded a comparatively higher 6.60% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-10.00%0.00%10.00%20.00%30.00%40.00%JuneJulyAugustSeptemberOctoberNovember
3.61%
39.25%
FE
FFIV

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Risk-Adjusted Performance

FE vs. FFIV - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for FirstEnergy Corp. (FE) and F5 Networks, Inc. (FFIV). 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.


FE
Sharpe ratio
The chart of Sharpe ratio for FE, currently valued at 1.05, compared to the broader market-4.00-2.000.002.004.001.05
Sortino ratio
The chart of Sortino ratio for FE, currently valued at 1.59, compared to the broader market-4.00-2.000.002.004.006.001.59
Omega ratio
The chart of Omega ratio for FE, currently valued at 1.19, compared to the broader market0.501.001.502.001.19
Calmar ratio
The chart of Calmar ratio for FE, currently valued at 0.80, compared to the broader market0.002.004.006.000.80
Martin ratio
The chart of Martin ratio for FE, currently valued at 5.25, compared to the broader market0.0010.0020.0030.005.25
FFIV
Sharpe ratio
The chart of Sharpe ratio for FFIV, currently valued at 1.84, compared to the broader market-4.00-2.000.002.004.001.84
Sortino ratio
The chart of Sortino ratio for FFIV, currently valued at 2.75, compared to the broader market-4.00-2.000.002.004.006.002.75
Omega ratio
The chart of Omega ratio for FFIV, currently valued at 1.40, compared to the broader market0.501.001.502.001.40
Calmar ratio
The chart of Calmar ratio for FFIV, currently valued at 1.35, compared to the broader market0.002.004.006.001.35
Martin ratio
The chart of Martin ratio for FFIV, currently valued at 6.84, compared to the broader market0.0010.0020.0030.006.84

FE vs. FFIV - Sharpe Ratio Comparison

The current FE Sharpe Ratio is 1.05, which is lower than the FFIV Sharpe Ratio of 1.84. The chart below compares the historical Sharpe Ratios of FE and FFIV, 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 Ratio0.000.501.001.502.002.50JuneJulyAugustSeptemberOctoberNovember
1.05
1.84
FE
FFIV

Dividends

FE vs. FFIV - Dividend Comparison

FE's dividend yield for the trailing twelve months is around 4.13%, while FFIV has not paid dividends to shareholders.


TTM20232022202120202019201820172016201520142013
FE
FirstEnergy Corp.
4.13%4.31%3.72%3.75%5.10%3.13%3.83%4.70%4.65%4.54%3.69%6.67%
FFIV
F5 Networks, Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

FE vs. FFIV - Drawdown Comparison

The maximum FE drawdown since its inception was -55.75%, smaller than the maximum FFIV drawdown of -97.59%. Use the drawdown chart below to compare losses from any high point for FE and FFIV. For additional features, visit the drawdowns tool.


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-7.38%
-2.31%
FE
FFIV

Volatility

FE vs. FFIV - Volatility Comparison

The current volatility for FirstEnergy Corp. (FE) is 3.85%, while F5 Networks, Inc. (FFIV) has a volatility of 10.86%. This indicates that FE experiences smaller price fluctuations and is considered to be less risky than FFIV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%14.00%JuneJulyAugustSeptemberOctoberNovember
3.85%
10.86%
FE
FFIV

Financials

FE vs. FFIV - Financials Comparison

This section allows you to compare key financial metrics between FirstEnergy Corp. and F5 Networks, 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