PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
ISRG vs. PANW
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Performance

ISRG vs. PANW - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Intuitive Surgical, Inc. (ISRG) 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
33.97%
20.56%
ISRG
PANW

Returns By Period

In the year-to-date period, ISRG achieves a 58.86% return, which is significantly higher than PANW's 32.37% return. Over the past 10 years, ISRG has underperformed PANW with an annualized return of 25.17%, while PANW has yielded a comparatively higher 26.89% annualized return.


ISRG

YTD

58.86%

1M

2.84%

6M

34.38%

1Y

75.56%

5Y (annualized)

22.77%

10Y (annualized)

25.17%

PANW

YTD

32.37%

1M

4.14%

6M

20.56%

1Y

57.66%

5Y (annualized)

36.55%

10Y (annualized)

26.89%

Fundamentals


ISRGPANW
Market Cap$191.29B$130.25B
EPS$6.21$7.29
PE Ratio86.4854.60
PEG Ratio3.972.89
Total Revenue (TTM)$7.87B$6.15B
Gross Profit (TTM)$5.27B$4.56B
EBITDA (TTM)$2.52B$866.40M

Key characteristics


ISRGPANW
Sharpe Ratio2.851.40
Sortino Ratio4.411.69
Omega Ratio1.551.31
Calmar Ratio4.642.00
Martin Ratio28.934.21
Ulcer Index2.64%14.53%
Daily Std Dev26.83%43.63%
Max Drawdown-82.25%-47.98%
Current Drawdown-0.35%-2.99%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Correlation

-0.50.00.51.00.4

The correlation between ISRG and PANW is 0.39, 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

ISRG vs. PANW - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Intuitive Surgical, Inc. (ISRG) 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 ISRG, currently valued at 2.85, compared to the broader market-4.00-2.000.002.004.002.851.40
The chart of Sortino ratio for ISRG, currently valued at 4.41, compared to the broader market-4.00-2.000.002.004.004.411.69
The chart of Omega ratio for ISRG, currently valued at 1.55, compared to the broader market0.501.001.502.001.551.31
The chart of Calmar ratio for ISRG, currently valued at 4.64, compared to the broader market0.002.004.006.004.642.00
The chart of Martin ratio for ISRG, currently valued at 28.93, compared to the broader market0.0010.0020.0030.0028.934.21
ISRG
PANW

The current ISRG Sharpe Ratio is 2.85, which is higher than the PANW Sharpe Ratio of 1.40. The chart below compares the historical Sharpe Ratios of ISRG 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 Ratio0.001.002.003.004.00JuneJulyAugustSeptemberOctoberNovember
2.85
1.40
ISRG
PANW

Dividends

ISRG vs. PANW - Dividend Comparison

Neither ISRG nor PANW has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

ISRG vs. PANW - Drawdown Comparison

The maximum ISRG drawdown since its inception was -82.25%, which is greater than PANW's maximum drawdown of -47.98%. Use the drawdown chart below to compare losses from any high point for ISRG and PANW. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-0.35%
-2.99%
ISRG
PANW

Volatility

ISRG vs. PANW - Volatility Comparison

The current volatility for Intuitive Surgical, Inc. (ISRG) is 4.91%, while Palo Alto Networks, Inc. (PANW) has a volatility of 8.82%. This indicates that ISRG 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.


4.00%6.00%8.00%10.00%12.00%14.00%JuneJulyAugustSeptemberOctoberNovember
4.91%
8.82%
ISRG
PANW

Financials

ISRG vs. PANW - Financials Comparison

This section allows you to compare key financial metrics between Intuitive Surgical, 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