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

Key characteristics


FFIVCRWD
YTD Return35.24%34.87%
1Y Return46.92%68.56%
3Y Return (Ann)1.58%10.69%
5Y Return (Ann)10.75%42.07%
Sharpe Ratio1.841.42
Sortino Ratio2.751.94
Omega Ratio1.401.28
Calmar Ratio1.351.48
Martin Ratio6.843.72
Ulcer Index6.90%17.65%
Daily Std Dev25.69%46.05%
Max Drawdown-97.59%-67.69%
Current Drawdown-2.31%-12.19%

Fundamentals


FFIVCRWD
Market Cap$14.17B$84.20B
EPS$9.56$0.68
PE Ratio25.52505.15
PEG Ratio1.410.20
Total Revenue (TTM)$2.82B$2.73B
Gross Profit (TTM)$2.27B$2.06B
EBITDA (TTM)$769.82M$195.83M

Correlation

-0.50.00.51.00.4

The correlation between FFIV and CRWD is 0.36, 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

FFIV vs. CRWD - Performance Comparison

The year-to-date returns for both stocks are quite close, with FFIV having a 35.24% return and CRWD slightly lower at 34.87%. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-40.00%-20.00%0.00%20.00%40.00%JuneJulyAugustSeptemberOctoberNovember
39.24%
1.56%
FFIV
CRWD

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Risk-Adjusted Performance

FFIV vs. CRWD - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for F5 Networks, Inc. (FFIV) and CrowdStrike Holdings, Inc. (CRWD). 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.


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
CRWD
Sharpe ratio
The chart of Sharpe ratio for CRWD, currently valued at 1.42, compared to the broader market-4.00-2.000.002.004.001.42
Sortino ratio
The chart of Sortino ratio for CRWD, currently valued at 1.94, compared to the broader market-4.00-2.000.002.004.006.001.94
Omega ratio
The chart of Omega ratio for CRWD, currently valued at 1.28, compared to the broader market0.501.001.502.001.28
Calmar ratio
The chart of Calmar ratio for CRWD, currently valued at 1.48, compared to the broader market0.002.004.006.001.48
Martin ratio
The chart of Martin ratio for CRWD, currently valued at 3.72, compared to the broader market0.0010.0020.0030.003.72

FFIV vs. CRWD - Sharpe Ratio Comparison

The current FFIV Sharpe Ratio is 1.84, which is comparable to the CRWD Sharpe Ratio of 1.42. The chart below compares the historical Sharpe Ratios of FFIV and CRWD, 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 Ratio0.001.002.003.004.00JuneJulyAugustSeptemberOctoberNovember
1.84
1.42
FFIV
CRWD

Dividends

FFIV vs. CRWD - Dividend Comparison

Neither FFIV nor CRWD has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

FFIV vs. CRWD - Drawdown Comparison

The maximum FFIV drawdown since its inception was -97.59%, which is greater than CRWD's maximum drawdown of -67.69%. Use the drawdown chart below to compare losses from any high point for FFIV and CRWD. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-2.31%
-12.19%
FFIV
CRWD

Volatility

FFIV vs. CRWD - Volatility Comparison

F5 Networks, Inc. (FFIV) has a higher volatility of 10.86% compared to CrowdStrike Holdings, Inc. (CRWD) at 9.73%. This indicates that FFIV's price experiences larger fluctuations and is considered to be riskier than CRWD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%JuneJulyAugustSeptemberOctoberNovember
10.86%
9.73%
FFIV
CRWD

Financials

FFIV vs. CRWD - Financials Comparison

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