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

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.

1,000.00%1,200.00%1,400.00%1,600.00%1,800.00%2,000.00%2,200.00%JuneJulyAugustSeptemberOctoberNovember
2,085.21%
1,906.82%
PANW
FTNT

Returns By Period

In the year-to-date period, PANW achieves a 31.24% return, which is significantly lower than FTNT's 60.94% return. Over the past 10 years, PANW has underperformed FTNT with an annualized return of 26.75%, while FTNT has yielded a comparatively higher 33.20% annualized return.


PANW

YTD

31.24%

1M

3.69%

6M

21.76%

1Y

59.72%

5Y (annualized)

36.35%

10Y (annualized)

26.75%

FTNT

YTD

60.94%

1M

14.71%

6M

53.35%

1Y

86.83%

5Y (annualized)

35.98%

10Y (annualized)

33.20%

Fundamentals


PANWFTNT
Market Cap$130.25B$75.99B
EPS$7.29$1.99
PE Ratio54.6049.82
PEG Ratio2.892.00
Total Revenue (TTM)$6.15B$5.71B
Gross Profit (TTM)$4.56B$4.55B
EBITDA (TTM)$866.40M$1.74B

Key characteristics


PANWFTNT
Sharpe Ratio1.162.18
Sortino Ratio1.493.53
Omega Ratio1.271.46
Calmar Ratio1.672.27
Martin Ratio3.528.12
Ulcer Index14.53%10.41%
Daily Std Dev43.95%38.80%
Max Drawdown-47.98%-51.20%
Current Drawdown-3.82%-4.99%

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Correlation

-0.50.00.51.00.6

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.

Risk-Adjusted Performance

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 1.16, compared to the broader market-4.00-2.000.002.001.162.18
The chart of Sortino ratio for PANW, currently valued at 1.49, compared to the broader market-4.00-2.000.002.004.001.493.53
The chart of Omega ratio for PANW, currently valued at 1.27, compared to the broader market0.501.001.502.001.271.46
The chart of Calmar ratio for PANW, currently valued at 1.67, compared to the broader market0.002.004.006.001.672.27
The chart of Martin ratio for PANW, currently valued at 3.52, compared to the broader market0.0010.0020.0030.003.528.12
PANW
FTNT

The current PANW Sharpe Ratio is 1.16, which is lower than the FTNT Sharpe Ratio of 2.18. 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-1.00-0.500.000.501.001.502.002.50JuneJulyAugustSeptemberOctoberNovember
1.16
2.18
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%JuneJulyAugustSeptemberOctoberNovember
-3.82%
-4.99%
PANW
FTNT

Volatility

PANW vs. FTNT - Volatility Comparison

The current volatility for Palo Alto Networks, Inc. (PANW) is 8.81%, while Fortinet, Inc. (FTNT) has a volatility of 13.23%. This indicates that PANW experiences smaller price fluctuations and is considered to be less risky 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%JuneJulyAugustSeptemberOctoberNovember
8.81%
13.23%
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