PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
PANW vs. FTNT
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between PANW and FTNT is 0.59, 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.


-0.50.00.51.00.6

Performance

PANW vs. FTNT - Performance Comparison

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

-20.00%0.00%20.00%40.00%60.00%AugustSeptemberOctoberNovemberDecember2025
7.05%
61.13%
PANW
FTNT

Key characteristics

Sharpe Ratio

PANW:

0.17

FTNT:

1.44

Sortino Ratio

PANW:

0.49

FTNT:

2.59

Omega Ratio

PANW:

1.09

FTNT:

1.33

Calmar Ratio

PANW:

0.24

FTNT:

1.79

Martin Ratio

PANW:

0.49

FTNT:

5.27

Ulcer Index

PANW:

14.82%

FTNT:

10.52%

Daily Std Dev

PANW:

43.24%

FTNT:

38.55%

Max Drawdown

PANW:

-47.98%

FTNT:

-51.20%

Current Drawdown

PANW:

-12.73%

FTNT:

-5.02%

Fundamentals

Market Cap

PANW:

$116.26B

FTNT:

$72.22B

EPS

PANW:

$3.86

FTNT:

$2.00

PE Ratio

PANW:

45.88

FTNT:

47.12

PEG Ratio

PANW:

1.98

FTNT:

1.63

Total Revenue (TTM)

PANW:

$8.29B

FTNT:

$4.30B

Gross Profit (TTM)

PANW:

$6.15B

FTNT:

$3.45B

EBITDA (TTM)

PANW:

$1.40B

FTNT:

$1.48B

Returns By Period

In the year-to-date period, PANW achieves a -2.67% return, which is significantly lower than FTNT's -0.26% return. Over the past 10 years, PANW has underperformed FTNT with an annualized return of 23.97%, while FTNT has yielded a comparatively higher 31.28% annualized return.


PANW

YTD

-2.67%

1M

-6.17%

6M

7.05%

1Y

5.49%

5Y*

34.52%

10Y*

23.97%

FTNT

YTD

-0.26%

1M

-0.65%

6M

61.13%

1Y

54.73%

5Y*

32.11%

10Y*

31.28%

*Annualized

Compare stocks, funds, or ETFs

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


Risk-Adjusted Performance

PANW vs. FTNT — Risk-Adjusted Performance Rank

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

PANW
The Risk-Adjusted Performance Rank of PANW is 5252
Overall Rank
The Sharpe Ratio Rank of PANW is 5353
Sharpe Ratio Rank
The Sortino Ratio Rank of PANW is 4646
Sortino Ratio Rank
The Omega Ratio Rank of PANW is 5050
Omega Ratio Rank
The Calmar Ratio Rank of PANW is 5757
Calmar Ratio Rank
The Martin Ratio Rank of PANW is 5252
Martin Ratio Rank

FTNT
The Risk-Adjusted Performance Rank of FTNT is 8686
Overall Rank
The Sharpe Ratio Rank of FTNT is 8686
Sharpe Ratio Rank
The Sortino Ratio Rank of FTNT is 8888
Sortino Ratio Rank
The Omega Ratio Rank of FTNT is 8686
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.

PANW vs. FTNT - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Palo Alto Networks, Inc. (PANW) 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 PANW, currently valued at 0.17, compared to the broader market-2.000.002.004.000.171.44
The chart of Sortino ratio for PANW, currently valued at 0.49, compared to the broader market-4.00-2.000.002.004.000.492.59
The chart of Omega ratio for PANW, currently valued at 1.09, compared to the broader market0.501.001.502.001.091.33
The chart of Calmar ratio for PANW, currently valued at 0.24, compared to the broader market0.002.004.006.000.241.79
The chart of Martin ratio for PANW, currently valued at 0.49, compared to the broader market-10.000.0010.0020.0030.000.495.27
PANW
FTNT

The current PANW Sharpe Ratio is 0.17, which is lower than the FTNT Sharpe Ratio of 1.44. The chart below compares the historical Sharpe Ratios of PANW 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-1.000.001.002.003.00AugustSeptemberOctoberNovemberDecember2025
0.17
1.44
PANW
FTNT

Dividends

PANW vs. FTNT - Dividend Comparison

Neither PANW nor FTNT has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

PANW vs. FTNT - Drawdown Comparison

The maximum PANW drawdown since its inception was -47.98%, smaller than the maximum FTNT drawdown of -51.20%. Use the drawdown chart below to compare losses from any high point for PANW and FTNT. For additional features, visit the drawdowns tool.


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-12.73%
-5.02%
PANW
FTNT

Volatility

PANW vs. FTNT - Volatility Comparison

Palo Alto Networks, Inc. (PANW) has a higher volatility of 8.89% compared to Fortinet, Inc. (FTNT) at 7.47%. This indicates that PANW'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%AugustSeptemberOctoberNovemberDecember2025
8.89%
7.47%
PANW
FTNT

Financials

PANW vs. FTNT - Financials Comparison

This section allows you to compare key financial metrics between Palo Alto Networks, 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
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


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.

Copyright © 2025 PortfoliosLab