INCY vs. FFIV
INCY (Incyte Corporation) and FFIV (F5 Networks, Inc.) are both stocks. INCY operates in Biotechnology (Healthcare), while FFIV operates in Software - Infrastructure (Technology). Over the past 10 years, INCY returned 2.96%/yr vs 12.83%/yr for FFIV. At a 0.31 correlation, their price movements are largely independent.
Performance
INCY vs. FFIV - Performance Comparison
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Returns By Period
In the year-to-date period, INCY achieves a 17.09% return, which is significantly lower than FFIV's 61.37% return. Over the past 10 years, INCY has underperformed FFIV with an annualized return of 2.96%, while FFIV has yielded a comparatively higher 12.83% annualized return.
INCY
- 1D
- -1.36%
- 1M
- 17.75%
- 6M
- 8.89%
- YTD
- 17.09%
- 1Y
- 70.42%
- 3Y*
- 21.71%
- 5Y*
- 7.88%
- 10Y*
- 2.96%
- ALL TIME*
- 13.43%
FFIV
- 1D
- 0.69%
- 1M
- 6.86%
- 6M
- 53.58%
- YTD
- 61.37%
- 1Y
- 36.32%
- 3Y*
- 40.41%
- 5Y*
- 17.11%
- 10Y*
- 12.83%
- ALL TIME*
- 17.55%
INCY vs. FFIV - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
INCY Incyte Corporation | 17.09% | 43.00% | 10.00% | -21.83% | 9.43% | -15.61% | -0.39% | 37.32% | -32.86% | -5.55% |
FFIV F5 Networks, Inc. | 61.37% | 1.51% | 40.50% | 24.72% | -41.36% | 39.09% | 25.99% | -13.81% | 23.48% | -9.33% |
Correlation
The correlation between INCY and FFIV 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 | 0.14 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.21 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.25 |
Correlation (All Time) Calculated using the full available price history since Jun 4, 1999 | 0.31 |
Over the past year, the correlation between INCY and FFIV has dropped to 0.04 - well below their long-term average of 0.31, suggesting their price drivers have been diverging.
Fundamentals
INCY:
$23.10B
FFIV:
$23.24B
INCY:
$7.01
FFIV:
$12.22
INCY:
16.51
FFIV:
33.71
INCY:
0.02
FFIV:
1.47
INCY:
4.41
FFIV:
9.89
INCY:
4.25
FFIV:
6.47
INCY:
$5.36B
FFIV:
$2.41B
INCY:
$3.76B
FFIV:
$2.63B
INCY:
$1.80B
FFIV:
$889.95M
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Return for Risk
INCY vs. FFIV — Risk / Return Rank
INCY
FFIV
INCY vs. FFIV - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Incyte Corporation (INCY) and F5 Networks, Inc. (FFIV). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| INCY | FFIV | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.06 | ||
| Sortino ratioReturn per unit of downside risk | +1.36 | ||
| Omega ratioGain probability vs. loss probability | 1.37 | 1.21 | +0.16 |
| Calmar ratioReturn relative to maximum drawdown | 3.86 | 1.05 | +2.81 |
| Martin ratioReturn relative to average drawdown | 8.57 | 2.30 | +6.27 |
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Drawdowns
INCY vs. FFIV - Drawdown Comparison
The maximum INCY drawdown since its inception was -98.54%, roughly equal to the maximum FFIV drawdown of -97.59%. Use the drawdown chart below to compare losses from any high point for INCY and FFIV.
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Drawdown Indicators
| INCY | FFIV | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -98.54% | -97.59% | -0.95% |
Max Drawdown (1Y)Largest decline over 1 year | -18.33% | -34.73% | +16.40% |
Max Drawdown (3Y)Largest decline over 3 years | -33.83% | -34.73% | +0.90% |
Max Drawdown (5Y)Largest decline over 5 years | -40.50% | -47.42% | +6.92% |
Max Drawdown (10Y)Largest decline over 10 years | -66.47% | -54.59% | -11.88% |
Current DrawdownCurrent decline from peak | -24.24% | -4.48% | -19.76% |
Average DrawdownAverage peak-to-trough decline | -59.79% | -40.03% | -19.76% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 8.24% | 15.80% | -7.56% |
Volatility
INCY vs. FFIV - Volatility Comparison
Incyte Corporation (INCY) and F5 Networks, Inc. (FFIV) have volatilities of 9.88% and 9.98%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| INCY | FFIV | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.88% | 9.98% | -0.10% |
Volatility (6M)Calculated over the trailing 6-month period | 23.26% | 25.54% | -2.28% |
Volatility (1Y)Calculated over the trailing 1-year period | 33.47% | 34.42% | -0.95% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 29.77% | 30.18% | -0.41% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 34.21% | 29.57% | +4.64% |
Dividends
INCY vs. FFIV - Dividend Comparison
Neither INCY nor FFIV has paid dividends to shareholders.
Financials
INCY vs. FFIV - Financials Comparison
This section allows you to compare key financial metrics between Incyte Corporation and F5 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.
Total Revenue: Total amount of money received from sales and other business activities
Frequently Asked Questions
INCY and FFIV 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.
FFIV has higher volatility (9.98%) compared to INCY (9.88%). In terms of maximum drawdown, INCY dropped -98.54% vs FFIV's -97.59%.
INCY currently has the higher Sharpe Ratio (2.12 vs 1.06), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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