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

Performance

NET vs. SNOW - Performance Comparison

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

-50.00%0.00%50.00%100.00%150.00%JuneJulyAugustSeptemberOctoberNovember
150.06%
-50.40%
NET
SNOW

Returns By Period

In the year-to-date period, NET achieves a 7.82% return, which is significantly higher than SNOW's -36.70% return.


NET

YTD

7.82%

1M

-1.72%

6M

19.33%

1Y

26.97%

5Y (annualized)

39.99%

10Y (annualized)

N/A

SNOW

YTD

-36.70%

1M

5.94%

6M

-22.18%

1Y

-21.75%

5Y (annualized)

N/A

10Y (annualized)

N/A

Fundamentals


NETSNOW
Market Cap$31.20B$42.05B
EPS-$0.27-$3.06
PEG Ratio2.352.14
Total Revenue (TTM)$1.57B$2.47B
Gross Profit (TTM)$1.22B$1.65B
EBITDA (TTM)-$17.77M-$903.78M

Key characteristics


NETSNOW
Sharpe Ratio0.57-0.52
Sortino Ratio1.14-0.47
Omega Ratio1.150.94
Calmar Ratio0.39-0.31
Martin Ratio1.33-0.62
Ulcer Index20.14%36.87%
Daily Std Dev46.67%43.61%
Max Drawdown-82.58%-72.99%
Current Drawdown-58.68%-68.66%

Compare stocks, funds, or ETFs

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


Correlation

-0.50.00.51.00.7

The correlation between NET and SNOW is 0.68, 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

NET vs. SNOW - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Cloudflare, Inc. (NET) and Snowflake Inc. (SNOW). 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-4.00-2.000.002.000.57-0.52
The chart of Sortino ratio for NET, currently valued at 1.14, compared to the broader market-4.00-2.000.002.004.001.14-0.47
The chart of Omega ratio for NET, currently valued at 1.15, compared to the broader market0.501.001.502.001.150.94
The chart of Calmar ratio for NET, currently valued at 0.39, compared to the broader market0.002.004.006.000.39-0.31
The chart of Martin ratio for NET, currently valued at 1.33, compared to the broader market0.0010.0020.0030.001.33-0.62
NET
SNOW

The current NET Sharpe Ratio is 0.57, which is higher than the SNOW Sharpe Ratio of -0.52. The chart below compares the historical Sharpe Ratios of NET and SNOW, 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-0.500.000.501.00JuneJulyAugustSeptemberOctoberNovember
0.57
-0.52
NET
SNOW

Dividends

NET vs. SNOW - Dividend Comparison

Neither NET nor SNOW has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

NET vs. SNOW - Drawdown Comparison

The maximum NET drawdown since its inception was -82.58%, which is greater than SNOW's maximum drawdown of -72.99%. Use the drawdown chart below to compare losses from any high point for NET and SNOW. For additional features, visit the drawdowns tool.


-70.00%-65.00%-60.00%-55.00%JuneJulyAugustSeptemberOctoberNovember
-58.68%
-68.66%
NET
SNOW

Volatility

NET vs. SNOW - Volatility Comparison

Cloudflare, Inc. (NET) has a higher volatility of 11.37% compared to Snowflake Inc. (SNOW) at 10.03%. This indicates that NET's price experiences larger fluctuations and is considered to be riskier than SNOW based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


10.00%15.00%20.00%JuneJulyAugustSeptemberOctoberNovember
11.37%
10.03%
NET
SNOW

Financials

NET vs. SNOW - Financials Comparison

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