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

Correlation

The correlation between MT and PANW is 0.21, 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

MT vs. PANW - Performance Comparison

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

-10.00%0.00%10.00%20.00%30.00%SeptemberOctoberNovemberDecember2025February
25.36%
16.51%
MT
PANW

Key characteristics

Sharpe Ratio

MT:

0.26

PANW:

0.20

Sortino Ratio

MT:

0.61

PANW:

0.52

Omega Ratio

MT:

1.07

PANW:

1.09

Calmar Ratio

MT:

0.09

PANW:

0.28

Martin Ratio

MT:

0.65

PANW:

0.63

Ulcer Index

MT:

12.44%

PANW:

13.62%

Daily Std Dev

MT:

31.54%

PANW:

43.25%

Max Drawdown

MT:

-97.20%

PANW:

-47.98%

Current Drawdown

MT:

-83.15%

PANW:

-1.44%

Fundamentals

Market Cap

MT:

$22.39B

PANW:

$132.47B

EPS

MT:

$1.69

PANW:

$3.82

PE Ratio

MT:

16.91

PANW:

52.36

PEG Ratio

MT:

0.66

PANW:

2.25

Total Revenue (TTM)

MT:

$63.98B

PANW:

$8.57B

Gross Profit (TTM)

MT:

$21.94B

PANW:

$6.33B

EBITDA (TTM)

MT:

$6.27B

PANW:

$1.34B

Returns By Period

In the year-to-date period, MT achieves a 23.52% return, which is significantly higher than PANW's 9.93% return. Over the past 10 years, MT has underperformed PANW with an annualized return of 1.79%, while PANW has yielded a comparatively higher 23.91% annualized return.


MT

YTD

23.52%

1M

22.83%

6M

25.36%

1Y

6.30%

5Y*

12.61%

10Y*

1.79%

PANW

YTD

9.93%

1M

12.94%

6M

16.51%

1Y

9.18%

5Y*

37.17%

10Y*

23.91%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

MT vs. PANW — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

MT
The Risk-Adjusted Performance Rank of MT is 5050
Overall Rank
The Sharpe Ratio Rank of MT is 5555
Sharpe Ratio Rank
The Sortino Ratio Rank of MT is 4747
Sortino Ratio Rank
The Omega Ratio Rank of MT is 4545
Omega Ratio Rank
The Calmar Ratio Rank of MT is 4949
Calmar Ratio Rank
The Martin Ratio Rank of MT is 5353
Martin Ratio Rank

PANW
The Risk-Adjusted Performance Rank of PANW is 5151
Overall Rank
The Sharpe Ratio Rank of PANW is 5252
Sharpe Ratio Rank
The Sortino Ratio Rank of PANW is 4545
Sortino Ratio Rank
The Omega Ratio Rank of PANW is 4949
Omega Ratio Rank
The Calmar Ratio Rank of PANW is 5858
Calmar Ratio Rank
The Martin Ratio Rank of PANW is 5353
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

MT vs. PANW - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for ArcelorMittal (MT) 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 MT, currently valued at 0.26, compared to the broader market-2.000.002.004.000.260.20
The chart of Sortino ratio for MT, currently valued at 0.61, compared to the broader market-6.00-4.00-2.000.002.004.006.000.610.52
The chart of Omega ratio for MT, currently valued at 1.07, compared to the broader market0.501.001.502.001.071.09
The chart of Calmar ratio for MT, currently valued at 0.18, compared to the broader market0.002.004.006.000.180.28
The chart of Martin ratio for MT, currently valued at 0.65, compared to the broader market-10.000.0010.0020.0030.000.650.63
MT
PANW

The current MT Sharpe Ratio is 0.26, which is comparable to the PANW Sharpe Ratio of 0.20. The chart below compares the historical Sharpe Ratios of MT 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 Ratio-0.500.000.501.001.50SeptemberOctoberNovemberDecember2025February
0.26
0.20
MT
PANW

Dividends

MT vs. PANW - Dividend Comparison

MT's dividend yield for the trailing twelve months is around 1.75%, while PANW has not paid dividends to shareholders.


TTM20242023202220212020201920182017201620152014
MT
ArcelorMittal
1.75%2.16%1.55%1.45%0.94%0.00%1.14%0.48%0.00%0.00%5.97%1.74%
PANW
Palo Alto Networks, 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%

Drawdowns

MT vs. PANW - Drawdown Comparison

The maximum MT drawdown since its inception was -97.20%, which is greater than PANW's maximum drawdown of -47.98%. Use the drawdown chart below to compare losses from any high point for MT and PANW. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%SeptemberOctoberNovemberDecember2025February
-24.60%
-1.44%
MT
PANW

Volatility

MT vs. PANW - Volatility Comparison

ArcelorMittal (MT) has a higher volatility of 14.52% compared to Palo Alto Networks, Inc. (PANW) at 8.04%. This indicates that MT'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.


6.00%8.00%10.00%12.00%14.00%SeptemberOctoberNovemberDecember2025February
14.52%
8.04%
MT
PANW

Financials

MT vs. PANW - Financials Comparison

This section allows you to compare key financial metrics between ArcelorMittal 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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