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PANW vs. CGL.TO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

PANW vs. CGL.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Palo Alto Networks, Inc. (PANW) and iShares Gold Bullion ETF (CAD-Hedged) (CGL.TO). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

PANW is traded in USD, while CGL.TO is traded in CAD. To make them comparable, the CGL.TO values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, PANW achieves a 51.80% return, which is significantly higher than CGL.TO's -5.12% return. Over the past 10 years, PANW has outperformed CGL.TO with an annualized return of 29.12%, while CGL.TO has yielded a comparatively lower 10.05% annualized return.


PANW

1D
0.03%
1M
15.15%
YTD
51.80%
6M
45.87%
1Y
42.47%
3Y*
33.77%
5Y*
35.61%
10Y*
29.12%

CGL.TO

1D
0.07%
1M
-11.35%
YTD
-5.12%
6M
-4.61%
1Y
16.70%
3Y*
25.29%
5Y*
12.44%
10Y*
10.05%
*Multi-year figures are annualized to reflect compound growth (CAGR)

PANW vs. CGL.TO - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
PANW
Palo Alto Networks, Inc.
51.80%1.23%23.41%111.32%-24.81%56.66%53.68%22.78%29.95%15.91%
CGL.TO
iShares Gold Bullion ETF (CAD-Hedged)
-5.12%67.73%15.88%13.97%-6.96%-4.54%26.41%21.59%-10.70%19.79%

Correlation

The correlation between PANW and CGL.TO is -0.00, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

-0.00

Correlation (3Y)
Calculated over the trailing 3-year period

0.02

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

0.03

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

0.03

Correlation (All Time)
Calculated using the full available price history since Jul 20, 2012

-0.00

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Return for Risk

PANW vs. CGL.TO — Risk / Return Rank

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

PANW
PANW Risk / Return Rank: 6969
Overall Rank
PANW Sharpe Ratio Rank: 7575
Sharpe Ratio Rank
PANW Sortino Ratio Rank: 6969
Sortino Ratio Rank
PANW Omega Ratio Rank: 7070
Omega Ratio Rank
PANW Calmar Ratio Rank: 6666
Calmar Ratio Rank
PANW Martin Ratio Rank: 6666
Martin Ratio Rank

CGL.TO
CGL.TO Risk / Return Rank: 2424
Overall Rank
CGL.TO Sharpe Ratio Rank: 2525
Sharpe Ratio Rank
CGL.TO Sortino Ratio Rank: 2323
Sortino Ratio Rank
CGL.TO Omega Ratio Rank: 2727
Omega Ratio Rank
CGL.TO Calmar Ratio Rank: 2222
Calmar Ratio Rank
CGL.TO Martin Ratio Rank: 2222
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.

PANW vs. CGL.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Palo Alto Networks, Inc. (PANW) and iShares Gold Bullion ETF (CAD-Hedged) (CGL.TO). 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.


PANWCGL.TODifference
Sharpe ratioReturn per unit of total volatility

+0.40

Sortino ratioReturn per unit of downside risk

+0.54

Omega ratioGain probability vs. loss probability

1.21

1.14

+0.06

Calmar ratioReturn relative to maximum drawdown

1.16

0.70

+0.46

Martin ratioReturn relative to average drawdown

2.62

2.00

+0.61

PANW vs. CGL.TO - Sharpe Ratio Comparison

The current PANW Sharpe Ratio is 1.07, which is higher than the CGL.TO Sharpe Ratio of 0.67. The chart below compares the historical Sharpe Ratios of PANW and CGL.TO, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

PANW vs. CGL.TO - Drawdown Comparison

The maximum PANW drawdown since its inception was -47.98%, smaller than the maximum CGL.TO drawdown of -62.05%. Use the drawdown chart below to compare losses from any high point for PANW and CGL.TO.


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Drawdown Indicators


PANWCGL.TODifference

Max Drawdown

Largest peak-to-trough decline

-47.98%

-62.05%

+14.07%

Max Drawdown (1Y)

Largest decline over 1 year

-36.01%

-27.17%

-8.84%

Max Drawdown (3Y)

Largest decline over 3 years

-36.01%

-27.17%

-8.84%

Max Drawdown (5Y)

Largest decline over 5 years

-36.01%

-27.17%

-8.84%

Max Drawdown (10Y)

Largest decline over 10 years

-47.98%

-27.17%

-20.81%

Current Drawdown

Current decline from peak

-6.94%

-24.91%

+17.97%

Average Drawdown

Average peak-to-trough decline

-14.68%

-32.74%

+18.06%

Ulcer Index

Depth and duration of drawdowns from previous peaks

15.87%

9.43%

+6.44%

Volatility

PANW vs. CGL.TO - Volatility Comparison

Palo Alto Networks, Inc. (PANW) has a higher volatility of 16.97% compared to iShares Gold Bullion ETF (CAD-Hedged) (CGL.TO) at 7.69%. This indicates that PANW's price experiences larger fluctuations and is considered to be riskier than CGL.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PANWCGL.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

16.97%

7.69%

+9.28%

Volatility (6M)

Calculated over the trailing 6-month period

32.33%

24.50%

+7.83%

Volatility (1Y)

Calculated over the trailing 1-year period

38.96%

28.25%

+10.71%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

41.72%

19.70%

+22.02%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

38.62%

17.92%

+20.70%

Dividends

PANW vs. CGL.TO - Dividend Comparison

Neither PANW nor CGL.TO has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


PANW and CGL.TO have a correlation of -0.00, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Portfolio Optimizer

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