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

Correlation

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.


-0.50.00.51.00.6

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.

0.00%20.00%40.00%60.00%80.00%JulyAugustSeptemberOctoberNovemberDecember
63.70%
21.76%
FTNT
PANW

Key characteristics

Sharpe Ratio

FTNT:

1.65

PANW:

0.52

Sortino Ratio

FTNT:

2.85

PANW:

0.88

Omega Ratio

FTNT:

1.37

PANW:

1.16

Calmar Ratio

FTNT:

2.07

PANW:

0.75

Martin Ratio

FTNT:

6.13

PANW:

1.57

Ulcer Index

FTNT:

10.47%

PANW:

14.49%

Daily Std Dev

FTNT:

38.95%

PANW:

43.57%

Max Drawdown

FTNT:

-51.20%

PANW:

-47.98%

Current Drawdown

FTNT:

-4.39%

PANW:

-6.70%

Fundamentals

Market Cap

FTNT:

$74.82B

PANW:

$132.05B

EPS

FTNT:

$1.99

PANW:

$3.85

PE Ratio

FTNT:

49.06

PANW:

52.27

PEG Ratio

FTNT:

1.69

PANW:

1.46

Total Revenue (TTM)

FTNT:

$5.71B

PANW:

$8.29B

Gross Profit (TTM)

FTNT:

$4.55B

PANW:

$6.15B

EBITDA (TTM)

FTNT:

$1.89B

PANW:

$1.40B

Returns By Period

In the year-to-date period, FTNT achieves a 62.05% return, which is significantly higher than PANW's 28.43% return. Over the past 10 years, FTNT has outperformed PANW with an annualized return of 31.59%, while PANW has yielded a comparatively lower 24.68% annualized return.


FTNT

YTD

62.05%

1M

4.47%

6M

63.70%

1Y

65.10%

5Y*

34.80%

10Y*

31.59%

PANW

YTD

28.43%

1M

-2.41%

6M

21.76%

1Y

25.83%

5Y*

37.74%

10Y*

24.68%

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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 1.65, compared to the broader market-4.00-2.000.002.001.650.52
The chart of Sortino ratio for FTNT, currently valued at 2.85, compared to the broader market-4.00-2.000.002.004.002.850.88
The chart of Omega ratio for FTNT, currently valued at 1.37, compared to the broader market0.501.001.502.001.371.16
The chart of Calmar ratio for FTNT, currently valued at 2.07, compared to the broader market0.002.004.006.002.070.75
The chart of Martin ratio for FTNT, currently valued at 6.13, compared to the broader market0.0010.0020.006.131.57
FTNT
PANW

The current FTNT Sharpe Ratio is 1.65, which is higher than the PANW Sharpe Ratio of 0.52. 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-1.00-0.500.000.501.001.502.002.50JulyAugustSeptemberOctoberNovemberDecember
1.65
0.52
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%JulyAugustSeptemberOctoberNovemberDecember
-4.39%
-6.70%
FTNT
PANW

Volatility

FTNT vs. PANW - Volatility Comparison

The current volatility for Fortinet, Inc. (FTNT) is 8.31%, while Palo Alto Networks, Inc. (PANW) has a volatility of 11.27%. This indicates that FTNT experiences smaller price fluctuations and is considered to be less risky 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%JulyAugustSeptemberOctoberNovemberDecember
8.31%
11.27%
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
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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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