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

Performance

MSI vs. CSCO - Performance Comparison

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

0.00%10.00%20.00%30.00%40.00%JuneJulyAugustSeptemberOctoberNovember
36.85%
25.53%
MSI
CSCO

Returns By Period

In the year-to-date period, MSI achieves a 59.27% return, which is significantly higher than CSCO's 17.64% return. Over the past 10 years, MSI has outperformed CSCO with an annualized return of 24.51%, while CSCO has yielded a comparatively lower 11.31% annualized return.


MSI

YTD

59.27%

1M

5.24%

6M

36.85%

1Y

56.53%

5Y (annualized)

26.23%

10Y (annualized)

24.51%

CSCO

YTD

17.64%

1M

1.70%

6M

25.53%

1Y

23.61%

5Y (annualized)

8.46%

10Y (annualized)

11.31%

Fundamentals


MSICSCO
Market Cap$82.32B$229.20B
EPS$9.12$2.35
PE Ratio54.0124.47
PEG Ratio2.512.57
Total Revenue (TTM)$10.66B$52.98B
Gross Profit (TTM)$5.31B$34.39B
EBITDA (TTM)$2.56B$12.98B

Key characteristics


MSICSCO
Sharpe Ratio3.291.36
Sortino Ratio4.712.04
Omega Ratio1.641.27
Calmar Ratio9.511.02
Martin Ratio26.393.95
Ulcer Index2.13%6.16%
Daily Std Dev17.13%17.84%
Max Drawdown-93.56%-89.26%
Current Drawdown-1.93%-2.74%

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Correlation

-0.50.00.51.00.4

The correlation between MSI and CSCO is 0.45, 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

MSI vs. CSCO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Motorola Solutions, Inc. (MSI) 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 MSI, currently valued at 3.29, compared to the broader market-4.00-2.000.002.004.003.291.36
The chart of Sortino ratio for MSI, currently valued at 4.71, compared to the broader market-4.00-2.000.002.004.004.712.04
The chart of Omega ratio for MSI, currently valued at 1.64, compared to the broader market0.501.001.502.001.641.27
The chart of Calmar ratio for MSI, currently valued at 9.51, compared to the broader market0.002.004.006.009.511.02
The chart of Martin ratio for MSI, currently valued at 26.39, compared to the broader market0.0010.0020.0030.0026.393.95
MSI
CSCO

The current MSI Sharpe Ratio is 3.29, which is higher than the CSCO Sharpe Ratio of 1.36. The chart below compares the historical Sharpe Ratios of MSI 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-1.000.001.002.003.004.00JuneJulyAugustSeptemberOctoberNovember
3.29
1.36
MSI
CSCO

Dividends

MSI vs. CSCO - Dividend Comparison

MSI's dividend yield for the trailing twelve months is around 0.79%, less than CSCO's 2.76% yield.


TTM20232022202120202019201820172016201520142013
MSI
Motorola Solutions, Inc.
0.79%1.16%1.26%1.07%1.55%1.46%1.85%2.14%2.05%2.09%1.94%1.69%
CSCO
Cisco Systems, Inc.
2.76%3.07%3.17%2.32%3.20%2.88%2.95%2.95%3.28%3.02%2.66%2.27%

Drawdowns

MSI vs. CSCO - Drawdown Comparison

The maximum MSI drawdown since its inception was -93.56%, roughly equal to the maximum CSCO drawdown of -89.26%. Use the drawdown chart below to compare losses from any high point for MSI and CSCO. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-1.93%
-2.74%
MSI
CSCO

Volatility

MSI vs. CSCO - Volatility Comparison

Motorola Solutions, Inc. (MSI) has a higher volatility of 8.14% compared to Cisco Systems, Inc. (CSCO) at 4.94%. This indicates that MSI's price experiences larger fluctuations and is considered to be riskier than CSCO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%JuneJulyAugustSeptemberOctoberNovember
8.14%
4.94%
MSI
CSCO

Financials

MSI vs. CSCO - Financials Comparison

This section allows you to compare key financial metrics between Motorola Solutions, 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