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

Correlation

The correlation between FSLY and SPLK is 0.45, 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.


-0.50.00.51.00.5

Performance

FSLY vs. SPLK - Performance Comparison

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

-20.00%0.00%20.00%40.00%60.00%JulyAugustSeptemberOctoberNovemberDecember
38.64%
0
FSLY
SPLK

Key characteristics

Fundamentals

Market Cap

FSLY:

$1.59B

SPLK:

$26.44B

EPS

FSLY:

-$1.08

SPLK:

$1.52

Total Revenue (TTM)

FSLY:

$540.87M

SPLK:

$1.49B

Gross Profit (TTM)

FSLY:

$287.55M

SPLK:

$1.26B

EBITDA (TTM)

FSLY:

-$63.00M

SPLK:

$504.75M

Returns By Period


FSLY

YTD

-43.37%

1M

55.56%

6M

38.65%

1Y

-45.04%

5Y*

-12.05%

10Y*

N/A

SPLK

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

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Risk-Adjusted Performance

FSLY vs. SPLK - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Fastly, Inc. (FSLY) and Splunk Inc. (SPLK). 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 -0.59, compared to the broader market-4.00-2.000.002.00-0.592.92
The chart of Sortino ratio for FSLY, currently valued at -0.48, compared to the broader market-4.00-2.000.002.004.00-0.4810.22
The chart of Omega ratio for FSLY, currently valued at 0.93, compared to the broader market0.501.001.502.000.933.78
The chart of Calmar ratio for FSLY, currently valued at -0.46, compared to the broader market0.002.004.006.00-0.460.10
The chart of Martin ratio for FSLY, currently valued at -0.74, compared to the broader market-5.000.005.0010.0015.0020.0025.00-0.7492.52
FSLY
SPLK


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00JulyAugustSeptemberOctoberNovemberDecember
-0.59
2.92
FSLY
SPLK

Dividends

FSLY vs. SPLK - Dividend Comparison

Neither FSLY nor SPLK has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

FSLY vs. SPLK - Drawdown Comparison


-100.00%-80.00%-60.00%-40.00%-20.00%JulyAugustSeptemberOctoberNovemberDecember
-92.18%
-29.83%
FSLY
SPLK

Volatility

FSLY vs. SPLK - Volatility Comparison

Fastly, Inc. (FSLY) has a higher volatility of 29.68% compared to Splunk Inc. (SPLK) at 0.00%. This indicates that FSLY's price experiences larger fluctuations and is considered to be riskier than SPLK based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%5.00%10.00%15.00%20.00%25.00%30.00%35.00%JulyAugustSeptemberOctoberNovemberDecember
29.68%
0
FSLY
SPLK

Financials

FSLY vs. SPLK - Financials Comparison

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