PANW vs. FTNT
Compare and contrast key facts about Palo Alto Networks, Inc. (PANW) and Fortinet, Inc. (FTNT).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: PANW or FTNT.
Key characteristics
| PANW | FTNT | |
|---|---|---|
| YTD Return | 68.01% | 20.02% |
| 1Y Return | 41.59% | 18.23% |
| 5Y Return (Ann) | 25.62% | 26.08% |
| 10Y Return (Ann) | 31.68% | 30.32% |
| Sharpe Ratio | 1.00 | 0.39 |
| Daily Std Dev | 40.60% | 44.44% |
| Max Drawdown | -47.98% | -51.20% |
Fundamentals
| PANW | FTNT | |
|---|---|---|
| Market Cap | $72.35B | $46.08B |
| EPS | $1.32 | $1.35 |
| PE Ratio | 177.61 | 43.47 |
| PEG Ratio | 1.59 | 1.99 |
| Revenue (TTM) | $6.89B | $4.99B |
| Gross Profit (TTM) | $3.78B | $3.33B |
| EBITDA (TTM) | $590.00M | $1.28B |
Correlation
The correlation between PANW and FTNT is 0.60, 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.
PANW vs. FTNT - Performance Comparison
In the year-to-date period, PANW achieves a 68.01% return, which is significantly higher than FTNT's 20.02% return. Both investments have delivered pretty close results over the past 10 years, with PANW having a 31.68% annualized return and FTNT not far behind at 30.32%. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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PANW vs. FTNT - Dividend Comparison
Neither PANW nor FTNT has paid dividends to shareholders.
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 | Sortino ratio | Omega ratio | Calmar ratio | Ulcer Index | |
|---|---|---|---|---|---|
PANW Palo Alto Networks, Inc. | 1.00 | ||||
FTNT Fortinet, Inc. | 0.39 |
PANW vs. FTNT - Drawdown Comparison
The maximum PANW drawdown for the period was -19.51%, higher than the maximum FTNT drawdown of -29.29%. The drawdown chart below compares losses from any high point along the way for PANW and FTNT
PANW vs. FTNT - Volatility Comparison
Palo Alto Networks, Inc. (PANW) and Fortinet, Inc. (FTNT) have volatilities of 6.78% and 6.75%, 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.