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FTNT vs. CRWD
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between FTNT and CRWD 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

FTNT vs. CRWD - Performance Comparison

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

-40.00%-20.00%0.00%20.00%40.00%60.00%AugustSeptemberOctoberNovemberDecember2025
57.75%
-5.69%
FTNT
CRWD

Key characteristics

Sharpe Ratio

FTNT:

1.37

CRWD:

0.48

Sortino Ratio

FTNT:

2.50

CRWD:

0.93

Omega Ratio

FTNT:

1.32

CRWD:

1.13

Calmar Ratio

FTNT:

1.71

CRWD:

0.50

Martin Ratio

FTNT:

5.04

CRWD:

1.24

Ulcer Index

FTNT:

10.50%

CRWD:

18.02%

Daily Std Dev

FTNT:

38.75%

CRWD:

46.89%

Max Drawdown

FTNT:

-51.20%

CRWD:

-67.69%

Current Drawdown

FTNT:

-5.42%

CRWD:

-11.25%

Fundamentals

Market Cap

FTNT:

$73.61B

CRWD:

$88.36B

EPS

FTNT:

$1.99

CRWD:

$0.50

PE Ratio

FTNT:

48.26

CRWD:

717.44

PEG Ratio

FTNT:

1.66

CRWD:

1.62

Total Revenue (TTM)

FTNT:

$4.30B

CRWD:

$3.74B

Gross Profit (TTM)

FTNT:

$3.45B

CRWD:

$2.81B

EBITDA (TTM)

FTNT:

$1.48B

CRWD:

$297.12M

Returns By Period

In the year-to-date period, FTNT achieves a -0.69% return, which is significantly lower than CRWD's 1.72% return.


FTNT

YTD

-0.69%

1M

-4.21%

6M

56.64%

1Y

50.27%

5Y*

32.15%

10Y*

31.37%

CRWD

YTD

1.72%

1M

-5.43%

6M

-5.69%

1Y

22.83%

5Y*

41.29%

10Y*

N/A

*Annualized

Compare stocks, funds, or ETFs

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Risk-Adjusted Performance

FTNT vs. CRWD — Risk-Adjusted Performance Rank

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

FTNT
The Risk-Adjusted Performance Rank of FTNT is 8787
Overall Rank
The Sharpe Ratio Rank of FTNT is 8787
Sharpe Ratio Rank
The Sortino Ratio Rank of FTNT is 8888
Sortino Ratio Rank
The Omega Ratio Rank of FTNT is 8787
Omega Ratio Rank
The Calmar Ratio Rank of FTNT is 8989
Calmar Ratio Rank
The Martin Ratio Rank of FTNT is 8383
Martin Ratio Rank

CRWD
The Risk-Adjusted Performance Rank of CRWD is 6565
Overall Rank
The Sharpe Ratio Rank of CRWD is 6767
Sharpe Ratio Rank
The Sortino Ratio Rank of CRWD is 6262
Sortino Ratio Rank
The Omega Ratio Rank of CRWD is 6262
Omega Ratio Rank
The Calmar Ratio Rank of CRWD is 7171
Calmar Ratio Rank
The Martin Ratio Rank of CRWD is 6363
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

FTNT vs. CRWD - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Fortinet, Inc. (FTNT) and CrowdStrike Holdings, Inc. (CRWD). 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 FTNT, currently valued at 1.31, compared to the broader market-2.000.002.001.310.48
The chart of Sortino ratio for FTNT, currently valued at 2.42, compared to the broader market-4.00-2.000.002.004.002.420.93
The chart of Omega ratio for FTNT, currently valued at 1.31, compared to the broader market0.501.001.502.001.311.13
The chart of Calmar ratio for FTNT, currently valued at 1.64, compared to the broader market0.002.004.006.001.640.50
The chart of Martin ratio for FTNT, currently valued at 4.83, compared to the broader market-5.000.005.0010.0015.0020.0025.004.831.24
FTNT
CRWD

The current FTNT Sharpe Ratio is 1.37, which is higher than the CRWD Sharpe Ratio of 0.48. The chart below compares the historical Sharpe Ratios of FTNT and CRWD, 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-1.000.001.002.003.00AugustSeptemberOctoberNovemberDecember2025
1.31
0.48
FTNT
CRWD

Dividends

FTNT vs. CRWD - Dividend Comparison

Neither FTNT nor CRWD has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

FTNT vs. CRWD - Drawdown Comparison

The maximum FTNT drawdown since its inception was -51.20%, smaller than the maximum CRWD drawdown of -67.69%. Use the drawdown chart below to compare losses from any high point for FTNT and CRWD. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-5.42%
-11.25%
FTNT
CRWD

Volatility

FTNT vs. CRWD - Volatility Comparison

The current volatility for Fortinet, Inc. (FTNT) is 7.26%, while CrowdStrike Holdings, Inc. (CRWD) has a volatility of 12.86%. This indicates that FTNT experiences smaller price fluctuations and is considered to be less risky than CRWD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%AugustSeptemberOctoberNovemberDecember2025
7.26%
12.86%
FTNT
CRWD

Financials

FTNT vs. CRWD - Financials Comparison

This section allows you to compare key financial metrics between Fortinet, Inc. and CrowdStrike Holdings, 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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