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

Key characteristics


JNPRCSCO
YTD Return32.63%17.44%
1Y Return42.43%23.50%
3Y Return (Ann)9.05%3.44%
5Y Return (Ann)11.79%8.30%
10Y Return (Ann)8.71%11.47%
Sharpe Ratio1.810.56
Sortino Ratio6.530.85
Omega Ratio1.861.13
Calmar Ratio0.500.48
Martin Ratio13.721.85
Ulcer Index3.14%6.14%
Daily Std Dev23.78%20.46%
Max Drawdown-98.18%-89.26%
Current Drawdown-79.71%-2.91%

Fundamentals


JNPRCSCO
Market Cap$12.76B$234.02B
EPS$0.76$2.54
PE Ratio50.7023.11
PEG Ratio1.192.50
Total Revenue (TTM)$5.03B$39.14B
Gross Profit (TTM)$2.95B$25.60B
EBITDA (TTM)$456.80M$10.71B

Correlation

-0.50.00.51.00.6

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.

Performance

JNPR vs. CSCO - Performance Comparison

In the year-to-date period, JNPR achieves a 32.63% return, which is significantly higher than CSCO's 17.44% return. Over the past 10 years, JNPR has underperformed CSCO with an annualized return of 8.71%, while CSCO has yielded a comparatively higher 11.47% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-10.00%0.00%10.00%20.00%30.00%JuneJulyAugustSeptemberOctoberNovember
12.20%
21.23%
JNPR
CSCO

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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.


JNPR
Sharpe ratio
The chart of Sharpe ratio for JNPR, currently valued at 1.78, compared to the broader market-4.00-2.000.002.004.001.78
Sortino ratio
The chart of Sortino ratio for JNPR, currently valued at 6.45, compared to the broader market-4.00-2.000.002.004.006.45
Omega ratio
The chart of Omega ratio for JNPR, currently valued at 1.85, compared to the broader market0.501.001.502.001.85
Calmar ratio
The chart of Calmar ratio for JNPR, currently valued at 0.49, compared to the broader market0.002.004.006.000.49
Martin ratio
The chart of Martin ratio for JNPR, currently valued at 13.59, compared to the broader market0.0010.0020.0030.0013.59
CSCO
Sharpe ratio
The chart of Sharpe ratio for CSCO, currently valued at 0.56, compared to the broader market-4.00-2.000.002.004.000.56
Sortino ratio
The chart of Sortino ratio for CSCO, currently valued at 0.85, compared to the broader market-4.00-2.000.002.004.000.85
Omega ratio
The chart of Omega ratio for CSCO, currently valued at 1.13, compared to the broader market0.501.001.502.001.13
Calmar ratio
The chart of Calmar ratio for CSCO, currently valued at 0.48, compared to the broader market0.002.004.006.000.48
Martin ratio
The chart of Martin ratio for CSCO, currently valued at 1.85, compared to the broader market0.0010.0020.0030.001.85

JNPR vs. CSCO - Sharpe Ratio Comparison

The current JNPR Sharpe Ratio is 1.81, which is higher than the CSCO Sharpe Ratio of 0.56. 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-1.000.001.002.003.00JuneJulyAugustSeptemberOctoberNovember
1.78
0.56
JNPR
CSCO

Dividends

JNPR vs. CSCO - Dividend Comparison

JNPR's dividend yield for the trailing twelve months is around 2.29%, less than CSCO's 2.77% yield.


TTM20232022202120202019201820172016201520142013
JNPR
Juniper Networks, Inc.
2.29%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.
2.77%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%JuneJulyAugustSeptemberOctoberNovember
-79.71%
-2.91%
JNPR
CSCO

Volatility

JNPR vs. CSCO - Volatility Comparison

The current volatility for Juniper Networks, Inc. (JNPR) is 1.38%, while Cisco Systems, Inc. (CSCO) has a volatility of 4.92%. This indicates that JNPR experiences smaller price fluctuations and is considered to be less risky than CSCO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%2.00%4.00%6.00%8.00%10.00%JuneJulyAugustSeptemberOctoberNovember
1.38%
4.92%
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