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

Correlation

The correlation between NTCT and FTNT is 0.40, 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

NTCT vs. FTNT - Performance Comparison

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

-10.00%0.00%10.00%20.00%30.00%40.00%50.00%SeptemberOctoberNovemberDecember2025February
16.92%
51.50%
NTCT
FTNT

Key characteristics

Sharpe Ratio

NTCT:

0.45

FTNT:

1.61

Sortino Ratio

NTCT:

0.95

FTNT:

2.84

Omega Ratio

NTCT:

1.12

FTNT:

1.37

Calmar Ratio

NTCT:

0.27

FTNT:

1.97

Martin Ratio

NTCT:

1.17

FTNT:

5.82

Ulcer Index

NTCT:

14.32%

FTNT:

10.51%

Daily Std Dev

NTCT:

36.91%

FTNT:

38.06%

Max Drawdown

NTCT:

-92.88%

FTNT:

-51.20%

Current Drawdown

NTCT:

-48.91%

FTNT:

0.00%

Fundamentals

Market Cap

NTCT:

$1.74B

FTNT:

$87.57B

EPS

NTCT:

-$5.85

FTNT:

$2.26

PEG Ratio

NTCT:

1.57

FTNT:

3.21

Total Revenue (TTM)

NTCT:

$821.14M

FTNT:

$5.96B

Gross Profit (TTM)

NTCT:

$610.06M

FTNT:

$4.80B

EBITDA (TTM)

NTCT:

-$334.26M

FTNT:

$2.05B

Returns By Period

In the year-to-date period, NTCT achieves a 11.63% return, which is significantly lower than FTNT's 20.94% return. Over the past 10 years, NTCT has underperformed FTNT with an annualized return of -4.71%, while FTNT has yielded a comparatively higher 32.77% annualized return.


NTCT

YTD

11.63%

1M

9.16%

6M

19.82%

1Y

8.63%

5Y*

-3.84%

10Y*

-4.71%

FTNT

YTD

20.94%

1M

21.26%

6M

51.20%

1Y

66.85%

5Y*

37.26%

10Y*

32.77%

*Annualized

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Risk-Adjusted Performance

NTCT vs. FTNT — Risk-Adjusted Performance Rank

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

NTCT
The Risk-Adjusted Performance Rank of NTCT is 5858
Overall Rank
The Sharpe Ratio Rank of NTCT is 6161
Sharpe Ratio Rank
The Sortino Ratio Rank of NTCT is 5656
Sortino Ratio Rank
The Omega Ratio Rank of NTCT is 5454
Omega Ratio Rank
The Calmar Ratio Rank of NTCT is 5858
Calmar Ratio Rank
The Martin Ratio Rank of NTCT is 5959
Martin Ratio Rank

FTNT
The Risk-Adjusted Performance Rank of FTNT is 8787
Overall Rank
The Sharpe Ratio Rank of FTNT is 8888
Sharpe Ratio Rank
The Sortino Ratio Rank of FTNT is 8989
Sortino Ratio Rank
The Omega Ratio Rank of FTNT is 8888
Omega Ratio Rank
The Calmar Ratio Rank of FTNT is 8989
Calmar Ratio Rank
The Martin Ratio Rank of FTNT is 8282
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.

NTCT vs. FTNT - Risk-Adjusted Performance Comparison

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


Sharpe ratio
The chart of Sharpe ratio for NTCT, currently valued at 0.45, compared to the broader market-2.000.002.004.000.451.61
The chart of Sortino ratio for NTCT, currently valued at 0.95, compared to the broader market-6.00-4.00-2.000.002.004.006.000.952.84
The chart of Omega ratio for NTCT, currently valued at 1.12, compared to the broader market0.501.001.502.001.121.37
The chart of Calmar ratio for NTCT, currently valued at 0.27, compared to the broader market0.002.004.006.000.271.97
The chart of Martin ratio for NTCT, currently valued at 1.17, compared to the broader market0.0010.0020.0030.001.175.82
NTCT
FTNT

The current NTCT Sharpe Ratio is 0.45, which is lower than the FTNT Sharpe Ratio of 1.61. The chart below compares the historical Sharpe Ratios of NTCT 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 Ratio-1.00-0.500.000.501.001.502.002.50SeptemberOctoberNovemberDecember2025February
0.45
1.61
NTCT
FTNT

Dividends

NTCT vs. FTNT - Dividend Comparison

Neither NTCT nor FTNT has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

NTCT vs. FTNT - Drawdown Comparison

The maximum NTCT drawdown since its inception was -92.88%, which is greater than FTNT's maximum drawdown of -51.20%. Use the drawdown chart below to compare losses from any high point for NTCT and FTNT. For additional features, visit the drawdowns tool.


-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%SeptemberOctoberNovemberDecember2025February
-48.91%
0
NTCT
FTNT

Volatility

NTCT vs. FTNT - Volatility Comparison

NetScout Systems, Inc. (NTCT) has a higher volatility of 14.52% compared to Fortinet, Inc. (FTNT) at 6.39%. This indicates that NTCT'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%SeptemberOctoberNovemberDecember2025February
14.52%
6.39%
NTCT
FTNT

Financials

NTCT vs. FTNT - Financials Comparison

This section allows you to compare key financial metrics between NetScout Systems, 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
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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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