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NET vs. FTNT
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between NET and FTNT is 0.55, 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.


-0.50.00.51.0
Correlation: 0.6

Performance

NET vs. FTNT - Performance Comparison

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

300.00%400.00%500.00%600.00%700.00%800.00%900.00%NovemberDecember2025FebruaryMarchApril
564.17%
527.83%
NET
FTNT

Key characteristics

Sharpe Ratio

NET:

0.51

FTNT:

1.16

Sortino Ratio

NET:

1.04

FTNT:

2.15

Omega Ratio

NET:

1.14

FTNT:

1.29

Calmar Ratio

NET:

0.36

FTNT:

1.44

Martin Ratio

NET:

1.49

FTNT:

4.40

Ulcer Index

NET:

16.74%

FTNT:

10.15%

Daily Std Dev

NET:

48.91%

FTNT:

38.51%

Max Drawdown

NET:

-82.58%

FTNT:

-51.20%

Current Drawdown

NET:

-44.97%

FTNT:

-14.39%

Fundamentals

Market Cap

NET:

$41.25B

FTNT:

$75.42B

EPS

NET:

-$0.23

FTNT:

$2.26

PEG Ratio

NET:

2.35

FTNT:

2.83

Total Revenue (TTM)

NET:

$1.29B

FTNT:

$4.60B

Gross Profit (TTM)

NET:

$997.36M

FTNT:

$3.75B

EBITDA (TTM)

NET:

$81.64M

FTNT:

$1.70B

Returns By Period

In the year-to-date period, NET achieves a 11.02% return, which is significantly higher than FTNT's 3.81% return.


NET

YTD

11.02%

1M

-16.35%

6M

50.68%

1Y

25.88%

5Y*

37.95%

10Y*

N/A

FTNT

YTD

3.81%

1M

-7.94%

6M

26.41%

1Y

42.45%

5Y*

37.22%

10Y*

30.51%

*Annualized

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Risk-Adjusted Performance

NET vs. FTNT — Risk-Adjusted Performance Rank

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

NET
The Risk-Adjusted Performance Rank of NET is 6969
Overall Rank
The Sharpe Ratio Rank of NET is 7272
Sharpe Ratio Rank
The Sortino Ratio Rank of NET is 6767
Sortino Ratio Rank
The Omega Ratio Rank of NET is 6767
Omega Ratio Rank
The Calmar Ratio Rank of NET is 6969
Calmar Ratio Rank
The Martin Ratio Rank of NET is 6969
Martin Ratio Rank

FTNT
The Risk-Adjusted Performance Rank of FTNT is 8686
Overall Rank
The Sharpe Ratio Rank of FTNT is 8686
Sharpe Ratio Rank
The Sortino Ratio Rank of FTNT is 8787
Sortino Ratio Rank
The Omega Ratio Rank of FTNT is 8686
Omega Ratio Rank
The Calmar Ratio Rank of FTNT is 8989
Calmar Ratio Rank
The Martin Ratio Rank of FTNT is 8484
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.

NET vs. FTNT - Risk-Adjusted Performance Comparison

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


The chart of Sharpe ratio for NET, currently valued at 0.51, compared to the broader market-2.00-1.000.001.002.003.00
NET: 0.51
FTNT: 1.16
The chart of Sortino ratio for NET, currently valued at 1.04, compared to the broader market-6.00-4.00-2.000.002.004.00
NET: 1.04
FTNT: 2.15
The chart of Omega ratio for NET, currently valued at 1.14, compared to the broader market0.501.001.502.00
NET: 1.14
FTNT: 1.29
The chart of Calmar ratio for NET, currently valued at 0.36, compared to the broader market0.001.002.003.004.005.00
NET: 0.36
FTNT: 1.44
The chart of Martin ratio for NET, currently valued at 1.49, compared to the broader market-5.000.005.0010.0015.0020.00
NET: 1.49
FTNT: 4.40

The current NET Sharpe Ratio is 0.51, which is lower than the FTNT Sharpe Ratio of 1.16. The chart below compares the historical Sharpe Ratios of NET and FTNT, 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 Ratio0.501.001.502.002.50NovemberDecember2025FebruaryMarchApril
0.51
1.16
NET
FTNT

Dividends

NET vs. FTNT - Dividend Comparison

Neither NET nor FTNT has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

NET vs. FTNT - Drawdown Comparison

The maximum NET drawdown since its inception was -82.58%, which is greater than FTNT's maximum drawdown of -51.20%. Use the drawdown chart below to compare losses from any high point for NET and FTNT. For additional features, visit the drawdowns tool.


-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%NovemberDecember2025FebruaryMarchApril
-44.97%
-14.39%
NET
FTNT

Volatility

NET vs. FTNT - Volatility Comparison

Cloudflare, Inc. (NET) has a higher volatility of 17.34% compared to Fortinet, Inc. (FTNT) at 10.69%. This indicates that NET's price experiences larger fluctuations and is considered to be riskier than FTNT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%NovemberDecember2025FebruaryMarchApril
17.34%
10.69%
NET
FTNT

Financials

NET vs. FTNT - Financials Comparison

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