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FSLY vs. CSCO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Key characteristics


FSLYCSCO
YTD Return-60.11%18.38%
1Y Return-58.91%12.25%
3Y Return (Ann)-47.78%3.55%
5Y Return (Ann)-19.27%8.48%
Sharpe Ratio-0.830.61
Sortino Ratio-1.050.92
Omega Ratio0.841.14
Calmar Ratio-0.610.52
Martin Ratio-1.031.67
Ulcer Index56.41%7.50%
Daily Std Dev70.05%20.44%
Max Drawdown-95.63%-89.26%
Current Drawdown-94.49%-2.13%

Fundamentals


FSLYCSCO
Market Cap$990.52M$234.02B
EPS-$1.08$2.54
Total Revenue (TTM)$540.87M$39.14B
Gross Profit (TTM)$294.35M$25.60B
EBITDA (TTM)-$149.40M$10.71B

Correlation

-0.50.00.51.00.3

The correlation between FSLY and CSCO is 0.28, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

Performance

FSLY vs. CSCO - Performance Comparison

In the year-to-date period, FSLY achieves a -60.11% return, which is significantly lower than CSCO's 18.38% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-40.00%-30.00%-20.00%-10.00%0.00%10.00%20.00%JuneJulyAugustSeptemberOctoberNovember
-20.14%
21.77%
FSLY
CSCO

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Risk-Adjusted Performance

FSLY vs. CSCO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Fastly, Inc. (FSLY) and Cisco Systems, Inc. (CSCO). 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.


FSLY
Sharpe ratio
The chart of Sharpe ratio for FSLY, currently valued at -0.83, compared to the broader market-4.00-2.000.002.004.00-0.83
Sortino ratio
The chart of Sortino ratio for FSLY, currently valued at -1.05, compared to the broader market-4.00-2.000.002.004.006.00-1.05
Omega ratio
The chart of Omega ratio for FSLY, currently valued at 0.84, compared to the broader market0.501.001.502.000.84
Calmar ratio
The chart of Calmar ratio for FSLY, currently valued at -0.61, compared to the broader market0.002.004.006.00-0.61
Martin ratio
The chart of Martin ratio for FSLY, currently valued at -1.03, compared to the broader market0.0010.0020.0030.00-1.03
CSCO
Sharpe ratio
The chart of Sharpe ratio for CSCO, currently valued at 0.61, compared to the broader market-4.00-2.000.002.004.000.61
Sortino ratio
The chart of Sortino ratio for CSCO, currently valued at 0.92, compared to the broader market-4.00-2.000.002.004.006.000.92
Omega ratio
The chart of Omega ratio for CSCO, currently valued at 1.14, compared to the broader market0.501.001.502.001.14
Calmar ratio
The chart of Calmar ratio for CSCO, currently valued at 0.52, compared to the broader market0.002.004.006.000.52
Martin ratio
The chart of Martin ratio for CSCO, currently valued at 1.67, compared to the broader market0.0010.0020.0030.001.67

FSLY vs. CSCO - Sharpe Ratio Comparison

The current FSLY Sharpe Ratio is -0.83, which is lower than the CSCO Sharpe Ratio of 0.61. The chart below compares the historical Sharpe Ratios of FSLY and CSCO, 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 Ratio-1.00-0.500.000.501.00JuneJulyAugustSeptemberOctoberNovember
-0.83
0.61
FSLY
CSCO

Dividends

FSLY vs. CSCO - Dividend Comparison

FSLY has not paid dividends to shareholders, while CSCO's dividend yield for the trailing twelve months is around 2.75%.


TTM20232022202120202019201820172016201520142013
FSLY
Fastly, 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%
CSCO
Cisco Systems, Inc.
2.75%3.07%3.17%2.32%3.20%2.88%2.95%2.95%3.28%3.02%2.66%2.27%

Drawdowns

FSLY vs. CSCO - Drawdown Comparison

The maximum FSLY drawdown since its inception was -95.63%, which is greater than CSCO's maximum drawdown of -89.26%. Use the drawdown chart below to compare losses from any high point for FSLY and CSCO. For additional features, visit the drawdowns tool.


-100.00%-80.00%-60.00%-40.00%-20.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-94.49%
-2.13%
FSLY
CSCO

Volatility

FSLY vs. CSCO - Volatility Comparison

Fastly, Inc. (FSLY) has a higher volatility of 15.48% compared to Cisco Systems, Inc. (CSCO) at 4.83%. This indicates that FSLY's price experiences larger fluctuations and is considered to be riskier than CSCO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%10.00%20.00%30.00%40.00%JuneJulyAugustSeptemberOctoberNovember
15.48%
4.83%
FSLY
CSCO

Financials

FSLY vs. CSCO - Financials Comparison

This section allows you to compare key financial metrics between Fastly, Inc. and Cisco Systems, 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