ITT vs. FFIV
ITT (ITT Inc.) and FFIV (F5 Networks, Inc.) are both stocks. ITT operates in Specialty Industrial Machinery (Industrials), while FFIV operates in Software - Infrastructure (Technology). Over the past 10 years, ITT returned 19.85%/yr vs 12.87%/yr for FFIV. At a 0.37 correlation, their price movements are largely independent.
Performance
ITT vs. FFIV - Performance Comparison
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Returns By Period
In the year-to-date period, ITT achieves a 9.44% return, which is significantly lower than FFIV's 55.20% return. Over the past 10 years, ITT has outperformed FFIV with an annualized return of 19.85%, while FFIV has yielded a comparatively lower 12.87% annualized return.
ITT
- 1D
- 2.23%
- 1M
- -2.60%
- YTD
- 9.44%
- 6M
- 9.25%
- 1Y
- 26.71%
- 3Y*
- 30.13%
- 5Y*
- 16.50%
- 10Y*
- 19.85%
FFIV
- 1D
- 0.59%
- 1M
- 9.26%
- YTD
- 55.20%
- 6M
- 50.82%
- 1Y
- 38.22%
- 3Y*
- 38.11%
- 5Y*
- 15.50%
- 10Y*
- 12.87%
ITT vs. FFIV - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
ITT ITT Inc. | 9.44% | 22.52% | 20.86% | 48.91% | -19.50% | 33.95% | 5.47% | 54.60% | -8.66% | 40.06% |
FFIV F5 Networks, Inc. | 55.20% | 1.51% | 40.50% | 24.72% | -41.36% | 39.09% | 25.99% | -13.81% | 23.48% | -9.33% |
Correlation
The correlation between ITT and FFIV is 0.32, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.32 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.49 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.56 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.52 |
Correlation (All Time) Calculated using the full available price history since Jun 4, 1999 | 0.37 |
The correlation between ITT and FFIV shifts across timeframes, from 0.32 (1 year) to 0.56 (5 years), reflecting how their relationship changes across market environments.
Fundamentals
ITT:
$16.61B
FFIV:
$22.70B
ITT:
$5.58
FFIV:
$12.19
ITT:
33.91
FFIV:
32.50
ITT:
2.38
FFIV:
1.42
ITT:
3.66
FFIV:
9.54
ITT:
3.50
FFIV:
6.22
ITT:
$4.24B
FFIV:
$2.41B
ITT:
$1.50B
FFIV:
$2.63B
ITT:
$793.20M
FFIV:
$889.95M
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Return for Risk
ITT vs. FFIV — Risk / Return Rank
ITT
FFIV
ITT vs. FFIV - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for ITT Inc. (ITT) 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.
| ITT | FFIV | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.23 | ||
| Sortino ratioReturn per unit of downside risk | -0.11 | ||
| Omega ratioGain probability vs. loss probability | 1.18 | 1.21 | -0.03 |
| Calmar ratioReturn relative to maximum drawdown | 1.52 | 1.04 | +0.48 |
| Martin ratioReturn relative to average drawdown | 3.88 | 2.28 | +1.60 |
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Drawdowns
ITT vs. FFIV - Drawdown Comparison
The maximum ITT drawdown since its inception was -74.46%, smaller than the maximum FFIV drawdown of -97.59%. Use the drawdown chart below to compare losses from any high point for ITT and FFIV.
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Drawdown Indicators
| ITT | FFIV | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -74.46% | -97.59% | +23.13% |
Max Drawdown (1Y)Largest decline over 1 year | -16.73% | -34.73% | +18.00% |
Max Drawdown (3Y)Largest decline over 3 years | -29.09% | -34.73% | +5.64% |
Max Drawdown (5Y)Largest decline over 5 years | -37.97% | -47.42% | +9.45% |
Max Drawdown (10Y)Largest decline over 10 years | -49.52% | -54.59% | +5.07% |
Current DrawdownCurrent decline from peak | -14.51% | -3.17% | -11.34% |
Average DrawdownAverage peak-to-trough decline | -18.95% | -40.16% | +21.21% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.54% | 15.77% | -9.23% |
Volatility
ITT vs. FFIV - Volatility Comparison
ITT Inc. (ITT) and F5 Networks, Inc. (FFIV) have volatilities of 9.01% and 8.89%, 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
| ITT | FFIV | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.01% | 8.89% | +0.12% |
Volatility (6M)Calculated over the trailing 6-month period | 22.19% | 24.72% | -2.53% |
Volatility (1Y)Calculated over the trailing 1-year period | 30.02% | 33.48% | -3.46% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 29.22% | 29.97% | -0.75% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 31.92% | 29.56% | +2.36% |
Dividends
ITT vs. FFIV - Dividend Comparison
ITT's dividend yield for the trailing twelve months is around 0.78%, while FFIV has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FFIV F5 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% |
ITT ITT Inc. | 0.78% | 0.81% | 0.89% | 0.97% | 1.30% | 0.86% | 0.88% | 0.80% | 1.11% | 0.96% | 1.29% | 1.30% |
Financials
ITT vs. FFIV - Financials Comparison
This section allows you to compare key financial metrics between ITT Inc. 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
ITT and FFIV have a correlation of 0.32, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
ITT has higher volatility (9.01%) compared to FFIV (8.89%). In terms of maximum drawdown, ITT dropped -74.46% vs FFIV's -97.59%.
FFIV currently has the higher Sharpe Ratio (1.08 vs 0.85), 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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