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PANW vs. ESTC
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Performance

PANW vs. ESTC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Palo Alto Networks, Inc. (PANW) and Elastic N.V. (ESTC). The values are adjusted to include any dividend payments, if applicable.

0.00%100.00%200.00%300.00%400.00%500.00%JuneJulyAugustSeptemberOctoberNovember
438.22%
23.31%
PANW
ESTC

Returns By Period

In the year-to-date period, PANW achieves a 31.24% return, which is significantly higher than ESTC's -23.41% return.


PANW

YTD

31.24%

1M

3.69%

6M

21.76%

1Y

59.72%

5Y (annualized)

36.35%

10Y (annualized)

26.75%

ESTC

YTD

-23.41%

1M

5.82%

6M

-21.58%

1Y

14.88%

5Y (annualized)

2.36%

10Y (annualized)

N/A

Fundamentals


PANWESTC
Market Cap$130.25B$9.24B
EPS$7.29$0.61
PE Ratio54.60147.21
PEG Ratio2.894.91
Total Revenue (TTM)$6.15B$1.01B
Gross Profit (TTM)$4.56B$746.11M
EBITDA (TTM)$866.40M-$89.00M

Key characteristics


PANWESTC
Sharpe Ratio1.160.23
Sortino Ratio1.490.79
Omega Ratio1.271.13
Calmar Ratio1.670.22
Martin Ratio3.520.56
Ulcer Index14.53%24.22%
Daily Std Dev43.95%60.56%
Max Drawdown-47.98%-74.33%
Current Drawdown-3.82%-53.79%

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Correlation

-0.50.00.51.00.5

The correlation between PANW and ESTC is 0.53, 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.

Risk-Adjusted Performance

PANW vs. ESTC - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Palo Alto Networks, Inc. (PANW) and Elastic N.V. (ESTC). 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 PANW, currently valued at 1.16, compared to the broader market-4.00-2.000.002.001.160.23
The chart of Sortino ratio for PANW, currently valued at 1.49, compared to the broader market-4.00-2.000.002.004.001.490.79
The chart of Omega ratio for PANW, currently valued at 1.27, compared to the broader market0.501.001.502.001.271.13
The chart of Calmar ratio for PANW, currently valued at 1.67, compared to the broader market0.002.004.006.001.670.22
The chart of Martin ratio for PANW, currently valued at 3.52, compared to the broader market0.0010.0020.0030.003.520.56
PANW
ESTC

The current PANW Sharpe Ratio is 1.16, which is higher than the ESTC Sharpe Ratio of 0.23. The chart below compares the historical Sharpe Ratios of PANW and ESTC, 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 Ratio0.000.501.001.50JuneJulyAugustSeptemberOctoberNovember
1.16
0.23
PANW
ESTC

Dividends

PANW vs. ESTC - Dividend Comparison

Neither PANW nor ESTC has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

PANW vs. ESTC - Drawdown Comparison

The maximum PANW drawdown since its inception was -47.98%, smaller than the maximum ESTC drawdown of -74.33%. Use the drawdown chart below to compare losses from any high point for PANW and ESTC. For additional features, visit the drawdowns tool.


-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-3.82%
-53.79%
PANW
ESTC

Volatility

PANW vs. ESTC - Volatility Comparison

Palo Alto Networks, Inc. (PANW) and Elastic N.V. (ESTC) have volatilities of 8.81% and 8.43%, 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.


10.00%15.00%20.00%25.00%30.00%JuneJulyAugustSeptemberOctoberNovember
8.81%
8.43%
PANW
ESTC

Financials

PANW vs. ESTC - Financials Comparison

This section allows you to compare key financial metrics between Palo Alto Networks, Inc. and Elastic N.V.. 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