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

Performance

NET vs. OTIS - Performance Comparison

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

100.00%150.00%200.00%250.00%300.00%350.00%JuneJulyAugustSeptemberOctoberNovember
333.88%
134.28%
NET
OTIS

Returns By Period

In the year-to-date period, NET achieves a 7.82% return, which is significantly lower than OTIS's 12.54% return.


NET

YTD

7.82%

1M

-1.72%

6M

19.33%

1Y

26.97%

5Y (annualized)

39.99%

10Y (annualized)

N/A

OTIS

YTD

12.54%

1M

-5.37%

6M

3.22%

1Y

19.98%

5Y (annualized)

N/A

10Y (annualized)

N/A

Fundamentals


NETOTIS
Market Cap$31.20B$40.55B
EPS-$0.27$3.95
PEG Ratio2.352.69
Total Revenue (TTM)$1.57B$14.21B
Gross Profit (TTM)$1.22B$4.25B
EBITDA (TTM)-$17.77M$2.05B

Key characteristics


NETOTIS
Sharpe Ratio0.571.16
Sortino Ratio1.141.54
Omega Ratio1.151.22
Calmar Ratio0.392.26
Martin Ratio1.334.99
Ulcer Index20.14%4.19%
Daily Std Dev46.67%18.07%
Max Drawdown-82.58%-29.99%
Current Drawdown-58.68%-6.15%

Compare stocks, funds, or ETFs

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


Correlation

-0.50.00.51.00.3

The correlation between NET and OTIS is 0.26, 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.

Risk-Adjusted Performance

NET vs. OTIS - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Cloudflare, Inc. (NET) and Otis Worldwide Corporation (OTIS). 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 NET, currently valued at 0.57, compared to the broader market-4.00-2.000.002.000.571.16
The chart of Sortino ratio for NET, currently valued at 1.14, compared to the broader market-4.00-2.000.002.004.001.141.54
The chart of Omega ratio for NET, currently valued at 1.15, compared to the broader market0.501.001.502.001.151.22
The chart of Calmar ratio for NET, currently valued at 0.39, compared to the broader market0.002.004.006.000.392.26
The chart of Martin ratio for NET, currently valued at 1.33, compared to the broader market0.0010.0020.0030.001.334.99
NET
OTIS

The current NET Sharpe Ratio is 0.57, which is lower than the OTIS Sharpe Ratio of 1.16. The chart below compares the historical Sharpe Ratios of NET and OTIS, 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 Ratio0.000.501.001.502.00JuneJulyAugustSeptemberOctoberNovember
0.57
1.16
NET
OTIS

Dividends

NET vs. OTIS - Dividend Comparison

NET has not paid dividends to shareholders, while OTIS's dividend yield for the trailing twelve months is around 1.52%.


TTM2023202220212020
NET
Cloudflare, Inc.
0.00%0.00%0.00%0.00%0.00%
OTIS
Otis Worldwide Corporation
1.52%1.46%1.42%1.06%0.89%

Drawdowns

NET vs. OTIS - Drawdown Comparison

The maximum NET drawdown since its inception was -82.58%, which is greater than OTIS's maximum drawdown of -29.99%. Use the drawdown chart below to compare losses from any high point for NET and OTIS. For additional features, visit the drawdowns tool.


-70.00%-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-58.68%
-6.15%
NET
OTIS

Volatility

NET vs. OTIS - Volatility Comparison

Cloudflare, Inc. (NET) has a higher volatility of 11.37% compared to Otis Worldwide Corporation (OTIS) at 5.23%. This indicates that NET's price experiences larger fluctuations and is considered to be riskier than OTIS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%JuneJulyAugustSeptemberOctoberNovember
11.37%
5.23%
NET
OTIS

Financials

NET vs. OTIS - Financials Comparison

This section allows you to compare key financial metrics between Cloudflare, Inc. and Otis Worldwide Corporation. 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