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

Performance

GEN vs. PANW - Performance Comparison

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

-10.00%0.00%10.00%20.00%30.00%JuneJulyAugustSeptemberOctoberNovember
17.80%
24.51%
GEN
PANW

Returns By Period

The year-to-date returns for both investments are quite close, with GEN having a 30.72% return and PANW slightly higher at 31.60%. Over the past 10 years, GEN has underperformed PANW with an annualized return of 11.70%, while PANW has yielded a comparatively higher 26.80% annualized return.


GEN

YTD

30.72%

1M

7.96%

6M

17.80%

1Y

43.49%

5Y (annualized)

18.32%

10Y (annualized)

11.70%

PANW

YTD

31.60%

1M

3.53%

6M

24.51%

1Y

48.93%

5Y (annualized)

36.52%

10Y (annualized)

26.80%

Fundamentals


GENPANW
Market Cap$18.23B$130.25B
EPS$0.99$7.29
PE Ratio29.8854.60
PEG Ratio0.772.89
Total Revenue (TTM)$3.86B$6.15B
Gross Profit (TTM)$2.96B$4.56B
EBITDA (TTM)$2.01B$866.40M

Key characteristics


GENPANW
Sharpe Ratio1.511.30
Sortino Ratio2.221.61
Omega Ratio1.321.30
Calmar Ratio1.361.86
Martin Ratio6.773.90
Ulcer Index6.56%14.53%
Daily Std Dev29.40%43.54%
Max Drawdown-87.75%-47.98%
Current Drawdown-3.82%-3.55%

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Correlation

-0.50.00.51.00.3

The correlation between GEN and PANW is 0.34, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

Risk-Adjusted Performance

GEN vs. PANW - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Gen Digital Inc. (GEN) 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 GEN, currently valued at 1.51, compared to the broader market-4.00-2.000.002.004.001.511.30
The chart of Sortino ratio for GEN, currently valued at 2.22, compared to the broader market-4.00-2.000.002.004.002.221.61
The chart of Omega ratio for GEN, currently valued at 1.32, compared to the broader market0.501.001.502.001.321.30
The chart of Calmar ratio for GEN, currently valued at 1.36, compared to the broader market0.002.004.006.001.361.86
The chart of Martin ratio for GEN, currently valued at 6.77, compared to the broader market-10.000.0010.0020.0030.006.773.90
GEN
PANW

The current GEN Sharpe Ratio is 1.51, which is comparable to the PANW Sharpe Ratio of 1.30. The chart below compares the historical Sharpe Ratios of GEN 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 Ratio0.501.001.502.002.50JuneJulyAugustSeptemberOctoberNovember
1.51
1.30
GEN
PANW

Dividends

GEN vs. PANW - Dividend Comparison

GEN's dividend yield for the trailing twelve months is around 1.71%, while PANW has not paid dividends to shareholders.


TTM20232022202120202019201820172016201520142013
GEN
Gen Digital Inc.
1.71%2.19%2.33%1.92%60.15%1.37%1.59%1.07%18.31%2.86%2.34%1.91%
PANW
Palo Alto Networks, 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%

Drawdowns

GEN vs. PANW - Drawdown Comparison

The maximum GEN drawdown since its inception was -87.75%, which is greater than PANW's maximum drawdown of -47.98%. Use the drawdown chart below to compare losses from any high point for GEN and PANW. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-3.82%
-3.55%
GEN
PANW

Volatility

GEN vs. PANW - Volatility Comparison

Gen Digital Inc. (GEN) has a higher volatility of 9.78% compared to Palo Alto Networks, Inc. (PANW) at 8.76%. This indicates that GEN'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.


4.00%6.00%8.00%10.00%12.00%14.00%16.00%JuneJulyAugustSeptemberOctoberNovember
9.78%
8.76%
GEN
PANW

Financials

GEN vs. PANW - Financials Comparison

This section allows you to compare key financial metrics between Gen Digital 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