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KEYS vs. NICE
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Performance

KEYS vs. NICE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Keysight Technologies, Inc. (KEYS) and NICE Ltd. (NICE). The values are adjusted to include any dividend payments, if applicable.

-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-5.21%
-13.38%
KEYS
NICE

Returns By Period

In the year-to-date period, KEYS achieves a -4.82% return, which is significantly higher than NICE's -12.87% return. Over the past 10 years, KEYS has outperformed NICE with an annualized return of 16.76%, while NICE has yielded a comparatively lower 14.34% annualized return.


KEYS

YTD

-4.82%

1M

-5.33%

6M

-5.21%

1Y

13.70%

5Y (annualized)

7.11%

10Y (annualized)

16.76%

NICE

YTD

-12.87%

1M

-3.27%

6M

-13.38%

1Y

-10.64%

5Y (annualized)

3.46%

10Y (annualized)

14.34%

Fundamentals


KEYSNICE
Market Cap$27.98B$12.19B
EPS$5.21$6.00
PE Ratio30.9432.15
PEG Ratio3.351.30
Total Revenue (TTM)$3.69B$1.99B
Gross Profit (TTM)$2.36B$1.32B
EBITDA (TTM)$851.00M$355.06M

Key characteristics


KEYSNICE
Sharpe Ratio0.47-0.31
Sortino Ratio0.88-0.21
Omega Ratio1.120.97
Calmar Ratio0.33-0.22
Martin Ratio1.54-0.45
Ulcer Index9.13%24.46%
Daily Std Dev30.10%35.09%
Max Drawdown-45.54%-93.23%
Current Drawdown-27.18%-44.82%

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Correlation

-0.50.00.51.00.4

The correlation between KEYS and NICE is 0.42, 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.

Risk-Adjusted Performance

KEYS vs. NICE - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Keysight Technologies, Inc. (KEYS) and NICE Ltd. (NICE). 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 KEYS, currently valued at 0.47, compared to the broader market-4.00-2.000.002.004.000.47-0.31
The chart of Sortino ratio for KEYS, currently valued at 0.88, compared to the broader market-4.00-2.000.002.004.000.88-0.21
The chart of Omega ratio for KEYS, currently valued at 1.11, compared to the broader market0.501.001.502.001.120.97
The chart of Calmar ratio for KEYS, currently valued at 0.33, compared to the broader market0.002.004.006.000.33-0.22
The chart of Martin ratio for KEYS, currently valued at 1.54, compared to the broader market-10.000.0010.0020.0030.001.54-0.45
KEYS
NICE

The current KEYS Sharpe Ratio is 0.47, which is higher than the NICE Sharpe Ratio of -0.31. The chart below compares the historical Sharpe Ratios of KEYS and NICE, 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-1.00-0.500.000.501.00JuneJulyAugustSeptemberOctoberNovember
0.47
-0.31
KEYS
NICE

Dividends

KEYS vs. NICE - Dividend Comparison

Neither KEYS nor NICE has paid dividends to shareholders.


TTM20232022202120202019201820172016201520142013
KEYS
Keysight Technologies, 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%
NICE
NICE Ltd.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.17%0.93%1.12%1.26%1.17%

Drawdowns

KEYS vs. NICE - Drawdown Comparison

The maximum KEYS drawdown since its inception was -45.54%, smaller than the maximum NICE drawdown of -93.23%. Use the drawdown chart below to compare losses from any high point for KEYS and NICE. For additional features, visit the drawdowns tool.


-55.00%-50.00%-45.00%-40.00%-35.00%-30.00%-25.00%-20.00%JuneJulyAugustSeptemberOctoberNovember
-27.18%
-44.82%
KEYS
NICE

Volatility

KEYS vs. NICE - Volatility Comparison

The current volatility for Keysight Technologies, Inc. (KEYS) is 8.51%, while NICE Ltd. (NICE) has a volatility of 14.22%. This indicates that KEYS experiences smaller price fluctuations and is considered to be less risky than NICE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%JuneJulyAugustSeptemberOctoberNovember
8.51%
14.22%
KEYS
NICE

Financials

KEYS vs. NICE - Financials Comparison

This section allows you to compare key financial metrics between Keysight Technologies, Inc. and NICE Ltd.. 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