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MRUS vs. PANW
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between MRUS and PANW is 0.18, 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.


-0.50.00.51.00.2

Performance

MRUS vs. PANW - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Merus N.V. (MRUS) and Palo Alto Networks, Inc. (PANW). The values are adjusted to include any dividend payments, if applicable.

300.00%400.00%500.00%600.00%700.00%800.00%JulyAugustSeptemberOctoberNovemberDecember
316.83%
705.03%
MRUS
PANW

Key characteristics

Sharpe Ratio

MRUS:

1.06

PANW:

0.55

Sortino Ratio

MRUS:

2.26

PANW:

0.91

Omega Ratio

MRUS:

1.26

PANW:

1.16

Calmar Ratio

MRUS:

1.98

PANW:

0.79

Martin Ratio

MRUS:

4.35

PANW:

1.66

Ulcer Index

MRUS:

14.17%

PANW:

14.50%

Daily Std Dev

MRUS:

58.22%

PANW:

43.51%

Max Drawdown

MRUS:

-67.42%

PANW:

-47.98%

Current Drawdown

MRUS:

-30.48%

PANW:

-7.97%

Fundamentals

Market Cap

MRUS:

$3.07B

PANW:

$132.05B

EPS

MRUS:

-$4.03

PANW:

$3.85

PEG Ratio

MRUS:

0.00

PANW:

1.46

Total Revenue (TTM)

MRUS:

$35.93M

PANW:

$8.29B

Gross Profit (TTM)

MRUS:

-$1.53M

PANW:

$6.15B

EBITDA (TTM)

MRUS:

-$248.91M

PANW:

$1.40B

Returns By Period

In the year-to-date period, MRUS achieves a 52.18% return, which is significantly higher than PANW's 26.68% return.


MRUS

YTD

52.18%

1M

-2.52%

6M

-23.69%

1Y

58.52%

5Y*

19.78%

10Y*

N/A

PANW

YTD

26.68%

1M

-4.92%

6M

16.62%

1Y

24.77%

5Y*

37.33%

10Y*

24.56%

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Risk-Adjusted Performance

MRUS vs. PANW - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Merus N.V. (MRUS) 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 MRUS, currently valued at 1.06, compared to the broader market-4.00-2.000.002.001.060.55
The chart of Sortino ratio for MRUS, currently valued at 2.26, compared to the broader market-4.00-2.000.002.004.002.260.91
The chart of Omega ratio for MRUS, currently valued at 1.26, compared to the broader market0.501.001.502.001.261.16
The chart of Calmar ratio for MRUS, currently valued at 1.98, compared to the broader market0.002.004.006.001.980.79
The chart of Martin ratio for MRUS, currently valued at 4.35, compared to the broader market-5.000.005.0010.0015.0020.0025.004.351.66
MRUS
PANW

The current MRUS Sharpe Ratio is 1.06, which is higher than the PANW Sharpe Ratio of 0.55. The chart below compares the historical Sharpe Ratios of MRUS 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 Ratio0.501.001.502.002.50JulyAugustSeptemberOctoberNovemberDecember
1.06
0.55
MRUS
PANW

Dividends

MRUS vs. PANW - Dividend Comparison

Neither MRUS nor PANW has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

MRUS vs. PANW - Drawdown Comparison

The maximum MRUS drawdown since its inception was -67.42%, which is greater than PANW's maximum drawdown of -47.98%. Use the drawdown chart below to compare losses from any high point for MRUS and PANW. For additional features, visit the drawdowns tool.


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-30.48%
-7.97%
MRUS
PANW

Volatility

MRUS vs. PANW - Volatility Comparison

Merus N.V. (MRUS) has a higher volatility of 15.15% compared to Palo Alto Networks, Inc. (PANW) at 11.24%. This indicates that MRUS's price experiences larger fluctuations and is considered to be riskier than PANW based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%10.00%20.00%30.00%40.00%JulyAugustSeptemberOctoberNovemberDecember
15.15%
11.24%
MRUS
PANW

Financials

MRUS vs. PANW - Financials Comparison

This section allows you to compare key financial metrics between Merus N.V. 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
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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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