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

Correlation

The correlation between FFIV and PANW is 0.44, 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.


-0.50.00.51.00.4

Performance

FFIV vs. PANW - Performance Comparison

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

0.00%500.00%1,000.00%1,500.00%2,000.00%JulyAugustSeptemberOctoberNovemberDecember
162.49%
2,009.32%
FFIV
PANW

Key characteristics

Sharpe Ratio

FFIV:

1.66

PANW:

0.55

Sortino Ratio

FFIV:

2.53

PANW:

0.91

Omega Ratio

FFIV:

1.36

PANW:

1.16

Calmar Ratio

FFIV:

1.28

PANW:

0.79

Martin Ratio

FFIV:

6.16

PANW:

1.66

Ulcer Index

FFIV:

6.92%

PANW:

14.50%

Daily Std Dev

FFIV:

25.74%

PANW:

43.51%

Max Drawdown

FFIV:

-97.59%

PANW:

-47.98%

Current Drawdown

FFIV:

-4.22%

PANW:

-7.97%

Fundamentals

Market Cap

FFIV:

$15.23B

PANW:

$132.05B

EPS

FFIV:

$9.56

PANW:

$3.85

PE Ratio

FFIV:

27.18

PANW:

52.27

PEG Ratio

FFIV:

1.54

PANW:

1.46

Total Revenue (TTM)

FFIV:

$2.82B

PANW:

$8.29B

Gross Profit (TTM)

FFIV:

$2.26B

PANW:

$6.15B

EBITDA (TTM)

FFIV:

$793.46M

PANW:

$1.40B

Returns By Period

In the year-to-date period, FFIV achieves a 40.94% return, which is significantly higher than PANW's 26.68% return. Over the past 10 years, FFIV has underperformed PANW with an annualized return of 6.55%, while PANW has yielded a comparatively higher 24.56% annualized return.


FFIV

YTD

40.94%

1M

4.23%

6M

48.73%

1Y

41.64%

5Y*

12.79%

10Y*

6.55%

PANW

YTD

26.68%

1M

-4.92%

6M

16.62%

1Y

24.77%

5Y*

37.33%

10Y*

24.56%

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Risk-Adjusted Performance

FFIV vs. PANW - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for F5 Networks, Inc. (FFIV) and Palo Alto Networks, Inc. (PANW). 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-4.00-2.000.002.001.660.55
The chart of Sortino ratio for FFIV, currently valued at 2.53, compared to the broader market-4.00-2.000.002.004.002.530.91
The chart of Omega ratio for FFIV, currently valued at 1.36, compared to the broader market0.501.001.502.001.361.16
The chart of Calmar ratio for FFIV, currently valued at 1.28, compared to the broader market0.002.004.006.001.280.79
The chart of Martin ratio for FFIV, currently valued at 6.16, compared to the broader market-5.000.005.0010.0015.0020.0025.006.161.66
FFIV
PANW

The current FFIV Sharpe Ratio is 1.66, which is higher than the PANW Sharpe Ratio of 0.55. The chart below compares the historical Sharpe Ratios of FFIV and PANW, 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 Ratio0.501.001.502.00JulyAugustSeptemberOctoberNovemberDecember
1.66
0.55
FFIV
PANW

Dividends

FFIV vs. PANW - Dividend Comparison

Neither FFIV nor PANW has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

FFIV vs. PANW - Drawdown Comparison

The maximum FFIV drawdown since its inception was -97.59%, which is greater than PANW's maximum drawdown of -47.98%. Use the drawdown chart below to compare losses from any high point for FFIV and PANW. 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%
-7.97%
FFIV
PANW

Volatility

FFIV vs. PANW - Volatility Comparison

The current volatility for F5 Networks, Inc. (FFIV) is 5.02%, while Palo Alto Networks, Inc. (PANW) has a volatility of 11.24%. This indicates that FFIV experiences smaller price fluctuations and is considered to be less risky than PANW 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%
11.24%
FFIV
PANW

Financials

FFIV vs. PANW - Financials Comparison

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