NTRS vs. FFIV
NTRS (Northern Trust Corporation) and FFIV (F5 Networks, Inc.) are both stocks. NTRS operates in Asset Management (Financial Services), while FFIV operates in Software - Infrastructure (Technology). Over the past 10 years, NTRS returned 12.65%/yr vs 12.87%/yr for FFIV. At a 0.36 correlation, their price movements are largely independent.
Performance
NTRS vs. FFIV - Performance Comparison
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Returns By Period
In the year-to-date period, NTRS achieves a 28.95% return, which is significantly lower than FFIV's 55.20% return. Both investments have delivered pretty close results over the past 10 years, with NTRS having a 12.65% annualized return and FFIV not far ahead at 12.87%.
NTRS
- 1D
- 2.10%
- 1M
- 7.47%
- YTD
- 28.95%
- 6M
- 27.15%
- 1Y
- 63.49%
- 3Y*
- 36.66%
- 5Y*
- 11.48%
- 10Y*
- 12.65%
FFIV
- 1D
- 0.59%
- 1M
- 10.84%
- YTD
- 55.20%
- 6M
- 50.82%
- 1Y
- 35.83%
- 3Y*
- 38.11%
- 5Y*
- 15.50%
- 10Y*
- 12.87%
NTRS vs. FFIV - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
NTRS Northern Trust Corporation | 28.95% | 36.92% | 25.63% | -1.02% | -23.82% | 31.65% | -9.29% | 30.59% | -14.68% | 14.18% |
FFIV F5 Networks, Inc. | 55.20% | 1.51% | 40.50% | 24.72% | -41.36% | 39.09% | 25.99% | -13.81% | 23.48% | -9.33% |
Correlation
The correlation between NTRS and FFIV is 0.35, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.35 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.39 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.46 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.45 |
Correlation (All Time) Calculated using the full available price history since Jun 4, 1999 | 0.36 |
The correlation between NTRS and FFIV shifts across timeframes, from 0.35 (1 year) to 0.46 (5 years), reflecting how their relationship changes across market environments.
Fundamentals
NTRS:
$9.09
FFIV:
$12.19
NTRS:
19.17
FFIV:
32.50
NTRS:
1.51
FFIV:
1.42
NTRS:
2.33
FFIV:
9.54
NTRS:
$14.30B
FFIV:
$2.41B
NTRS:
$8.09B
FFIV:
$2.63B
NTRS:
$3.21B
FFIV:
$889.95M
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Return for Risk
NTRS vs. FFIV — Risk / Return Rank
NTRS
FFIV
NTRS vs. FFIV - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Northern Trust Corporation (NTRS) 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.
| NTRS | FFIV | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.33 | ||
| Sortino ratioReturn per unit of downside risk | +1.76 | ||
| Omega ratioGain probability vs. loss probability | 1.41 | 1.21 | +0.20 |
| Calmar ratioReturn relative to maximum drawdown | 5.15 | 1.04 | +4.11 |
| Martin ratioReturn relative to average drawdown | 13.90 | 2.28 | +11.62 |
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Drawdowns
NTRS vs. FFIV - Drawdown Comparison
The maximum NTRS drawdown since its inception was -67.67%, smaller than the maximum FFIV drawdown of -97.59%. Use the drawdown chart below to compare losses from any high point for NTRS and FFIV.
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Drawdown Indicators
| NTRS | FFIV | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -67.67% | -97.59% | +29.92% |
Max Drawdown (1Y)Largest decline over 1 year | -12.39% | -34.73% | +22.34% |
Max Drawdown (3Y)Largest decline over 3 years | -25.21% | -34.73% | +9.52% |
Max Drawdown (5Y)Largest decline over 5 years | -50.03% | -47.42% | -2.61% |
Max Drawdown (10Y)Largest decline over 10 years | -50.03% | -54.59% | +4.56% |
Current DrawdownCurrent decline from peak | 0.00% | -3.17% | +3.17% |
Average DrawdownAverage peak-to-trough decline | -20.95% | -40.16% | +19.21% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.58% | 15.77% | -11.19% |
Volatility
NTRS vs. FFIV - Volatility Comparison
The current volatility for Northern Trust Corporation (NTRS) is 6.42%, while F5 Networks, Inc. (FFIV) has a volatility of 8.89%. This indicates that NTRS experiences smaller price fluctuations and is considered to be less risky than FFIV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| NTRS | FFIV | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.42% | 8.89% | -2.47% |
Volatility (6M)Calculated over the trailing 6-month period | 19.10% | 24.72% | -5.62% |
Volatility (1Y)Calculated over the trailing 1-year period | 26.51% | 33.48% | -6.97% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 29.63% | 29.97% | -0.34% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 30.40% | 29.56% | +0.84% |
Dividends
NTRS vs. FFIV - Dividend Comparison
NTRS's dividend yield for the trailing twelve months is around 1.84%, while FFIV has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FFIV F5 Networks, 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% |
NTRS Northern Trust Corporation | 1.84% | 2.27% | 2.93% | 3.56% | 3.28% | 2.34% | 3.01% | 2.45% | 2.32% | 1.60% | 1.66% | 1.96% |
Financials
NTRS vs. FFIV - Financials Comparison
This section allows you to compare key financial metrics between Northern Trust Corporation 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.
Total Revenue: Total amount of money received from sales and other business activities
Frequently Asked Questions
NTRS and FFIV have a correlation of 0.35, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
FFIV has higher volatility (8.89%) compared to NTRS (6.42%). In terms of maximum drawdown, NTRS dropped -67.67% vs FFIV's -97.59%.
NTRS currently has the higher Sharpe Ratio (2.41 vs 1.08), 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.
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