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NICE vs. KEYS
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between NICE and KEYS is 0.42, 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.


-0.50.00.51.00.4

Performance

NICE vs. KEYS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in NICE Ltd. (NICE) and Keysight Technologies, Inc. (KEYS). The values are adjusted to include any dividend payments, if applicable.

-10.00%0.00%10.00%20.00%30.00%JulyAugustSeptemberOctoberNovemberDecember
6.61%
16.68%
NICE
KEYS

Key characteristics

Sharpe Ratio

NICE:

-0.36

KEYS:

0.01

Sortino Ratio

NICE:

-0.27

KEYS:

0.25

Omega Ratio

NICE:

0.96

KEYS:

1.03

Calmar Ratio

NICE:

-0.26

KEYS:

0.01

Martin Ratio

NICE:

-0.50

KEYS:

0.04

Ulcer Index

NICE:

26.03%

KEYS:

9.18%

Daily Std Dev

NICE:

36.40%

KEYS:

31.49%

Max Drawdown

NICE:

-93.23%

KEYS:

-45.54%

Current Drawdown

NICE:

-44.27%

KEYS:

-23.12%

Fundamentals

Market Cap

NICE:

$11.94B

KEYS:

$28.80B

EPS

NICE:

$6.47

KEYS:

$3.51

PE Ratio

NICE:

29.35

KEYS:

47.38

PEG Ratio

NICE:

1.30

KEYS:

1.14

Total Revenue (TTM)

NICE:

$2.68B

KEYS:

$3.70B

Gross Profit (TTM)

NICE:

$1.78B

KEYS:

$2.33B

EBITDA (TTM)

NICE:

$729.75M

KEYS:

$828.00M

Returns By Period

In the year-to-date period, NICE achieves a -12.00% return, which is significantly lower than KEYS's 0.48% return. Over the past 10 years, NICE has underperformed KEYS with an annualized return of 13.47%, while KEYS has yielded a comparatively higher 16.80% annualized return.


NICE

YTD

-12.00%

1M

1.67%

6M

6.63%

1Y

-11.33%

5Y*

2.35%

10Y*

13.47%

KEYS

YTD

0.48%

1M

5.07%

6M

18.02%

1Y

2.04%

5Y*

9.19%

10Y*

16.80%

Compare stocks, funds, or ETFs

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Risk-Adjusted Performance

NICE vs. KEYS - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for NICE Ltd. (NICE) and Keysight Technologies, Inc. (KEYS). 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 NICE, currently valued at -0.36, compared to the broader market-4.00-2.000.002.00-0.360.01
The chart of Sortino ratio for NICE, currently valued at -0.27, compared to the broader market-4.00-2.000.002.004.00-0.270.25
The chart of Omega ratio for NICE, currently valued at 0.96, compared to the broader market0.501.001.502.000.961.03
The chart of Calmar ratio for NICE, currently valued at -0.26, compared to the broader market0.002.004.006.00-0.260.01
The chart of Martin ratio for NICE, currently valued at -0.50, compared to the broader market0.0010.0020.00-0.500.04
NICE
KEYS

The current NICE Sharpe Ratio is -0.36, which is lower than the KEYS Sharpe Ratio of 0.01. The chart below compares the historical Sharpe Ratios of NICE and KEYS, 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-1.00-0.500.000.501.00JulyAugustSeptemberOctoberNovemberDecember
-0.36
0.01
NICE
KEYS

Dividends

NICE vs. KEYS - Dividend Comparison

Neither NICE nor KEYS has paid dividends to shareholders.


TTM20232022202120202019201820172016201520142013
NICE
NICE Ltd.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.17%0.93%1.12%1.26%1.17%
KEYS
Keysight Technologies, 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

NICE vs. KEYS - Drawdown Comparison

The maximum NICE drawdown since its inception was -93.23%, which is greater than KEYS's maximum drawdown of -45.54%. Use the drawdown chart below to compare losses from any high point for NICE and KEYS. For additional features, visit the drawdowns tool.


-50.00%-40.00%-30.00%-20.00%JulyAugustSeptemberOctoberNovemberDecember
-44.27%
-23.12%
NICE
KEYS

Volatility

NICE vs. KEYS - Volatility Comparison

NICE Ltd. (NICE) and Keysight Technologies, Inc. (KEYS) have volatilities of 11.50% and 11.40%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%JulyAugustSeptemberOctoberNovemberDecember
11.50%
11.40%
NICE
KEYS

Financials

NICE vs. KEYS - Financials Comparison

This section allows you to compare key financial metrics between NICE Ltd. and Keysight Technologies, 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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