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

Correlation

The correlation between FFIV and FE 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

FFIV vs. FE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in F5 Networks, Inc. (FFIV) and FirstEnergy Corp. (FE). 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
3,291.60%
297.09%
FFIV
FE

Key characteristics

Sharpe Ratio

FFIV:

1.66

FE:

0.98

Sortino Ratio

FFIV:

2.53

FE:

1.47

Omega Ratio

FFIV:

1.36

FE:

1.18

Calmar Ratio

FFIV:

1.28

FE:

0.72

Martin Ratio

FFIV:

6.16

FE:

3.99

Ulcer Index

FFIV:

6.92%

FE:

3.69%

Daily Std Dev

FFIV:

25.74%

FE:

15.08%

Max Drawdown

FFIV:

-97.59%

FE:

-55.75%

Current Drawdown

FFIV:

-4.22%

FE:

-9.74%

Fundamentals

Market Cap

FFIV:

$15.23B

FE:

$22.96B

EPS

FFIV:

$9.56

FE:

$1.55

PE Ratio

FFIV:

27.18

FE:

25.70

PEG Ratio

FFIV:

1.54

FE:

1.21

Total Revenue (TTM)

FFIV:

$2.82B

FE:

$13.44B

Gross Profit (TTM)

FFIV:

$2.26B

FE:

$6.26B

EBITDA (TTM)

FFIV:

$793.46M

FE:

$3.82B

Returns By Period

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


FFIV

YTD

40.94%

1M

4.23%

6M

48.73%

1Y

41.64%

5Y*

12.79%

10Y*

6.55%

FE

YTD

13.27%

1M

-4.65%

6M

6.12%

1Y

14.30%

5Y*

0.10%

10Y*

4.49%

Compare stocks, funds, or ETFs

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Risk-Adjusted Performance

FFIV vs. FE - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for F5 Networks, Inc. (FFIV) and FirstEnergy Corp. (FE). 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 1.66, compared to the broader market-4.00-2.000.002.001.660.98
The chart of Sortino ratio for FFIV, currently valued at 2.53, compared to the broader market-4.00-2.000.002.004.002.531.47
The chart of Omega ratio for FFIV, currently valued at 1.36, compared to the broader market0.501.001.502.001.361.18
The chart of Calmar ratio for FFIV, currently valued at 1.28, compared to the broader market0.002.004.006.001.280.72
The chart of Martin ratio for FFIV, currently valued at 6.16, compared to the broader market-5.000.005.0010.0015.0020.0025.006.163.99
FFIV
FE

The current FFIV Sharpe Ratio is 1.66, which is higher than the FE Sharpe Ratio of 0.98. The chart below compares the historical Sharpe Ratios of FFIV and FE, 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
1.66
0.98
FFIV
FE

Dividends

FFIV vs. FE - Dividend Comparison

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


TTM20232022202120202019201820172016201520142013
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%
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%

Drawdowns

FFIV vs. FE - Drawdown Comparison

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


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-4.22%
-9.74%
FFIV
FE

Volatility

FFIV vs. FE - Volatility Comparison

F5 Networks, Inc. (FFIV) has a higher volatility of 5.02% compared to FirstEnergy Corp. (FE) at 4.26%. This indicates that FFIV's price experiences larger fluctuations and is considered to be riskier than FE 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
5.02%
4.26%
FFIV
FE

Financials

FFIV vs. FE - Financials Comparison

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

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