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

Performance

FTNT vs. PANW - Performance Comparison

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

-20.00%0.00%20.00%40.00%60.00%JuneJulyAugustSeptemberOctoberNovember
50.16%
27.32%
FTNT
PANW

Returns By Period

In the year-to-date period, FTNT achieves a 57.95% return, which is significantly higher than PANW's 33.24% return. Over the past 10 years, FTNT has outperformed PANW with an annualized return of 32.87%, while PANW has yielded a comparatively lower 26.95% annualized return.


FTNT

YTD

57.95%

1M

12.68%

6M

50.15%

1Y

75.83%

5Y (annualized)

34.94%

10Y (annualized)

32.87%

PANW

YTD

33.24%

1M

3.83%

6M

27.32%

1Y

48.81%

5Y (annualized)

36.84%

10Y (annualized)

26.95%

Fundamentals


FTNTPANW
Market Cap$70.86B$128.57B
EPS$1.99$7.30
PE Ratio46.4653.82
PEG Ratio1.612.82
Total Revenue (TTM)$5.71B$6.15B
Gross Profit (TTM)$4.55B$4.56B
EBITDA (TTM)$1.77B$949.10M

Key characteristics


FTNTPANW
Sharpe Ratio2.011.17
Sortino Ratio3.321.49
Omega Ratio1.431.27
Calmar Ratio2.161.67
Martin Ratio7.483.49
Ulcer Index10.44%14.53%
Daily Std Dev38.89%43.26%
Max Drawdown-51.20%-47.98%
Current Drawdown-6.76%-2.35%

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Correlation

-0.50.00.51.00.6

The correlation between FTNT and PANW is 0.59, 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.

Risk-Adjusted Performance

FTNT vs. PANW - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Fortinet, Inc. (FTNT) and Palo Alto Networks, Inc. (PANW). 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 2.01, compared to the broader market-4.00-2.000.002.004.002.011.17
The chart of Sortino ratio for FTNT, currently valued at 3.32, compared to the broader market-4.00-2.000.002.004.003.321.49
The chart of Omega ratio for FTNT, currently valued at 1.43, compared to the broader market0.501.001.502.001.431.27
The chart of Calmar ratio for FTNT, currently valued at 2.16, compared to the broader market0.002.004.006.002.161.67
The chart of Martin ratio for FTNT, currently valued at 7.48, compared to the broader market-10.000.0010.0020.0030.007.483.49
FTNT
PANW

The current FTNT Sharpe Ratio is 2.01, which is higher than the PANW Sharpe Ratio of 1.17. The chart below compares the historical Sharpe Ratios of FTNT and PANW, 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-1.00-0.500.000.501.001.502.002.50JuneJulyAugustSeptemberOctoberNovember
2.01
1.17
FTNT
PANW

Dividends

FTNT vs. PANW - Dividend Comparison

Neither FTNT nor PANW has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

FTNT vs. PANW - Drawdown Comparison

The maximum FTNT drawdown since its inception was -51.20%, which is greater than PANW's maximum drawdown of -47.98%. Use the drawdown chart below to compare losses from any high point for FTNT and PANW. For additional features, visit the drawdowns tool.


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-6.76%
-2.35%
FTNT
PANW

Volatility

FTNT vs. PANW - Volatility Comparison

Fortinet, Inc. (FTNT) has a higher volatility of 13.78% compared to Palo Alto Networks, Inc. (PANW) at 8.79%. This indicates that FTNT's price experiences larger fluctuations and is considered to be riskier than PANW based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%JuneJulyAugustSeptemberOctoberNovember
13.78%
8.79%
FTNT
PANW

Financials

FTNT vs. PANW - Financials Comparison

This section allows you to compare key financial metrics between Fortinet, Inc. and Palo Alto Networks, 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