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NET vs. FSLY
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

NET vs. FSLY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Cloudflare, Inc. (NET) and Fastly, Inc. (FSLY). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, NET achieves a 10.77% return, which is significantly lower than FSLY's 68.66% return.


NET

1D
-2.54%
1M
1.02%
YTD
10.77%
6M
8.08%
1Y
21.80%
3Y*
51.01%
5Y*
16.05%
10Y*

FSLY

1D
-4.08%
1M
5.21%
YTD
68.66%
6M
60.32%
1Y
153.99%
3Y*
3.51%
5Y*
-21.37%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

NET vs. FSLY - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
NET
Cloudflare, Inc.
10.77%83.09%29.33%84.16%-65.62%73.05%345.43%-5.22%
FSLY
Fastly, Inc.
68.66%7.84%-46.97%117.34%-76.90%-59.43%335.33%-33.34%

Correlation

The correlation between NET and FSLY is 0.51, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.51

Correlation (3Y)
Calculated over the trailing 3-year period

0.55

Correlation (5Y)
Calculated over the trailing 5-year period

0.62

Correlation (All Time)
Calculated using the full available price history since Sep 13, 2019

0.59

The correlation between NET and FSLY shifts across timeframes, from 0.51 (1 year) to 0.62 (5 years), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap

NET:

$77.01B

FSLY:

$2.64B

EPS

NET:

-$0.25

FSLY:

-$0.69

PS Ratio

NET:

32.67

FSLY:

3.93

PB Ratio

NET:

50.44

FSLY:

2.70

Total Revenue (TTM)

NET:

$2.33B

FSLY:

$652.57M

Gross Profit (TTM)

NET:

$1.71B

FSLY:

$382.79M

EBITDA (TTM)

NET:

$168.53M

FSLY:

-$22.82M

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Return for Risk

NET vs. FSLY — Risk / Return Rank

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

NET
NET Risk / Return Rank: 5555
Overall Rank
NET Sharpe Ratio Rank: 5555
Sharpe Ratio Rank
NET Sortino Ratio Rank: 5353
Sortino Ratio Rank
NET Omega Ratio Rank: 5454
Omega Ratio Rank
NET Calmar Ratio Rank: 5656
Calmar Ratio Rank
NET Martin Ratio Rank: 5656
Martin Ratio Rank

FSLY
FSLY Risk / Return Rank: 8383
Overall Rank
FSLY Sharpe Ratio Rank: 7979
Sharpe Ratio Rank
FSLY Sortino Ratio Rank: 8484
Sortino Ratio Rank
FSLY Omega Ratio Rank: 8686
Omega Ratio Rank
FSLY Calmar Ratio Rank: 8383
Calmar Ratio Rank
FSLY Martin Ratio Rank: 8484
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

NET vs. FSLY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Cloudflare, Inc. (NET) and Fastly, Inc. (FSLY). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


NETFSLYDifference
Sharpe ratioReturn per unit of total volatility

-0.96

Sortino ratioReturn per unit of downside risk

-1.68

Omega ratioGain probability vs. loss probability

1.12

1.36

-0.24

Calmar ratioReturn relative to maximum drawdown

0.60

3.02

-2.43

Martin ratioReturn relative to average drawdown

1.27

7.62

-6.35

NET vs. FSLY - Sharpe Ratio Comparison

The current NET Sharpe Ratio is 0.36, which is lower than the FSLY Sharpe Ratio of 1.32. The chart below compares the historical Sharpe Ratios of NET and FSLY, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

NET vs. FSLY - Drawdown Comparison

The maximum NET drawdown since its inception was -82.58%, smaller than the maximum FSLY drawdown of -96.12%. Use the drawdown chart below to compare losses from any high point for NET and FSLY.


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Drawdown Indicators


NETFSLYDifference

Max Drawdown

Largest peak-to-trough decline

-82.58%

-96.12%

+13.54%

Max Drawdown (1Y)

Largest decline over 1 year

-36.76%

-51.28%

+14.52%

Max Drawdown (3Y)

Largest decline over 3 years

-45.00%

-79.99%

+34.99%

Max Drawdown (5Y)

Largest decline over 5 years

-82.58%

-91.81%

+9.23%

Current Drawdown

Current decline from peak

-19.91%

-86.67%

+66.76%

Average Drawdown

Average peak-to-trough decline

-37.46%

-70.22%

+32.76%

Ulcer Index

Depth and duration of drawdowns from previous peaks

17.26%

20.29%

-3.03%

Volatility

NET vs. FSLY - Volatility Comparison

The current volatility for Cloudflare, Inc. (NET) is 21.26%, while Fastly, Inc. (FSLY) has a volatility of 22.84%. This indicates that NET experiences smaller price fluctuations and is considered to be less risky than FSLY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


NETFSLYDifference

Volatility (1M)

Calculated over the trailing 1-month period

21.26%

22.84%

-1.58%

Volatility (6M)

Calculated over the trailing 6-month period

53.88%

97.98%

-44.10%

Volatility (1Y)

Calculated over the trailing 1-year period

60.14%

117.43%

-57.29%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

68.54%

87.36%

-18.82%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

67.71%

89.28%

-21.57%

Dividends

NET vs. FSLY - Dividend Comparison

Neither NET nor FSLY has paid dividends to shareholders.


Tickers have no history of dividend payments

Financials

NET vs. FSLY - Financials Comparison

This section allows you to compare key financial metrics between Cloudflare, Inc. and Fastly, 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


100.00M200.00M300.00M400.00M500.00M600.00M20222023202420252026
639.76M
173.02M
(NET) Total Revenue
(FSLY) Total Revenue
Values in USD except per share items

NET vs. FSLY - Profitability Comparison

The chart below illustrates the profitability comparison between Cloudflare, Inc. and Fastly, Inc. over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

40.0%50.0%60.0%70.0%80.0%20222023202420252026
71.2%
62.5%
Portfolio components
NET - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Cloudflare, Inc. reported a gross profit of 455.60M and revenue of 639.76M. Therefore, the gross margin over that period was 71.2%.

FSLY - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Fastly, Inc. reported a gross profit of 108.18M and revenue of 173.02M. Therefore, the gross margin over that period was 62.5%.

NET - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Cloudflare, Inc. reported an operating income of -61.99M and revenue of 639.76M, resulting in an operating margin of -9.7%.

FSLY - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Fastly, Inc. reported an operating income of -23.90M and revenue of 173.02M, resulting in an operating margin of -13.8%.

NET - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Cloudflare, Inc. reported a net income of -22.93M and revenue of 639.76M, resulting in a net margin of -3.6%.

FSLY - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Fastly, Inc. reported a net income of -20.52M and revenue of 173.02M, resulting in a net margin of -11.9%.


Frequently Asked Questions


NET and FSLY have a correlation of 0.51, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

FSLY has higher volatility (22.84%) compared to NET (21.26%). In terms of maximum drawdown, NET dropped -82.58% vs FSLY's -96.12%.

FSLY currently has the higher Sharpe Ratio (1.32 vs 0.36), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

Find the right allocation for NET and FSLY

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