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

Performance

PANW vs. SMCI - Performance Comparison

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

1,000.00%2,000.00%3,000.00%4,000.00%5,000.00%6,000.00%7,000.00%JuneJulyAugustSeptemberOctoberNovember
2,085.21%
1,331.98%
PANW
SMCI

Returns By Period

In the year-to-date period, PANW achieves a 31.24% return, which is significantly higher than SMCI's -34.64% return. Over the past 10 years, PANW has outperformed SMCI with an annualized return of 26.75%, while SMCI has yielded a comparatively lower 18.48% annualized return.


PANW

YTD

31.24%

1M

3.69%

6M

21.76%

1Y

59.72%

5Y (annualized)

36.35%

10Y (annualized)

26.75%

SMCI

YTD

-34.64%

1M

-61.89%

6M

-79.07%

1Y

-34.50%

5Y (annualized)

53.08%

10Y (annualized)

18.48%

Fundamentals


PANWSMCI
Market Cap$130.25B$12.71B
EPS$7.29$2.01
PE Ratio54.6010.80
PEG Ratio2.890.76
Total Revenue (TTM)$6.15B$12.82B
Gross Profit (TTM)$4.56B$1.76B
EBITDA (TTM)$866.40M$1.11B

Key characteristics


PANWSMCI
Sharpe Ratio1.16-0.33
Sortino Ratio1.490.19
Omega Ratio1.271.03
Calmar Ratio1.67-0.42
Martin Ratio3.52-0.90
Ulcer Index14.53%39.18%
Daily Std Dev43.95%106.90%
Max Drawdown-47.98%-84.84%
Current Drawdown-3.82%-84.36%

Compare stocks, funds, or ETFs

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


Correlation

-0.50.00.51.00.3

The correlation between PANW and SMCI is 0.27, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

Risk-Adjusted Performance

PANW vs. SMCI - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Palo Alto Networks, Inc. (PANW) and Super Micro Computer, Inc. (SMCI). 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-4.00-2.000.002.001.16-0.33
The chart of Sortino ratio for PANW, currently valued at 1.49, compared to the broader market-4.00-2.000.002.004.001.490.19
The chart of Omega ratio for PANW, currently valued at 1.27, compared to the broader market0.501.001.502.001.271.03
The chart of Calmar ratio for PANW, currently valued at 1.67, compared to the broader market0.002.004.006.001.67-0.42
The chart of Martin ratio for PANW, currently valued at 3.52, compared to the broader market0.0010.0020.0030.003.52-0.90
PANW
SMCI

The current PANW Sharpe Ratio is 1.16, which is higher than the SMCI Sharpe Ratio of -0.33. The chart below compares the historical Sharpe Ratios of PANW and SMCI, 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 Ratio0.001.002.003.004.005.00JuneJulyAugustSeptemberOctoberNovember
1.16
-0.33
PANW
SMCI

Dividends

PANW vs. SMCI - Dividend Comparison

Neither PANW nor SMCI has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

PANW vs. SMCI - Drawdown Comparison

The maximum PANW drawdown since its inception was -47.98%, smaller than the maximum SMCI drawdown of -84.84%. Use the drawdown chart below to compare losses from any high point for PANW and SMCI. For additional features, visit the drawdowns tool.


-80.00%-60.00%-40.00%-20.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-3.82%
-84.36%
PANW
SMCI

Volatility

PANW vs. SMCI - Volatility Comparison

The current volatility for Palo Alto Networks, Inc. (PANW) is 8.81%, while Super Micro Computer, Inc. (SMCI) has a volatility of 49.41%. This indicates that PANW experiences smaller price fluctuations and is considered to be less risky than SMCI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


10.00%20.00%30.00%40.00%50.00%JuneJulyAugustSeptemberOctoberNovember
8.81%
49.41%
PANW
SMCI

Financials

PANW vs. SMCI - Financials Comparison

This section allows you to compare key financial metrics between Palo Alto Networks, Inc. and Super Micro Computer, 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