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INTC vs. CSCO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between INTC and CSCO is 0.55, 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

INTC vs. CSCO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Intel Corporation (INTC) and Cisco Systems, Inc. (CSCO). The values are adjusted to include any dividend payments, if applicable.

0.00%20,000.00%40,000.00%60,000.00%80,000.00%100,000.00%120,000.00%JulyAugustSeptemberOctoberNovemberDecember
2,665.44%
111,392.25%
INTC
CSCO

Key characteristics

Sharpe Ratio

INTC:

-1.11

CSCO:

1.02

Sortino Ratio

INTC:

-1.66

CSCO:

1.57

Omega Ratio

INTC:

0.77

CSCO:

1.21

Calmar Ratio

INTC:

-0.82

CSCO:

0.77

Martin Ratio

INTC:

-1.39

CSCO:

2.96

Ulcer Index

INTC:

41.14%

CSCO:

6.17%

Daily Std Dev

INTC:

51.41%

CSCO:

17.90%

Max Drawdown

INTC:

-82.25%

CSCO:

-89.26%

Current Drawdown

INTC:

-68.91%

CSCO:

-4.15%

Fundamentals

Market Cap

INTC:

$88.16B

CSCO:

$233.07B

EPS

INTC:

-$3.74

CSCO:

$2.33

PEG Ratio

INTC:

0.58

CSCO:

2.63

Total Revenue (TTM)

INTC:

$54.25B

CSCO:

$52.98B

Gross Profit (TTM)

INTC:

$18.81B

CSCO:

$34.39B

EBITDA (TTM)

INTC:

$1.68B

CSCO:

$14.09B

Returns By Period

In the year-to-date period, INTC achieves a -61.08% return, which is significantly lower than CSCO's 17.58% return. Over the past 10 years, INTC has underperformed CSCO with an annualized return of -3.63%, while CSCO has yielded a comparatively higher 11.00% annualized return.


INTC

YTD

-61.08%

1M

-22.30%

6M

-36.59%

1Y

-58.08%

5Y*

-18.03%

10Y*

-3.63%

CSCO

YTD

17.58%

1M

0.38%

6M

27.18%

1Y

18.38%

5Y*

7.24%

10Y*

11.00%

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Risk-Adjusted Performance

INTC vs. CSCO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Intel Corporation (INTC) and Cisco Systems, Inc. (CSCO). 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 INTC, currently valued at -1.11, compared to the broader market-4.00-2.000.002.00-1.111.02
The chart of Sortino ratio for INTC, currently valued at -1.66, compared to the broader market-4.00-2.000.002.004.00-1.661.57
The chart of Omega ratio for INTC, currently valued at 0.77, compared to the broader market0.501.001.502.000.771.21
The chart of Calmar ratio for INTC, currently valued at -0.82, compared to the broader market0.002.004.006.00-0.820.77
The chart of Martin ratio for INTC, currently valued at -1.39, compared to the broader market0.0010.0020.00-1.392.96
INTC
CSCO

The current INTC Sharpe Ratio is -1.11, which is lower than the CSCO Sharpe Ratio of 1.02. The chart below compares the historical Sharpe Ratios of INTC and CSCO, 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-1.00-0.500.000.501.001.50JulyAugustSeptemberOctoberNovemberDecember
-1.11
1.02
INTC
CSCO

Dividends

INTC vs. CSCO - Dividend Comparison

INTC's dividend yield for the trailing twelve months is around 1.94%, less than CSCO's 2.76% yield.


TTM20232022202120202019201820172016201520142013
INTC
Intel Corporation
1.94%1.47%5.52%2.70%2.65%2.11%2.56%2.33%2.87%2.79%2.48%3.47%
CSCO
Cisco Systems, Inc.
2.76%3.07%3.17%2.32%3.20%2.88%2.95%2.95%3.28%3.02%2.66%2.27%

Drawdowns

INTC vs. CSCO - Drawdown Comparison

The maximum INTC drawdown since its inception was -82.25%, smaller than the maximum CSCO drawdown of -89.26%. Use the drawdown chart below to compare losses from any high point for INTC and CSCO. For additional features, visit the drawdowns tool.


-70.00%-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-68.91%
-4.15%
INTC
CSCO

Volatility

INTC vs. CSCO - Volatility Comparison

Intel Corporation (INTC) has a higher volatility of 12.21% compared to Cisco Systems, Inc. (CSCO) at 3.74%. This indicates that INTC's price experiences larger fluctuations and is considered to be riskier than CSCO 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%JulyAugustSeptemberOctoberNovemberDecember
12.21%
3.74%
INTC
CSCO

Financials

INTC vs. CSCO - Financials Comparison

This section allows you to compare key financial metrics between Intel Corporation and Cisco Systems, 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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