MRUS vs. PANW
Compare and contrast key facts about Merus N.V. (MRUS) and Palo Alto Networks, Inc. (PANW).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: MRUS or PANW.
Key characteristics
| MRUS | PANW | |
|---|---|---|
| YTD Return | 92.58% | 35.00% |
| 1Y Return | 131.27% | 57.04% |
| 3Y Return (Ann) | 22.08% | 32.55% |
| 5Y Return (Ann) | 27.34% | 37.61% |
| Sharpe Ratio | 2.29 | 1.45 |
| Sortino Ratio | 3.75 | 1.73 |
| Omega Ratio | 1.44 | 1.32 |
| Calmar Ratio | 4.37 | 2.10 |
| Martin Ratio | 11.73 | 4.41 |
| Ulcer Index | 11.32% | 14.53% |
| Daily Std Dev | 58.16% | 44.02% |
| Max Drawdown | -67.42% | -47.98% |
| Current Drawdown | -12.03% | 0.00% |
Fundamentals
| MRUS | PANW | |
|---|---|---|
| Market Cap | $3.63B | $130.28B |
| EPS | -$4.03 | $7.28 |
| PEG Ratio | 0.00 | 2.84 |
| Total Revenue (TTM) | $35.93M | $6.15B |
| Gross Profit (TTM) | -$1.53M | $4.56B |
| EBITDA (TTM) | -$253.79M | $866.40M |
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.
Performance
MRUS vs. PANW - Performance Comparison
In the year-to-date period, MRUS achieves a 92.58% return, which is significantly higher than PANW's 35.00% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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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.
Dividends
MRUS vs. PANW - Dividend Comparison
Neither MRUS nor PANW has paid dividends to shareholders.
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.
Volatility
MRUS vs. PANW - Volatility Comparison
Merus N.V. (MRUS) has a higher volatility of 8.73% compared to Palo Alto Networks, Inc. (PANW) at 8.22%. 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.
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.
Total Revenue: Total amount of money received from sales and other business activities