FE vs. FFIV
Compare and contrast key facts about FirstEnergy Corp. (FE) and F5 Networks, Inc. (FFIV).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: FE or FFIV.
Key characteristics
FE | FFIV | |
---|---|---|
YTD Return | 16.23% | 35.24% |
1Y Return | 15.73% | 46.92% |
3Y Return (Ann) | 5.39% | 1.58% |
5Y Return (Ann) | 1.37% | 10.75% |
10Y Return (Ann) | 5.50% | 6.60% |
Sharpe Ratio | 1.05 | 1.84 |
Sortino Ratio | 1.59 | 2.75 |
Omega Ratio | 1.19 | 1.40 |
Calmar Ratio | 0.80 | 1.35 |
Martin Ratio | 5.25 | 6.84 |
Ulcer Index | 3.11% | 6.90% |
Daily Std Dev | 15.58% | 25.69% |
Max Drawdown | -55.75% | -97.59% |
Current Drawdown | -7.38% | -2.31% |
Fundamentals
FE | FFIV | |
---|---|---|
Market Cap | $23.92B | $14.17B |
EPS | $1.55 | $9.56 |
PE Ratio | 26.77 | 25.52 |
PEG Ratio | 2.05 | 1.41 |
Total Revenue (TTM) | $13.44B | $2.82B |
Gross Profit (TTM) | $6.26B | $2.27B |
EBITDA (TTM) | $3.80B | $769.82M |
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.
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.
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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.
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.
TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
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.
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.
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.
Total Revenue: Total amount of money received from sales and other business activities