PortfoliosLab logoPortfoliosLab logo
NTCT vs. FFIV
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

NTCT vs. FFIV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in NetScout Systems, Inc. (NTCT) and F5 Networks, Inc. (FFIV). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, NTCT achieves a 49.11% return, which is significantly lower than FFIV's 53.28% return. Over the past 10 years, NTCT has underperformed FFIV with an annualized return of 5.67%, while FFIV has yielded a comparatively higher 13.18% annualized return.


NTCT

1D
1.71%
1M
-1.61%
YTD
49.11%
6M
44.83%
1Y
71.05%
3Y*
11.18%
5Y*
7.08%
10Y*
5.67%

FFIV

1D
1.50%
1M
-0.60%
YTD
53.28%
6M
50.26%
1Y
36.27%
3Y*
39.40%
5Y*
16.26%
10Y*
13.18%
*Multi-year figures are annualized to reflect compound growth (CAGR)

NTCT vs. FFIV - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
NTCT
NetScout Systems, Inc.
49.11%24.93%-1.32%-32.48%-1.72%20.64%13.92%1.86%-22.40%-3.33%
FFIV
F5 Networks, Inc.
53.28%1.51%40.50%24.72%-41.36%39.09%25.99%-13.81%23.48%-9.33%

Correlation

The correlation between NTCT and FFIV 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

0.47

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

0.52

Correlation (10Y)
Calculated over the trailing 10-year period

0.52

Correlation (All Time)
Calculated using the full available price history since Aug 12, 1999

0.37

The correlation between NTCT and FFIV shifts across timeframes, from 0.37 (all time) to 0.52 (10 years), reflecting how their relationship changes across market environments.

Fundamentals

EPS

NTCT:

$1.78

FFIV:

$12.19

PE Ratio

NTCT:

22.72

FFIV:

32.09

PEG Ratio

NTCT:

0.60

FFIV:

1.40

PS Ratio

NTCT:

2.53

FFIV:

9.42

Total Revenue (TTM)

NTCT:

$859.48M

FFIV:

$2.41B

Gross Profit (TTM)

NTCT:

$682.49M

FFIV:

$2.63B

EBITDA (TTM)

NTCT:

$83.36M

FFIV:

$889.95M

Compare stocks, funds, or ETFs

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


Return for Risk

NTCT vs. FFIV — Risk / Return Rank

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

NTCT
NTCT Risk / Return Rank: 8989
Overall Rank
NTCT Sharpe Ratio Rank: 9191
Sharpe Ratio Rank
NTCT Sortino Ratio Rank: 8989
Sortino Ratio Rank
NTCT Omega Ratio Rank: 8787
Omega Ratio Rank
NTCT Calmar Ratio Rank: 8989
Calmar Ratio Rank
NTCT Martin Ratio Rank: 9191
Martin Ratio Rank

FFIV
FFIV Risk / Return Rank: 6868
Overall Rank
FFIV Sharpe Ratio Rank: 7474
Sharpe Ratio Rank
FFIV Sortino Ratio Rank: 6868
Sortino Ratio Rank
FFIV Omega Ratio Rank: 7070
Omega Ratio Rank
FFIV Calmar Ratio Rank: 6464
Calmar Ratio Rank
FFIV Martin Ratio Rank: 6464
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.

NTCT vs. FFIV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for NetScout Systems, Inc. (NTCT) and F5 Networks, Inc. (FFIV). 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.


NTCTFFIVDifference
Sharpe ratioReturn per unit of total volatility

+1.20

Sortino ratioReturn per unit of downside risk

+1.38

Omega ratioGain probability vs. loss probability

1.37

1.21

+0.16

Calmar ratioReturn relative to maximum drawdown

4.11

1.05

+3.06

Martin ratioReturn relative to average drawdown

12.22

2.30

+9.92

NTCT vs. FFIV - Sharpe Ratio Comparison

The current NTCT Sharpe Ratio is 2.28, which is higher than the FFIV Sharpe Ratio of 1.09. The chart below compares the historical Sharpe Ratios of NTCT and FFIV, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Drawdowns

NTCT vs. FFIV - Drawdown Comparison

The maximum NTCT drawdown since its inception was -92.88%, roughly equal to the maximum FFIV drawdown of -97.59%. Use the drawdown chart below to compare losses from any high point for NTCT and FFIV.


Loading charts...

Drawdown Indicators


NTCTFFIVDifference

Max Drawdown

Largest peak-to-trough decline

-92.88%

-97.59%

+4.71%

Max Drawdown (1Y)

Largest decline over 1 year

-17.38%

-34.73%

+17.35%

Max Drawdown (3Y)

Largest decline over 3 years

-43.27%

-34.73%

-8.54%

Max Drawdown (5Y)

Largest decline over 5 years

-53.43%

-47.42%

-6.01%

Max Drawdown (10Y)

Largest decline over 10 years

-53.98%

-54.59%

+0.61%

Current Drawdown

Current decline from peak

-14.75%

-4.37%

-10.38%

Average Drawdown

Average peak-to-trough decline

-52.44%

-40.14%

-12.30%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.83%

15.78%

-9.95%

Volatility

NTCT vs. FFIV - Volatility Comparison

NetScout Systems, Inc. (NTCT) has a higher volatility of 10.53% compared to F5 Networks, Inc. (FFIV) at 7.99%. This indicates that NTCT's price experiences larger fluctuations and is considered to be riskier than FFIV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


NTCTFFIVDifference

Volatility (1M)

Calculated over the trailing 1-month period

10.53%

7.99%

+2.54%

Volatility (6M)

Calculated over the trailing 6-month period

22.89%

24.66%

-1.77%

Volatility (1Y)

Calculated over the trailing 1-year period

31.32%

33.56%

-2.24%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

33.04%

29.99%

+3.05%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

33.98%

29.58%

+4.40%

Dividends

NTCT vs. FFIV - Dividend Comparison

Neither NTCT nor FFIV has paid dividends to shareholders.


Tickers have no history of dividend payments

Financials

NTCT vs. FFIV - Financials Comparison

This section allows you to compare key financial metrics between NetScout Systems, Inc. and F5 Networks, 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


0.00200.00M400.00M600.00M800.00M20222023202420252026
203.04M
0
(NTCT) Total Revenue
(FFIV) Total Revenue
Values in USD except per share items

Frequently Asked Questions


NTCT and FFIV 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.

NTCT has higher volatility (10.53%) compared to FFIV (7.99%). In terms of maximum drawdown, NTCT dropped -92.88% vs FFIV's -97.59%.

NTCT currently has the higher Sharpe Ratio (2.28 vs 1.09), 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 NTCT and FFIV

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer