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FROG vs. GTLB
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Key characteristics


FROGGTLB
YTD Return-9.01%-2.87%
1Y Return15.05%24.85%
3Y Return (Ann)-4.38%-20.07%
Sharpe Ratio0.260.45
Sortino Ratio0.761.03
Omega Ratio1.121.14
Calmar Ratio0.210.37
Martin Ratio0.590.91
Ulcer Index25.77%27.93%
Daily Std Dev59.28%56.35%
Max Drawdown-80.38%-79.55%
Current Drawdown-63.53%-53.28%

Fundamentals


FROGGTLB
Market Cap$3.41B$9.62B
EPS-$0.52-$2.34
Total Revenue (TTM)$409.67M$515.55M
Gross Profit (TTM)$319.46M$459.42M
EBITDA (TTM)-$69.99M-$114.18M

Correlation

-0.50.00.51.00.6

The correlation between FROG and GTLB is 0.59, 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.

Performance

FROG vs. GTLB - Performance Comparison

In the year-to-date period, FROG achieves a -9.01% return, which is significantly lower than GTLB's -2.87% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-30.00%-20.00%-10.00%0.00%10.00%20.00%JuneJulyAugustSeptemberOctoberNovember
-4.26%
8.24%
FROG
GTLB

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Risk-Adjusted Performance

FROG vs. GTLB - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for JFrog Ltd. (FROG) and GitLab Inc. (GTLB). 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.


FROG
Sharpe ratio
The chart of Sharpe ratio for FROG, currently valued at 0.26, compared to the broader market-4.00-2.000.002.004.000.26
Sortino ratio
The chart of Sortino ratio for FROG, currently valued at 0.76, compared to the broader market-4.00-2.000.002.004.006.000.76
Omega ratio
The chart of Omega ratio for FROG, currently valued at 1.12, compared to the broader market0.501.001.502.001.12
Calmar ratio
The chart of Calmar ratio for FROG, currently valued at 0.32, compared to the broader market0.002.004.006.000.32
Martin ratio
The chart of Martin ratio for FROG, currently valued at 0.59, compared to the broader market0.0010.0020.0030.000.59
GTLB
Sharpe ratio
The chart of Sharpe ratio for GTLB, currently valued at 0.45, compared to the broader market-4.00-2.000.002.004.000.45
Sortino ratio
The chart of Sortino ratio for GTLB, currently valued at 1.03, compared to the broader market-4.00-2.000.002.004.006.001.03
Omega ratio
The chart of Omega ratio for GTLB, currently valued at 1.14, compared to the broader market0.501.001.502.001.14
Calmar ratio
The chart of Calmar ratio for GTLB, currently valued at 0.37, compared to the broader market0.002.004.006.000.37
Martin ratio
The chart of Martin ratio for GTLB, currently valued at 0.91, compared to the broader market0.0010.0020.0030.000.91

FROG vs. GTLB - Sharpe Ratio Comparison

The current FROG Sharpe Ratio is 0.26, which is lower than the GTLB Sharpe Ratio of 0.45. The chart below compares the historical Sharpe Ratios of FROG and GTLB, 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 Ratio0.000.501.001.50JuneJulyAugustSeptemberOctoberNovember
0.26
0.45
FROG
GTLB

Dividends

FROG vs. GTLB - Dividend Comparison

Neither FROG nor GTLB has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

FROG vs. GTLB - Drawdown Comparison

The maximum FROG drawdown since its inception was -80.38%, roughly equal to the maximum GTLB drawdown of -79.55%. Use the drawdown chart below to compare losses from any high point for FROG and GTLB. For additional features, visit the drawdowns tool.


-70.00%-60.00%-50.00%-40.00%-30.00%-20.00%JuneJulyAugustSeptemberOctoberNovember
-33.90%
-53.28%
FROG
GTLB

Volatility

FROG vs. GTLB - Volatility Comparison

JFrog Ltd. (FROG) and GitLab Inc. (GTLB) have volatilities of 11.32% and 11.58%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


10.00%15.00%20.00%25.00%30.00%35.00%JuneJulyAugustSeptemberOctoberNovember
11.32%
11.58%
FROG
GTLB

Financials

FROG vs. GTLB - Financials Comparison

This section allows you to compare key financial metrics between JFrog Ltd. and GitLab 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