FFIV vs. INCY
FFIV (F5 Networks, Inc.) and INCY (Incyte Corporation) are both stocks. FFIV operates in Software - Infrastructure (Technology), while INCY operates in Biotechnology (Healthcare). Over the past 10 years, FFIV returned 12.87%/yr vs 3.13%/yr for INCY. At a 0.31 correlation, their price movements are largely independent.
Performance
FFIV vs. INCY - Performance Comparison
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Returns By Period
In the year-to-date period, FFIV achieves a 55.20% return, which is significantly higher than INCY's 9.88% return. Over the past 10 years, FFIV has outperformed INCY with an annualized return of 12.87%, while INCY has yielded a comparatively lower 3.13% annualized return.
FFIV
- 1D
- 0.59%
- 1M
- 10.84%
- YTD
- 55.20%
- 6M
- 50.82%
- 1Y
- 35.83%
- 3Y*
- 38.11%
- 5Y*
- 15.50%
- 10Y*
- 12.87%
INCY
- 1D
- 0.65%
- 1M
- 9.83%
- YTD
- 9.88%
- 6M
- 13.75%
- 1Y
- 56.79%
- 3Y*
- 20.55%
- 5Y*
- 5.62%
- 10Y*
- 3.13%
FFIV vs. INCY - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
FFIV F5 Networks, Inc. | 55.20% | 1.51% | 40.50% | 24.72% | -41.36% | 39.09% | 25.99% | -13.81% | 23.48% | -9.33% |
INCY Incyte Corporation | 9.88% | 43.00% | 10.00% | -21.83% | 9.43% | -15.61% | -0.39% | 37.32% | -32.86% | -5.55% |
Correlation
The correlation between FFIV and INCY is 0.04, 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 | 0.04 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.15 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.22 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.26 |
Correlation (All Time) Calculated using the full available price history since Jun 4, 1999 | 0.31 |
Over the past year, the correlation between FFIV and INCY has dropped to 0.04 - well below their long-term average of 0.31, suggesting their price drivers have been diverging.
Fundamentals
FFIV:
$22.70B
INCY:
$22.45B
FFIV:
$12.19
INCY:
$7.06
FFIV:
32.50
INCY:
15.38
FFIV:
1.42
INCY:
0.02
FFIV:
9.54
INCY:
4.11
FFIV:
6.22
INCY:
3.99
FFIV:
$2.41B
INCY:
$5.36B
FFIV:
$2.63B
INCY:
$3.76B
FFIV:
$889.95M
INCY:
$1.80B
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Return for Risk
FFIV vs. INCY — Risk / Return Rank
FFIV
INCY
FFIV vs. INCY - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for F5 Networks, Inc. (FFIV) and Incyte Corporation (INCY). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| FFIV | INCY | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.65 | ||
| Sortino ratioReturn per unit of downside risk | -0.92 | ||
| Omega ratioGain probability vs. loss probability | 1.21 | 1.31 | -0.10 |
| Calmar ratioReturn relative to maximum drawdown | 1.04 | 3.11 | -2.08 |
| Martin ratioReturn relative to average drawdown | 2.28 | 6.94 | -4.66 |
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Drawdowns
FFIV vs. INCY - Drawdown Comparison
The maximum FFIV drawdown since its inception was -97.59%, roughly equal to the maximum INCY drawdown of -98.54%. Use the drawdown chart below to compare losses from any high point for FFIV and INCY.
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Drawdown Indicators
| FFIV | INCY | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -97.59% | -98.54% | +0.95% |
Max Drawdown (1Y)Largest decline over 1 year | -34.73% | -18.33% | -16.40% |
Max Drawdown (3Y)Largest decline over 3 years | -34.73% | -33.83% | -0.90% |
Max Drawdown (5Y)Largest decline over 5 years | -47.42% | -41.06% | -6.36% |
Max Drawdown (10Y)Largest decline over 10 years | -54.59% | -66.47% | +11.88% |
Current DrawdownCurrent decline from peak | -3.17% | -28.91% | +25.74% |
Average DrawdownAverage peak-to-trough decline | -40.16% | -59.88% | +19.72% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 15.77% | 8.21% | +7.56% |
Volatility
FFIV vs. INCY - Volatility Comparison
The current volatility for F5 Networks, Inc. (FFIV) is 8.89%, while Incyte Corporation (INCY) has a volatility of 9.64%. This indicates that FFIV experiences smaller price fluctuations and is considered to be less risky than INCY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FFIV | INCY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.89% | 9.64% | -0.75% |
Volatility (6M)Calculated over the trailing 6-month period | 24.72% | 22.73% | +1.99% |
Volatility (1Y)Calculated over the trailing 1-year period | 33.48% | 33.10% | +0.38% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 29.97% | 29.32% | +0.65% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 29.56% | 34.29% | -4.73% |
Dividends
FFIV vs. INCY - Dividend Comparison
Neither FFIV nor INCY has paid dividends to shareholders.
Financials
FFIV vs. INCY - Financials Comparison
This section allows you to compare key financial metrics between F5 Networks, Inc. and Incyte Corporation. 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 INCY have a correlation of 0.04, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
INCY has higher volatility (9.64%) compared to FFIV (8.89%). In terms of maximum drawdown, FFIV dropped -97.59% vs INCY's -98.54%.
INCY currently has the higher Sharpe Ratio (1.72 vs 1.08), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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