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FTNT vs. ISRG
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

FTNT vs. ISRG - Performance Comparison

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

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Returns By Period

In the year-to-date period, FTNT achieves a 84.23% return, which is significantly higher than ISRG's -27.42% return. Over the past 10 years, FTNT has outperformed ISRG with an annualized return of 36.02%, while ISRG has yielded a comparatively lower 19.09% 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%

ISRG

1D
-0.45%
1M
-4.91%
YTD
-27.42%
6M
-24.20%
1Y
-19.87%
3Y*
9.23%
5Y*
7.37%
10Y*
19.09%
*Multi-year figures are annualized to reflect compound growth (CAGR)

FTNT vs. ISRG - 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%
ISRG
Intuitive Surgical, Inc.
-27.42%8.51%54.72%27.14%-26.15%31.76%38.39%23.43%31.23%72.64%

Correlation

The correlation between FTNT and ISRG is 0.31, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.31

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

0.39

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

0.51

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

0.50

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

0.44

The correlation between FTNT and ISRG shifts across timeframes, from 0.31 (1 year) to 0.51 (5 years), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap

FTNT:

$108.67B

ISRG:

$147.90B

EPS

FTNT:

$2.58

ISRG:

$8.24

PE Ratio

FTNT:

56.81

ISRG:

49.88

PEG Ratio

FTNT:

1.58

ISRG:

3.05

PS Ratio

FTNT:

15.62

ISRG:

14.04

PB Ratio

FTNT:

109.80

ISRG:

8.40

Total Revenue (TTM)

FTNT:

$7.11B

ISRG:

$10.58B

Gross Profit (TTM)

FTNT:

$5.74B

ISRG:

$7.02B

EBITDA (TTM)

FTNT:

$2.47B

ISRG:

$3.76B

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Return for Risk

FTNT vs. ISRG — 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

ISRG
ISRG Risk / Return Rank: 1616
Overall Rank
ISRG Sharpe Ratio Rank: 1515
Sharpe Ratio Rank
ISRG Sortino Ratio Rank: 1414
Sortino Ratio Rank
ISRG Omega Ratio Rank: 1616
Omega Ratio Rank
ISRG Calmar Ratio Rank: 2020
Calmar Ratio Rank
ISRG Martin Ratio Rank: 1414
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. ISRG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fortinet, Inc. (FTNT) and Intuitive Surgical, Inc. (ISRG). 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.


FTNTISRGDifference
Sharpe ratioReturn per unit of total volatility

+1.63

Sortino ratioReturn per unit of downside risk

+2.34

Omega ratioGain probability vs. loss probability

1.23

0.90

+0.33

Calmar ratioReturn relative to maximum drawdown

1.43

-0.62

+2.05

Martin ratioReturn relative to average drawdown

2.09

-1.24

+3.33

FTNT vs. ISRG - Sharpe Ratio Comparison

The current FTNT Sharpe Ratio is 0.98, which is higher than the ISRG Sharpe Ratio of -0.65. The chart below compares the historical Sharpe Ratios of FTNT and ISRG, 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. ISRG - Drawdown Comparison

The maximum FTNT drawdown since its inception was -51.20%, smaller than the maximum ISRG drawdown of -82.26%. Use the drawdown chart below to compare losses from any high point for FTNT and ISRG.


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Drawdown Indicators


FTNTISRGDifference

Max Drawdown

Largest peak-to-trough decline

-51.20%

-82.26%

+31.06%

Max Drawdown (1Y)

Largest decline over 1 year

-30.90%

-32.14%

+1.24%

Max Drawdown (3Y)

Largest decline over 3 years

-38.32%

-34.10%

-4.22%

Max Drawdown (5Y)

Largest decline over 5 years

-38.32%

-49.90%

+11.58%

Max Drawdown (10Y)

Largest decline over 10 years

-38.32%

-49.90%

+11.58%

Current Drawdown

Current decline from peak

-2.25%

-32.66%

+30.41%

Average Drawdown

Average peak-to-trough decline

-16.22%

-21.28%

+5.06%

Ulcer Index

Depth and duration of drawdowns from previous peaks

21.07%

16.00%

+5.07%

Volatility

FTNT vs. ISRG - Volatility Comparison

Fortinet, Inc. (FTNT) has a higher volatility of 13.35% compared to Intuitive Surgical, Inc. (ISRG) at 9.70%. This indicates that FTNT's price experiences larger fluctuations and is considered to be riskier than ISRG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FTNTISRGDifference

Volatility (1M)

Calculated over the trailing 1-month period

13.35%

9.70%

+3.65%

Volatility (6M)

Calculated over the trailing 6-month period

31.79%

20.72%

+11.07%

Volatility (1Y)

Calculated over the trailing 1-year period

45.18%

30.69%

+14.49%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

43.94%

33.19%

+10.75%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

40.88%

32.40%

+8.48%

Dividends

FTNT vs. ISRG - Dividend Comparison

Neither FTNT nor ISRG has paid dividends to shareholders.


Tickers have no history of dividend payments

Financials

FTNT vs. ISRG - Financials Comparison

This section allows you to compare key financial metrics between Fortinet, Inc. and Intuitive Surgical, 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


1.00B1.50B2.00B2.50B3.00B20222023202420252026
1.85B
2.77B
(FTNT) Total Revenue
(ISRG) Total Revenue
Values in USD except per share items

FTNT vs. ISRG - Profitability Comparison

The chart below illustrates the profitability comparison between Fortinet, Inc. and Intuitive Surgical, Inc. over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

65.0%70.0%75.0%80.0%20222023202420252026
80.3%
66.1%
Portfolio components
FTNT - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Fortinet, Inc. reported a gross profit of 1.49B and revenue of 1.85B. Therefore, the gross margin over that period was 80.3%.

ISRG - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Intuitive Surgical, Inc. reported a gross profit of 1.83B and revenue of 2.77B. Therefore, the gross margin over that period was 66.1%.

FTNT - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Fortinet, Inc. reported an operating income of 580.00M and revenue of 1.85B, resulting in an operating margin of 31.4%.

ISRG - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Intuitive Surgical, Inc. reported an operating income of 855.30M and revenue of 2.77B, resulting in an operating margin of 30.9%.

FTNT - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Fortinet, Inc. reported a net income of 534.50M and revenue of 1.85B, resulting in a net margin of 28.9%.

ISRG - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Intuitive Surgical, Inc. reported a net income of 821.50M and revenue of 2.77B, resulting in a net margin of 29.7%.


Frequently Asked Questions


FTNT and ISRG have a correlation of 0.31, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

FTNT has higher volatility (13.35%) compared to ISRG (9.70%). In terms of maximum drawdown, FTNT dropped -51.20% vs ISRG's -82.26%.

FTNT currently has the higher Sharpe Ratio (0.98 vs -0.65), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

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