FTNT vs. 071970.KS
FTNT (Fortinet, Inc.) and 071970.KS (Stx Heavy Indu) are both stocks. FTNT operates in Software - Infrastructure (Technology), while 071970.KS operates in Specialty Industrial Machinery (Industrials). Over the past 10 years, FTNT returned 36.02%/yr vs -21.48%/yr for 071970.KS. At a 0.06 correlation, their price movements are largely independent.
Performance
FTNT vs. 071970.KS - Performance Comparison
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Different Trading Currencies
FTNT is traded in USD, while 071970.KS is traded in KRW. To make them comparable, the 071970.KS values have been converted to USD using the latest available exchange rates.
Returns By Period
In the year-to-date period, FTNT achieves a 84.23% return, which is significantly higher than 071970.KS's -30.10% return. Over the past 10 years, FTNT has outperformed 071970.KS with an annualized return of 36.02%, while 071970.KS has yielded a comparatively lower -21.48% annualized return.
FTNT
- 1D
- 0.85%
- 1M
- 24.31%
- YTD
- 84.23%
- 6M
- 77.94%
- 1Y
- 43.91%
- 3Y*
- 27.56%
- 5Y*
- 26.15%
- 10Y*
- 36.02%
071970.KS
- 1D
- 6.26%
- 1M
- -25.42%
- YTD
- -30.10%
- 6M
- -27.69%
- 1Y
- 34.25%
- 3Y*
- 106.88%
- 5Y*
- 47.09%
- 10Y*
- -21.48%
FTNT vs. 071970.KS - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
FTNT Fortinet, Inc. | 84.23% | -15.95% | 61.42% | 19.72% | -31.98% | 141.97% | 39.13% | 51.58% | 61.20% | 45.05% |
071970.KS Stx Heavy Indu | -30.10% | 274.18% | 83.23% | 61.48% | 40.97% | 11.95% | 34.72% | -48.05% | -85.24% | -77.82% |
Correlation
The correlation between FTNT and 071970.KS 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 | 0.01 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.05 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.05 |
Correlation (All Time) Calculated using the full available price history since Nov 18, 2009 | 0.06 |
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Return for Risk
FTNT vs. 071970.KS — Risk / Return Rank
FTNT
071970.KS
FTNT vs. 071970.KS - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Fortinet, Inc. (FTNT) and Stx Heavy Indu (071970.KS). 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.
| FTNT | 071970.KS | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.43 | ||
| Sortino ratioReturn per unit of downside risk | +0.22 | ||
| Omega ratioGain probability vs. loss probability | 1.23 | 1.14 | +0.09 |
| Calmar ratioReturn relative to maximum drawdown | 1.43 | 0.71 | +0.72 |
| Martin ratioReturn relative to average drawdown | 2.09 | 1.91 | +0.18 |
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Drawdowns
FTNT vs. 071970.KS - Drawdown Comparison
The maximum FTNT drawdown since its inception was -51.20%, smaller than the maximum 071970.KS drawdown of -100.00%. Use the drawdown chart below to compare losses from any high point for FTNT and 071970.KS.
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Drawdown Indicators
| FTNT | 071970.KS | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -51.20% | -100.00% | +48.80% |
Max Drawdown (1Y)Largest decline over 1 year | -30.90% | -49.99% | +19.09% |
Max Drawdown (3Y)Largest decline over 3 years | -38.32% | -49.99% | +11.67% |
Max Drawdown (5Y)Largest decline over 5 years | -38.32% | -72.08% | +33.76% |
Max Drawdown (10Y)Largest decline over 10 years | -38.32% | -99.87% | +61.55% |
Current DrawdownCurrent decline from peak | -2.25% | -99.86% | +97.61% |
Average DrawdownAverage peak-to-trough decline | -16.22% | -90.21% | +73.99% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 21.07% | 18.29% | +2.78% |
Volatility
FTNT vs. 071970.KS - Volatility Comparison
The current volatility for Fortinet, Inc. (FTNT) is 13.35%, while Stx Heavy Indu (071970.KS) has a volatility of 18.25%. This indicates that FTNT experiences smaller price fluctuations and is considered to be less risky than 071970.KS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FTNT | 071970.KS | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 13.35% | 18.25% | -4.90% |
Volatility (6M)Calculated over the trailing 6-month period | 31.79% | 49.14% | -17.35% |
Volatility (1Y)Calculated over the trailing 1-year period | 45.18% | 64.99% | -19.81% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 43.94% | 62.04% | -18.10% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 40.88% | 78.27% | -37.39% |
Dividends
FTNT vs. 071970.KS - Dividend Comparison
Neither FTNT nor 071970.KS has paid dividends to shareholders.
Financials
FTNT vs. 071970.KS - Financials Comparison
This section allows you to compare key financial metrics between Fortinet, Inc. and Stx Heavy Indu. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.
Total Revenue: Total amount of money received from sales and other business activities
Frequently Asked Questions
FTNT and 071970.KS 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.
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