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

Performance

FFIV vs. ANET - Performance Comparison

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

-10.00%0.00%10.00%20.00%30.00%40.00%JuneJulyAugustSeptemberOctoberNovember
38.18%
19.15%
FFIV
ANET

Returns By Period

In the year-to-date period, FFIV achieves a 33.91% return, which is significantly lower than ANET's 60.38% return. Over the past 10 years, FFIV has underperformed ANET with an annualized return of 6.43%, while ANET has yielded a comparatively higher 35.28% annualized return.


FFIV

YTD

33.91%

1M

10.20%

6M

38.19%

1Y

45.95%

5Y (annualized)

10.98%

10Y (annualized)

6.43%

ANET

YTD

60.38%

1M

-6.04%

6M

19.15%

1Y

75.40%

5Y (annualized)

51.27%

10Y (annualized)

35.28%

Fundamentals


FFIVANET
Market Cap$13.94B$117.91B
EPS$9.56$8.22
PE Ratio25.1045.07
PEG Ratio1.392.18
Total Revenue (TTM)$2.82B$6.61B
Gross Profit (TTM)$2.27B$4.26B
EBITDA (TTM)$783.02M$2.83B

Key characteristics


FFIVANET
Sharpe Ratio1.831.93
Sortino Ratio2.762.49
Omega Ratio1.401.34
Calmar Ratio1.393.82
Martin Ratio6.8011.36
Ulcer Index6.91%6.69%
Daily Std Dev25.62%39.30%
Max Drawdown-97.59%-52.20%
Current Drawdown-3.27%-12.37%

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Correlation

-0.50.00.51.00.5

The correlation between FFIV and ANET is 0.51, 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.

Risk-Adjusted Performance

FFIV vs. ANET - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for F5 Networks, Inc. (FFIV) and Arista Networks, Inc. (ANET). 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 FFIV, currently valued at 1.83, compared to the broader market-4.00-2.000.002.004.001.831.93
The chart of Sortino ratio for FFIV, currently valued at 2.76, compared to the broader market-4.00-2.000.002.004.002.762.49
The chart of Omega ratio for FFIV, currently valued at 1.40, compared to the broader market0.501.001.502.001.401.34
The chart of Calmar ratio for FFIV, currently valued at 1.39, compared to the broader market0.002.004.006.001.393.82
The chart of Martin ratio for FFIV, currently valued at 6.80, compared to the broader market-10.000.0010.0020.0030.006.8011.36
FFIV
ANET

The current FFIV Sharpe Ratio is 1.83, which is comparable to the ANET Sharpe Ratio of 1.93. The chart below compares the historical Sharpe Ratios of FFIV and ANET, 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 Ratio0.501.001.502.002.503.00JuneJulyAugustSeptemberOctoberNovember
1.83
1.93
FFIV
ANET

Dividends

FFIV vs. ANET - Dividend Comparison

Neither FFIV nor ANET has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

FFIV vs. ANET - Drawdown Comparison

The maximum FFIV drawdown since its inception was -97.59%, which is greater than ANET's maximum drawdown of -52.20%. Use the drawdown chart below to compare losses from any high point for FFIV and ANET. For additional features, visit the drawdowns tool.


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-3.27%
-12.37%
FFIV
ANET

Volatility

FFIV vs. ANET - Volatility Comparison

F5 Networks, Inc. (FFIV) and Arista Networks, Inc. (ANET) have volatilities of 11.07% and 11.44%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%JuneJulyAugustSeptemberOctoberNovember
11.07%
11.44%
FFIV
ANET

Financials

FFIV vs. ANET - Financials Comparison

This section allows you to compare key financial metrics between F5 Networks, Inc. and Arista 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