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FFIV vs. UTHR
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

FFIV vs. UTHR - Performance Comparison

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

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Returns By Period

In the year-to-date period, FFIV achieves a 55.20% return, which is significantly higher than UTHR's 12.05% return. Over the past 10 years, FFIV has underperformed UTHR with an annualized return of 12.87%, while UTHR has yielded a comparatively higher 17.67% 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%

UTHR

1D
0.10%
1M
-5.79%
YTD
12.05%
6M
10.52%
1Y
90.80%
3Y*
33.49%
5Y*
24.97%
10Y*
17.67%
*Multi-year figures are annualized to reflect compound growth (CAGR)

FFIV vs. UTHR - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FFIV
F5 Networks, Inc.
55.20%1.51%40.50%24.72%-41.36%39.09%25.99%-13.81%23.48%-9.33%
UTHR
United Therapeutics Corporation
12.05%38.09%60.46%-20.93%28.70%42.35%72.33%-19.12%-26.39%3.15%

Correlation

The correlation between FFIV and UTHR is 0.01, 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

0.01

Correlation (3Y)
Calculated over the trailing 3-year period

0.11

Correlation (5Y)
Calculated over the trailing 5-year period

0.17

Correlation (10Y)
Calculated over the trailing 10-year period

0.23

Correlation (All Time)
Calculated using the full available price history since Jun 17, 1999

0.25

Over the past year, the correlation between FFIV and UTHR has dropped to 0.01 - well below their long-term average of 0.25, suggesting their price drivers have been diverging.

Fundamentals

Market Cap

FFIV:

$22.70B

UTHR:

$25.77B

EPS

FFIV:

$12.19

UTHR:

$27.00

PE Ratio

FFIV:

32.50

UTHR:

20.22

PEG Ratio

FFIV:

1.42

UTHR:

0.66

PS Ratio

FFIV:

9.54

UTHR:

8.21

PB Ratio

FFIV:

6.22

UTHR:

4.37

Total Revenue (TTM)

FFIV:

$2.41B

UTHR:

$3.17B

Gross Profit (TTM)

FFIV:

$2.63B

UTHR:

$2.74B

EBITDA (TTM)

FFIV:

$889.95M

UTHR:

$1.75B

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Return for Risk

FFIV vs. UTHR — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

FFIV
FFIV Risk / Return Rank: 6969
Overall Rank
FFIV Sharpe Ratio Rank: 7575
Sharpe Ratio Rank
FFIV Sortino Ratio Rank: 6969
Sortino Ratio Rank
FFIV Omega Ratio Rank: 7070
Omega Ratio Rank
FFIV Calmar Ratio Rank: 6565
Calmar Ratio Rank
FFIV Martin Ratio Rank: 6464
Martin Ratio Rank

UTHR
UTHR Risk / Return Rank: 9494
Overall Rank
UTHR Sharpe Ratio Rank: 8989
Sharpe Ratio Rank
UTHR Sortino Ratio Rank: 9696
Sortino Ratio Rank
UTHR Omega Ratio Rank: 9494
Omega Ratio Rank
UTHR Calmar Ratio Rank: 9797
Calmar Ratio Rank
UTHR Martin Ratio Rank: 9696
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

FFIV vs. UTHR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for F5 Networks, Inc. (FFIV) and United Therapeutics Corporation (UTHR). 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.


FFIVUTHRDifference
Sharpe ratioReturn per unit of total volatility

-0.85

Sortino ratioReturn per unit of downside risk

-2.65

Omega ratioGain probability vs. loss probability

1.21

1.49

-0.28

Calmar ratioReturn relative to maximum drawdown

1.04

8.58

-7.54

Martin ratioReturn relative to average drawdown

2.28

20.13

-17.85

FFIV vs. UTHR - Sharpe Ratio Comparison

The current FFIV Sharpe Ratio is 1.08, which is lower than the UTHR Sharpe Ratio of 1.92. The chart below compares the historical Sharpe Ratios of FFIV and UTHR, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

FFIV vs. UTHR - Drawdown Comparison

The maximum FFIV drawdown since its inception was -97.59%, roughly equal to the maximum UTHR drawdown of -93.18%. Use the drawdown chart below to compare losses from any high point for FFIV and UTHR.


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Drawdown Indicators


FFIVUTHRDifference

Max Drawdown

Largest peak-to-trough decline

-97.59%

-93.18%

-4.41%

Max Drawdown (1Y)

Largest decline over 1 year

-34.73%

-10.64%

-24.09%

Max Drawdown (3Y)

Largest decline over 3 years

-34.73%

-33.00%

-1.73%

Max Drawdown (5Y)

Largest decline over 5 years

-47.42%

-33.00%

-14.42%

Max Drawdown (10Y)

Largest decline over 10 years

-54.59%

-55.56%

+0.97%

Current Drawdown

Current decline from peak

-3.17%

-8.51%

+5.34%

Average Drawdown

Average peak-to-trough decline

-40.16%

-35.31%

-4.85%

Ulcer Index

Depth and duration of drawdowns from previous peaks

15.77%

4.53%

+11.24%

Volatility

FFIV vs. UTHR - Volatility Comparison

F5 Networks, Inc. (FFIV) has a higher volatility of 8.89% compared to United Therapeutics Corporation (UTHR) at 5.01%. This indicates that FFIV's price experiences larger fluctuations and is considered to be riskier than UTHR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FFIVUTHRDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.89%

5.01%

+3.88%

Volatility (6M)

Calculated over the trailing 6-month period

24.72%

25.94%

-1.22%

Volatility (1Y)

Calculated over the trailing 1-year period

33.48%

47.55%

-14.07%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

29.97%

35.08%

-5.11%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

29.56%

35.06%

-5.50%

Dividends

FFIV vs. UTHR - Dividend Comparison

Neither FFIV nor UTHR has paid dividends to shareholders.


Tickers have no history of dividend payments

Financials

FFIV vs. UTHR - Financials Comparison

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


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


0.00200.00M400.00M600.00M800.00M202220232024202520260
781.50M
(FFIV) Total Revenue
(UTHR) Total Revenue
Values in USD except per share items

Frequently Asked Questions


FFIV and UTHR have a correlation of 0.01, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

FFIV has higher volatility (8.89%) compared to UTHR (5.01%). In terms of maximum drawdown, FFIV dropped -97.59% vs UTHR's -93.18%.

UTHR currently has the higher Sharpe Ratio (1.92 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.

Portfolio Optimizer

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