FTNT vs. MSFT
Compare and contrast key facts about Fortinet, Inc. (FTNT) and Microsoft Corporation (MSFT).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: FTNT or MSFT.
Key characteristics
| FTNT | MSFT | |
|---|---|---|
| YTD Return | 9.86% | 7.17% |
| 1Y Return | 1.98% | 31.99% |
| 3Y Return (Ann) | 16.40% | 17.94% |
| 5Y Return (Ann) | 28.54% | 27.08% |
| 10Y Return (Ann) | 30.87% | 28.25% |
| Sharpe Ratio | 0.05 | 1.59 |
| Daily Std Dev | 39.62% | 20.76% |
| Max Drawdown | -51.20% | -69.41% |
| Current Drawdown | -19.91% | -6.32% |
Fundamentals
| FTNT | MSFT | |
|---|---|---|
| Market Cap | $48.97B | $3.02T |
| EPS | $1.46 | $11.54 |
| PE Ratio | 43.96 | 35.21 |
| PEG Ratio | 1.79 | 2.02 |
| Revenue (TTM) | $5.30B | $236.58B |
| Gross Profit (TTM) | $3.33B | $135.62B |
| EBITDA (TTM) | $1.35B | $126.13B |
Correlation
The correlation between FTNT and MSFT is 0.50, 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.
Performance
FTNT vs. MSFT - Performance Comparison
In the year-to-date period, FTNT achieves a 9.86% return, which is significantly higher than MSFT's 7.17% return. Over the past 10 years, FTNT has outperformed MSFT with an annualized return of 30.87%, while MSFT has yielded a comparatively lower 28.25% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
FTNT vs. MSFT - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Fortinet, Inc. (FTNT) and Microsoft Corporation (MSFT). 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.
Dividends
FTNT vs. MSFT - Dividend Comparison
FTNT has not paid dividends to shareholders, while MSFT's dividend yield for the trailing twelve months is around 0.71%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
MSFT Microsoft Corporation | 0.71% | 0.74% | 1.06% | 0.68% | 0.94% | 1.20% | 1.69% | 1.86% | 2.37% | 2.33% | 2.48% | 2.59% |
Drawdowns
FTNT vs. MSFT - Drawdown Comparison
The maximum FTNT drawdown since its inception was -51.20%, smaller than the maximum MSFT drawdown of -69.41%. Use the drawdown chart below to compare losses from any high point for FTNT and MSFT. For additional features, visit the drawdowns tool.
Volatility
FTNT vs. MSFT - Volatility Comparison
Fortinet, Inc. (FTNT) has a higher volatility of 8.34% compared to Microsoft Corporation (MSFT) at 5.71%. This indicates that FTNT's price experiences larger fluctuations and is considered to be riskier than MSFT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Financials
FTNT vs. MSFT - Financials Comparison
This section allows you to compare key financial metrics between Fortinet, Inc. and Microsoft Corporation. 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