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

Correlation

The correlation between JNPR and CSCO is 0.56, 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

JNPR vs. CSCO - Performance Comparison

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

120.00%140.00%160.00%180.00%200.00%JulyAugustSeptemberOctoberNovemberDecember
191.86%
186.06%
JNPR
CSCO

Key characteristics

Sharpe Ratio

JNPR:

1.28

CSCO:

1.19

Sortino Ratio

JNPR:

3.91

CSCO:

1.80

Omega Ratio

JNPR:

1.57

CSCO:

1.24

Calmar Ratio

JNPR:

0.37

CSCO:

0.90

Martin Ratio

JNPR:

8.17

CSCO:

3.45

Ulcer Index

JNPR:

3.83%

CSCO:

6.18%

Daily Std Dev

JNPR:

24.33%

CSCO:

17.94%

Max Drawdown

JNPR:

-98.18%

CSCO:

-89.26%

Current Drawdown

JNPR:

-80.21%

CSCO:

-2.50%

Fundamentals

Market Cap

JNPR:

$12.47B

CSCO:

$233.07B

EPS

JNPR:

$0.76

CSCO:

$2.33

PE Ratio

JNPR:

49.55

CSCO:

25.12

PEG Ratio

JNPR:

1.19

CSCO:

2.63

Total Revenue (TTM)

JNPR:

$5.03B

CSCO:

$52.98B

Gross Profit (TTM)

JNPR:

$2.95B

CSCO:

$34.39B

EBITDA (TTM)

JNPR:

$479.40M

CSCO:

$14.09B

Returns By Period

In the year-to-date period, JNPR achieves a 29.38% return, which is significantly higher than CSCO's 19.61% return. Over the past 10 years, JNPR has underperformed CSCO with an annualized return of 7.67%, while CSCO has yielded a comparatively higher 11.00% annualized return.


JNPR

YTD

29.38%

1M

5.07%

6M

5.58%

1Y

30.58%

5Y*

11.96%

10Y*

7.67%

CSCO

YTD

19.61%

1M

1.77%

6M

25.76%

1Y

21.58%

5Y*

7.60%

10Y*

11.00%

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Risk-Adjusted Performance

JNPR vs. CSCO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Juniper Networks, Inc. (JNPR) 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 JNPR, currently valued at 1.28, compared to the broader market-4.00-2.000.002.001.281.19
The chart of Sortino ratio for JNPR, currently valued at 3.91, compared to the broader market-4.00-2.000.002.004.003.911.80
The chart of Omega ratio for JNPR, currently valued at 1.57, compared to the broader market0.501.001.502.001.571.24
The chart of Calmar ratio for JNPR, currently valued at 0.37, compared to the broader market0.002.004.006.000.370.90
The chart of Martin ratio for JNPR, currently valued at 8.17, compared to the broader market-5.000.005.0010.0015.0020.0025.008.173.45
JNPR
CSCO

The current JNPR Sharpe Ratio is 1.28, which is comparable to the CSCO Sharpe Ratio of 1.19. The chart below compares the historical Sharpe Ratios of JNPR 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-1.000.001.002.003.00JulyAugustSeptemberOctoberNovemberDecember
1.28
1.19
JNPR
CSCO

Dividends

JNPR vs. CSCO - Dividend Comparison

JNPR's dividend yield for the trailing twelve months is around 2.36%, less than CSCO's 2.72% yield.


TTM20232022202120202019201820172016201520142013
JNPR
Juniper Networks, Inc.
2.36%2.99%2.63%2.24%3.55%3.09%2.68%1.40%1.42%1.45%0.90%0.00%
CSCO
Cisco Systems, Inc.
2.72%3.07%3.17%2.32%3.20%2.88%2.95%2.95%3.28%3.02%2.66%2.27%

Drawdowns

JNPR vs. CSCO - Drawdown Comparison

The maximum JNPR drawdown since its inception was -98.18%, which is greater than CSCO's maximum drawdown of -89.26%. Use the drawdown chart below to compare losses from any high point for JNPR and CSCO. For additional features, visit the drawdowns tool.


-80.00%-60.00%-40.00%-20.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-80.21%
-2.50%
JNPR
CSCO

Volatility

JNPR vs. CSCO - Volatility Comparison

Juniper Networks, Inc. (JNPR) and Cisco Systems, Inc. (CSCO) have volatilities of 4.10% and 3.91%, 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.


0.00%2.00%4.00%6.00%8.00%10.00%JulyAugustSeptemberOctoberNovemberDecember
4.10%
3.91%
JNPR
CSCO

Financials

JNPR vs. CSCO - Financials Comparison

This section allows you to compare key financial metrics between Juniper Networks, Inc. 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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