PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
FE vs. FFIV
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

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.


-0.50.00.51.00.2

Performance

FE vs. FFIV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in FirstEnergy Corp. (FE) and F5 Networks, Inc. (FFIV). The values are adjusted to include any dividend payments, if applicable.

0.00%500.00%1,000.00%1,500.00%2,000.00%2,500.00%3,000.00%3,500.00%JulyAugustSeptemberOctoberNovemberDecember
297.09%
3,291.60%
FE
FFIV

Key characteristics

Sharpe Ratio

FE:

0.98

FFIV:

1.66

Sortino Ratio

FE:

1.47

FFIV:

2.53

Omega Ratio

FE:

1.18

FFIV:

1.36

Calmar Ratio

FE:

0.72

FFIV:

1.28

Martin Ratio

FE:

3.99

FFIV:

6.16

Ulcer Index

FE:

3.69%

FFIV:

6.92%

Daily Std Dev

FE:

15.08%

FFIV:

25.74%

Max Drawdown

FE:

-55.75%

FFIV:

-97.59%

Current Drawdown

FE:

-9.74%

FFIV:

-4.22%

Fundamentals

Market Cap

FE:

$22.96B

FFIV:

$15.23B

EPS

FE:

$1.55

FFIV:

$9.56

PE Ratio

FE:

25.70

FFIV:

27.18

PEG Ratio

FE:

1.21

FFIV:

1.54

Total Revenue (TTM)

FE:

$13.44B

FFIV:

$2.82B

Gross Profit (TTM)

FE:

$6.26B

FFIV:

$2.26B

EBITDA (TTM)

FE:

$3.82B

FFIV:

$793.46M

Returns By Period

In the year-to-date period, FE achieves a 13.27% return, which is significantly lower than FFIV's 40.94% return. Over the past 10 years, FE has underperformed FFIV with an annualized return of 4.49%, while FFIV has yielded a comparatively higher 6.55% annualized return.


FE

YTD

13.27%

1M

-4.65%

6M

6.12%

1Y

14.30%

5Y*

0.10%

10Y*

4.49%

FFIV

YTD

40.94%

1M

4.23%

6M

48.73%

1Y

41.64%

5Y*

12.79%

10Y*

6.55%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


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.


Sharpe ratio
The chart of Sharpe ratio for FE, currently valued at 0.98, compared to the broader market-4.00-2.000.002.000.981.66
The chart of Sortino ratio for FE, currently valued at 1.47, compared to the broader market-4.00-2.000.002.004.001.472.53
The chart of Omega ratio for FE, currently valued at 1.18, compared to the broader market0.501.001.502.001.181.36
The chart of Calmar ratio for FE, currently valued at 0.72, compared to the broader market0.002.004.006.000.721.28
The chart of Martin ratio for FE, currently valued at 3.99, compared to the broader market-5.000.005.0010.0015.0020.0025.003.996.16
FE
FFIV

The current FE Sharpe Ratio is 0.98, which is lower than the FFIV Sharpe Ratio of 1.66. 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 Ratio0.000.501.001.502.002.50JulyAugustSeptemberOctoberNovemberDecember
0.98
1.66
FE
FFIV

Dividends

FE vs. FFIV - Dividend Comparison

FE's dividend yield for the trailing twelve months is around 4.23%, while FFIV has not paid dividends to shareholders.


TTM20232022202120202019201820172016201520142013
FE
FirstEnergy Corp.
4.23%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%JulyAugustSeptemberOctoberNovemberDecember
-9.74%
-4.22%
FE
FFIV

Volatility

FE vs. FFIV - Volatility Comparison

The current volatility for FirstEnergy Corp. (FE) is 4.26%, while F5 Networks, Inc. (FFIV) has a volatility of 5.02%. 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%JulyAugustSeptemberOctoberNovemberDecember
4.26%
5.02%
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
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


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.

Copyright © 2024 PortfoliosLab