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

Correlation

The correlation between FSLY and RNG is 0.56, 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.


-0.50.00.51.00.6

Performance

FSLY vs. RNG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fastly, Inc. (FSLY) and RingCentral, Inc. (RNG). The values are adjusted to include any dividend payments, if applicable.

-80.00%-70.00%-60.00%-50.00%-40.00%-30.00%JulyAugustSeptemberOctoberNovemberDecember
-34.25%
-69.31%
FSLY
RNG

Key characteristics

Sharpe Ratio

FSLY:

-0.58

RNG:

0.24

Sortino Ratio

FSLY:

-0.46

RNG:

0.68

Omega Ratio

FSLY:

0.93

RNG:

1.08

Calmar Ratio

FSLY:

-0.45

RNG:

0.12

Martin Ratio

FSLY:

-0.73

RNG:

0.82

Ulcer Index

FSLY:

59.59%

RNG:

13.34%

Daily Std Dev

FSLY:

74.49%

RNG:

44.47%

Max Drawdown

FSLY:

-95.63%

RNG:

-94.29%

Current Drawdown

FSLY:

-91.83%

RNG:

-91.50%

Fundamentals

Market Cap

FSLY:

$1.59B

RNG:

$3.53B

EPS

FSLY:

-$1.08

RNG:

-$1.05

Total Revenue (TTM)

FSLY:

$540.87M

RNG:

$2.36B

Gross Profit (TTM)

FSLY:

$287.55M

RNG:

$1.66B

EBITDA (TTM)

FSLY:

-$63.00M

RNG:

$128.95M

Returns By Period

In the year-to-date period, FSLY achieves a -40.90% return, which is significantly lower than RNG's 10.96% return.


FSLY

YTD

-40.90%

1M

66.19%

6M

50.50%

1Y

-44.75%

5Y*

-11.32%

10Y*

N/A

RNG

YTD

10.96%

1M

7.54%

6M

38.70%

1Y

9.28%

5Y*

-26.03%

10Y*

10.22%

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Risk-Adjusted Performance

FSLY vs. RNG - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Fastly, Inc. (FSLY) and RingCentral, Inc. (RNG). 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 FSLY, currently valued at -0.58, compared to the broader market-4.00-2.000.002.00-0.580.24
The chart of Sortino ratio for FSLY, currently valued at -0.46, compared to the broader market-4.00-2.000.002.004.00-0.460.68
The chart of Omega ratio for FSLY, currently valued at 0.93, compared to the broader market0.501.001.502.000.931.08
The chart of Calmar ratio for FSLY, currently valued at -0.45, compared to the broader market0.002.004.006.00-0.450.12
The chart of Martin ratio for FSLY, currently valued at -0.73, compared to the broader market0.0010.0020.00-0.730.82
FSLY
RNG

The current FSLY Sharpe Ratio is -0.58, which is lower than the RNG Sharpe Ratio of 0.24. The chart below compares the historical Sharpe Ratios of FSLY and RNG, 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-1.00-0.500.000.501.00JulyAugustSeptemberOctoberNovemberDecember
-0.58
0.24
FSLY
RNG

Dividends

FSLY vs. RNG - Dividend Comparison

Neither FSLY nor RNG has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

FSLY vs. RNG - Drawdown Comparison

The maximum FSLY drawdown since its inception was -95.63%, roughly equal to the maximum RNG drawdown of -94.29%. Use the drawdown chart below to compare losses from any high point for FSLY and RNG. For additional features, visit the drawdowns tool.


-96.00%-95.00%-94.00%-93.00%-92.00%-91.00%JulyAugustSeptemberOctoberNovemberDecember
-91.83%
-91.50%
FSLY
RNG

Volatility

FSLY vs. RNG - Volatility Comparison

Fastly, Inc. (FSLY) has a higher volatility of 29.46% compared to RingCentral, Inc. (RNG) at 15.86%. This indicates that FSLY's price experiences larger fluctuations and is considered to be riskier than RNG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


10.00%15.00%20.00%25.00%30.00%JulyAugustSeptemberOctoberNovemberDecember
29.46%
15.86%
FSLY
RNG

Financials

FSLY vs. RNG - Financials Comparison

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