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

Key characteristics


FTNTPANW
YTD Return30.43%17.64%
1Y Return25.11%41.12%
3Y Return (Ann)8.47%29.08%
5Y Return (Ann)37.21%38.02%
10Y Return (Ann)30.71%26.67%
Sharpe Ratio0.540.92
Daily Std Dev39.15%44.21%
Max Drawdown-51.20%-47.98%
Current Drawdown-4.91%-7.96%

Fundamentals


FTNTPANW
Market Cap$57.38B$112.95B
EPS$1.69$7.28
PE Ratio44.3847.65
PEG Ratio1.572.51
Total Revenue (TTM)$5.54B$8.03B
Gross Profit (TTM)$4.32B$5.97B
EBITDA (TTM)$1.56B$1.15B

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.

Performance

FTNT vs. PANW - Performance Comparison

In the year-to-date period, FTNT achieves a 30.43% return, which is significantly higher than PANW's 17.64% return. Over the past 10 years, FTNT has outperformed PANW with an annualized return of 30.71%, while PANW has yielded a comparatively lower 26.67% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


1,000.00%1,200.00%1,400.00%1,600.00%1,800.00%2,000.00%AprilMayJuneJulyAugustSeptember
1,526.33%
1,858.78%
FTNT
PANW

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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.


FTNT
Sharpe ratio
The chart of Sharpe ratio for FTNT, currently valued at 0.54, compared to the broader market-4.00-2.000.002.000.54
Sortino ratio
The chart of Sortino ratio for FTNT, currently valued at 1.13, compared to the broader market-6.00-4.00-2.000.002.004.001.13
Omega ratio
The chart of Omega ratio for FTNT, currently valued at 1.16, compared to the broader market0.501.001.502.001.16
Calmar ratio
The chart of Calmar ratio for FTNT, currently valued at 0.55, compared to the broader market0.001.002.003.004.005.000.55
Martin ratio
The chart of Martin ratio for FTNT, currently valued at 1.79, compared to the broader market-10.00-5.000.005.0010.0015.0020.001.79
PANW
Sharpe ratio
The chart of Sharpe ratio for PANW, currently valued at 0.93, compared to the broader market-4.00-2.000.002.000.93
Sortino ratio
The chart of Sortino ratio for PANW, currently valued at 1.29, compared to the broader market-6.00-4.00-2.000.002.004.001.29
Omega ratio
The chart of Omega ratio for PANW, currently valued at 1.23, compared to the broader market0.501.001.502.001.23
Calmar ratio
The chart of Calmar ratio for PANW, currently valued at 1.35, compared to the broader market0.001.002.003.004.005.001.35
Martin ratio
The chart of Martin ratio for PANW, currently valued at 2.85, compared to the broader market-10.00-5.000.005.0010.0015.0020.002.85

FTNT vs. PANW - Sharpe Ratio Comparison

The current FTNT Sharpe Ratio is 0.54, which is lower than the PANW Sharpe Ratio of 0.92. The chart below compares the 12-month rolling Sharpe Ratio of FTNT and PANW.


Rolling 12-month Sharpe Ratio-0.500.000.501.001.50AprilMayJuneJulyAugustSeptember
0.54
0.93
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.


-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%AprilMayJuneJulyAugustSeptember
-4.91%
-7.96%
FTNT
PANW

Volatility

FTNT vs. PANW - Volatility Comparison

The current volatility for Fortinet, Inc. (FTNT) is 5.12%, while Palo Alto Networks, Inc. (PANW) has a volatility of 10.87%. 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.


0.00%10.00%20.00%30.00%40.00%AprilMayJuneJulyAugustSeptember
5.12%
10.87%
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