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HO.PA vs. FTNT
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

HO.PA vs. FTNT - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Thales S.A. (HO.PA) and Fortinet, Inc. (FTNT). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

HO.PA is traded in EUR, while FTNT is traded in USD. To make them comparable, the FTNT values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, HO.PA achieves a -0.80% return, which is significantly lower than FTNT's 86.67% return. Over the past 10 years, HO.PA has underperformed FTNT with an annualized return of 13.49%, while FTNT has yielded a comparatively higher 35.41% annualized return.


HO.PA

1D
-0.75%
1M
-2.24%
YTD
-0.80%
6M
1.54%
1Y
-15.86%
3Y*
21.41%
5Y*
24.17%
10Y*
13.49%

FTNT

1D
-1.39%
1M
65.31%
YTD
86.67%
6M
77.96%
1Y
39.54%
3Y*
25.64%
5Y*
28.19%
10Y*
35.41%
*Multi-year figures are annualized to reflect compound growth (CAGR)

HO.PA vs. FTNT - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
HO.PA
Thales S.A.
-0.80%68.36%5.76%14.78%63.17%2.31%-18.62%-7.22%15.39%-0.71%
FTNT
Fortinet, Inc.
86.67%-25.92%72.08%16.13%-27.77%160.07%27.66%55.01%68.77%27.23%

Correlation

The correlation between HO.PA and FTNT is 0.04, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.04

Correlation (3Y)
Calculated over the trailing 3-year period

0.04

Correlation (5Y)
Calculated over the trailing 5-year period

0.02

Correlation (10Y)
Calculated over the trailing 10-year period

0.08

Correlation (All Time)
Calculated using the full available price history since Nov 19, 2009

0.14

The correlation between HO.PA and FTNT shifts across timeframes, from 0.02 (5 years) to 0.14 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

HO.PA vs. FTNT — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

HO.PA
HO.PA Risk / Return Rank: 1515
Overall Rank
HO.PA Sharpe Ratio Rank: 1919
Sharpe Ratio Rank
HO.PA Sortino Ratio Rank: 1818
Sortino Ratio Rank
HO.PA Omega Ratio Rank: 1919
Omega Ratio Rank
HO.PA Calmar Ratio Rank: 1010
Calmar Ratio Rank
HO.PA Martin Ratio Rank: 88
Martin Ratio Rank

FTNT
FTNT Risk / Return Rank: 6666
Overall Rank
FTNT Sharpe Ratio Rank: 7070
Sharpe Ratio Rank
FTNT Sortino Ratio Rank: 6363
Sortino Ratio Rank
FTNT Omega Ratio Rank: 7070
Omega Ratio Rank
FTNT Calmar Ratio Rank: 6666
Calmar Ratio Rank
FTNT Martin Ratio Rank: 5959
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

HO.PA vs. FTNT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Thales S.A. (HO.PA) and Fortinet, Inc. (FTNT). 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.


HO.PAFTNTDifference
Sharpe ratioReturn per unit of total volatility

-1.39

Sortino ratioReturn per unit of downside risk

-1.91

Omega ratioGain probability vs. loss probability

0.94

1.21

-0.28

Calmar ratioReturn relative to maximum drawdown

-0.80

1.30

-2.10

Martin ratioReturn relative to average drawdown

-1.39

1.88

-3.28

HO.PA vs. FTNT - Sharpe Ratio Comparison

The current HO.PA Sharpe Ratio is -0.51, which is lower than the FTNT Sharpe Ratio of 0.88. The chart below compares the historical Sharpe Ratios of HO.PA and FTNT, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


HO.PAFTNTDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.51

0.88

-1.39

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.85

0.65

+0.20

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.48

0.87

-0.38

Sharpe Ratio (All Time)

Calculated using the full available price history

0.30

0.80

-0.50

Drawdowns

HO.PA vs. FTNT - Drawdown Comparison

The maximum HO.PA drawdown since its inception was -66.14%, which is greater than FTNT's maximum drawdown of -53.01%. Use the drawdown chart below to compare losses from any high point for HO.PA and FTNT.


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Drawdown Indicators


HO.PAFTNTDifference

Max Drawdown

Largest peak-to-trough decline

-66.14%

-53.01%

-13.13%

Max Drawdown (1Y)

Largest decline over 1 year

-19.60%

-30.63%

+11.03%

Max Drawdown (3Y)

Largest decline over 3 years

-20.55%

-41.87%

+21.32%

Max Drawdown (5Y)

Largest decline over 5 years

-21.97%

-41.87%

+19.90%

Max Drawdown (10Y)

Largest decline over 10 years

-53.77%

-41.87%

-11.90%

Current Drawdown

Current decline from peak

-16.13%

-1.39%

-14.74%

Average Drawdown

Average peak-to-trough decline

-21.20%

-16.18%

-5.02%

Ulcer Index

Depth and duration of drawdowns from previous peaks

10.28%

21.04%

-10.76%

Volatility

HO.PA vs. FTNT - Volatility Comparison

The current volatility for Thales S.A. (HO.PA) is 8.63%, while Fortinet, Inc. (FTNT) has a volatility of 20.62%. This indicates that HO.PA experiences smaller price fluctuations and is considered to be less risky than FTNT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


HO.PAFTNTDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.63%

20.62%

-11.99%

Volatility (6M)

Calculated over the trailing 6-month period

23.41%

31.75%

-8.34%

Volatility (1Y)

Calculated over the trailing 1-year period

31.18%

44.95%

-13.77%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

28.12%

43.79%

-15.67%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

27.55%

41.04%

-13.49%

Dividends

HO.PA vs. FTNT - Dividend Comparison

HO.PA's dividend yield for the trailing twelve months is around 1.73%, while FTNT has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
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%
HO.PA
Thales S.A.
1.73%1.65%2.49%2.27%2.23%2.62%0.53%2.36%1.76%1.84%1.53%1.64%

Financials

HO.PA vs. FTNT - Financials Comparison

This section allows you to compare key financial metrics between Thales S.A. and Fortinet, 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


Please note, different currencies. HO.PA values in EUR, FTNT values in USD

Frequently Asked Questions


HO.PA and FTNT have a correlation of 0.04, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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