FFIV vs. GWO.TO
FFIV (F5 Networks, Inc.) and GWO.TO (Great-West Lifeco Inc.) are both stocks. FFIV operates in Software - Infrastructure (Technology), while GWO.TO operates in Insurance - Life (Financial Services). Over the past 10 years, FFIV returned 12.74%/yr vs 13.25%/yr for GWO.TO. At a 0.25 correlation, their price movements are largely independent.
Performance
FFIV vs. GWO.TO - Performance Comparison
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Different Trading Currencies
FFIV is traded in USD, while GWO.TO is traded in CAD. To make them comparable, the GWO.TO values have been converted to USD using the latest available exchange rates.
Returns By Period
In the year-to-date period, FFIV achieves a 55.21% return, which is significantly higher than GWO.TO's 18.50% return. Both investments have delivered pretty close results over the past 10 years, with FFIV having a 12.74% annualized return and GWO.TO not far ahead at 13.25%.
FFIV
- 1D
- 0.72%
- 1M
- 11.91%
- YTD
- 55.21%
- 6M
- 59.62%
- 1Y
- 34.11%
- 3Y*
- 39.23%
- 5Y*
- 16.11%
- 10Y*
- 12.74%
GWO.TO
- 1D
- -2.37%
- 1M
- 3.83%
- YTD
- 18.50%
- 6M
- 27.09%
- 1Y
- 59.19%
- 3Y*
- 32.32%
- 5Y*
- 19.48%
- 10Y*
- 13.25%
FFIV vs. GWO.TO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
FFIV F5 Networks, Inc. | 55.21% | 1.51% | 40.50% | 24.72% | -41.36% | 39.09% | 25.99% | -13.81% | 23.48% | -9.33% |
GWO.TO Great-West Lifeco Inc. | 18.50% | 55.48% | 5.36% | 51.29% | -17.79% | 31.51% | -0.28% | 29.88% | -22.29% | 11.64% |
Correlation
The correlation between FFIV and GWO.TO is 0.05, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.05 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.11 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.18 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.18 |
Correlation (All Time) Calculated using the full available price history since Jul 6, 2006 | 0.25 |
Over the past year, the correlation between FFIV and GWO.TO has dropped to 0.05 - well below their long-term average of 0.25, suggesting their price drivers have been diverging.
Fundamentals
FFIV:
$22.70B
GWO.TO:
CA$72.78B
FFIV:
$12.19
GWO.TO:
CA$4.85
FFIV:
32.50
GWO.TO:
16.53
FFIV:
1.42
GWO.TO:
1.84
FFIV:
9.54
GWO.TO:
2.13
FFIV:
6.22
GWO.TO:
2.69
FFIV:
$2.41B
GWO.TO:
CA$34.77B
FFIV:
$2.63B
GWO.TO:
CA$15.81B
FFIV:
$889.95M
GWO.TO:
CA$6.15B
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Return for Risk
FFIV vs. GWO.TO — Risk / Return Rank
FFIV
GWO.TO
FFIV vs. GWO.TO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for F5 Networks, Inc. (FFIV) and Great-West Lifeco Inc. (GWO.TO). 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 | GWO.TO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.42 | ||
| Sortino ratioReturn per unit of downside risk | -2.79 | ||
| Omega ratioGain probability vs. loss probability | 1.20 | 1.60 | -0.40 |
| Calmar ratioReturn relative to maximum drawdown | 0.99 | 5.09 | -4.11 |
| Martin ratioReturn relative to average drawdown | 2.17 | 19.10 | -16.93 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| FFIV | GWO.TO | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.02 | 3.45 | -2.42 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.54 | 1.08 | -0.54 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.43 | 0.61 | -0.17 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.27 | 0.34 | -0.07 |
Drawdowns
FFIV vs. GWO.TO - Drawdown Comparison
The maximum FFIV drawdown since its inception was -97.59%, which is greater than GWO.TO's maximum drawdown of -76.31%. Use the drawdown chart below to compare losses from any high point for FFIV and GWO.TO.
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Drawdown Indicators
| FFIV | GWO.TO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -97.59% | -76.31% | -21.28% |
Max Drawdown (1Y)Largest decline over 1 year | -34.73% | -11.68% | -23.05% |
Max Drawdown (3Y)Largest decline over 3 years | -34.73% | -13.33% | -21.40% |
Max Drawdown (5Y)Largest decline over 5 years | -47.42% | -33.34% | -14.08% |
Max Drawdown (10Y)Largest decline over 10 years | -54.59% | -49.31% | -5.28% |
Current DrawdownCurrent decline from peak | -3.16% | -2.37% | -0.79% |
Average DrawdownAverage peak-to-trough decline | -40.19% | -14.29% | -25.90% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 15.76% | 3.11% | +12.65% |
Volatility
FFIV vs. GWO.TO - Volatility Comparison
F5 Networks, Inc. (FFIV) has a higher volatility of 9.07% compared to Great-West Lifeco Inc. (GWO.TO) at 4.85%. This indicates that FFIV's price experiences larger fluctuations and is considered to be riskier than GWO.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FFIV | GWO.TO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.07% | 4.85% | +4.22% |
Volatility (6M)Calculated over the trailing 6-month period | 24.96% | 12.77% | +12.19% |
Volatility (1Y)Calculated over the trailing 1-year period | 33.52% | 17.29% | +16.23% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 30.02% | 18.09% | +11.93% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 29.57% | 21.96% | +7.61% |
Dividends
FFIV vs. GWO.TO - Dividend Comparison
FFIV has not paid dividends to shareholders, while GWO.TO's dividend yield for the trailing twelve months is around 3.19%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
GWO.TO Great-West Lifeco Inc. | 3.19% | 3.60% | 4.66% | 4.74% | 6.26% | 4.75% | 5.77% | 4.97% | 5.52% | 4.18% | 3.94% | 3.78% |
Financials
FFIV vs. GWO.TO - Financials Comparison
This section allows you to compare key financial metrics between F5 Networks, Inc. and Great-West Lifeco 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
Frequently Asked Questions
FFIV and GWO.TO have a correlation of 0.05, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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