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FTNT vs. BEL.NS
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

FTNT vs. BEL.NS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fortinet, Inc. (FTNT) and Bharat Electronics Limited (BEL.NS). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

FTNT is traded in USD, while BEL.NS is traded in INR. To make them comparable, the BEL.NS 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 BEL.NS's -3.51% return. Both investments have delivered pretty close results over the past 10 years, with FTNT having a 36.02% annualized return and BEL.NS not far ahead at 37.59%.


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%

BEL.NS

1D
1.08%
1M
-4.53%
YTD
-3.51%
6M
-0.23%
1Y
-4.86%
3Y*
43.55%
5Y*
47.00%
10Y*
37.59%
*Multi-year figures are annualized to reflect compound growth (CAGR)

FTNT vs. BEL.NS - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FTNT
Fortinet, Inc.
84.23%-15.95%61.42%19.72%-31.98%141.97%39.13%51.58%61.20%45.05%
BEL.NS
Bharat Electronics Limited
-3.51%30.83%56.34%86.66%36.58%86.29%28.30%29.70%-53.89%89.45%

Correlation

The correlation between FTNT and BEL.NS is 0.04, 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

0.04

Correlation (3Y)
Calculated over the trailing 3-year period

0.07

Correlation (5Y)
Calculated over the trailing 5-year period

0.09

Correlation (10Y)
Calculated over the trailing 10-year period

0.07

Correlation (All Time)
Calculated using the full available price history since Nov 18, 2009

0.08

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Return for Risk

FTNT vs. BEL.NS — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

FTNT
FTNT Risk / Return Rank: 6969
Overall Rank
FTNT Sharpe Ratio Rank: 7373
Sharpe Ratio Rank
FTNT Sortino Ratio Rank: 6767
Sortino Ratio Rank
FTNT Omega Ratio Rank: 7373
Omega Ratio Rank
FTNT Calmar Ratio Rank: 7070
Calmar Ratio Rank
FTNT Martin Ratio Rank: 6363
Martin Ratio Rank

BEL.NS
BEL.NS Risk / Return Rank: 4848
Overall Rank
BEL.NS Sharpe Ratio Rank: 5151
Sharpe Ratio Rank
BEL.NS Sortino Ratio Rank: 4545
Sortino Ratio Rank
BEL.NS Omega Ratio Rank: 4343
Omega Ratio Rank
BEL.NS Calmar Ratio Rank: 5252
Calmar Ratio Rank
BEL.NS Martin Ratio Rank: 5252
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

FTNT vs. BEL.NS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fortinet, Inc. (FTNT) and Bharat Electronics Limited (BEL.NS). 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.


FTNTBEL.NSDifference
Sharpe ratioReturn per unit of total volatility

+1.16

Sortino ratioReturn per unit of downside risk

+1.55

Omega ratioGain probability vs. loss probability

1.23

0.99

+0.24

Calmar ratioReturn relative to maximum drawdown

1.43

-0.28

+1.71

Martin ratioReturn relative to average drawdown

2.09

-0.50

+2.59

FTNT vs. BEL.NS - Sharpe Ratio Comparison

The current FTNT Sharpe Ratio is 0.98, which is higher than the BEL.NS Sharpe Ratio of -0.18. The chart below compares the historical Sharpe Ratios of FTNT and BEL.NS, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

FTNT vs. BEL.NS - Drawdown Comparison

The maximum FTNT drawdown since its inception was -51.20%, smaller than the maximum BEL.NS drawdown of -72.65%. Use the drawdown chart below to compare losses from any high point for FTNT and BEL.NS.


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Drawdown Indicators


FTNTBEL.NSDifference

Max Drawdown

Largest peak-to-trough decline

-51.20%

-72.65%

+21.45%

Max Drawdown (1Y)

Largest decline over 1 year

-30.90%

-17.56%

-13.34%

Max Drawdown (3Y)

Largest decline over 3 years

-38.32%

-29.71%

-8.61%

Max Drawdown (5Y)

Largest decline over 5 years

-38.32%

-29.71%

-8.61%

Max Drawdown (10Y)

Largest decline over 10 years

-38.32%

-66.70%

+28.38%

Current Drawdown

Current decline from peak

-2.25%

-16.15%

+13.90%

Average Drawdown

Average peak-to-trough decline

-16.22%

-16.27%

+0.05%

Ulcer Index

Depth and duration of drawdowns from previous peaks

21.07%

9.90%

+11.17%

Volatility

FTNT vs. BEL.NS - Volatility Comparison

Fortinet, Inc. (FTNT) has a higher volatility of 13.35% compared to Bharat Electronics Limited (BEL.NS) at 5.17%. This indicates that FTNT's price experiences larger fluctuations and is considered to be riskier than BEL.NS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FTNTBEL.NSDifference

Volatility (1M)

Calculated over the trailing 1-month period

13.35%

5.17%

+8.18%

Volatility (6M)

Calculated over the trailing 6-month period

31.79%

21.46%

+10.33%

Volatility (1Y)

Calculated over the trailing 1-year period

45.18%

27.39%

+17.79%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

43.94%

33.01%

+10.93%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

40.88%

42.11%

-1.23%

Dividends

FTNT vs. BEL.NS - Dividend Comparison

FTNT has not paid dividends to shareholders, while BEL.NS's dividend yield for the trailing twelve months is around 0.70%.


PositionTTM20252024202320222021202020192018201720162015
BEL.NS
Bharat Electronics Limited
0.70%0.60%0.75%0.98%4.50%5.72%7.00%14.39%6.82%7.41%40.80%70.28%
FTNT
Fortinet, 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%

Financials

FTNT vs. BEL.NS - Financials Comparison

This section allows you to compare key financial metrics between Fortinet, Inc. and Bharat Electronics Limited. 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


Please note, different currencies. FTNT values in USD, BEL.NS values in INR

Frequently Asked Questions


FTNT and BEL.NS have a correlation of 0.04, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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