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PANW vs. SNOW
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


PANWSNOW
YTD Return-4.28%-20.59%
1Y Return47.97%17.08%
3Y Return (Ann)38.42%-12.42%
Sharpe Ratio0.980.30
Daily Std Dev47.52%51.83%
Max Drawdown-47.98%-71.81%
Current Drawdown-25.11%-60.68%

Fundamentals


PANWSNOW
Market Cap$92.66B$52.29B
EPS$6.46-$2.54
PEG Ratio1.382.88
Revenue (TTM)$7.53B$2.81B
Gross Profit (TTM)$3.78B$1.35B
EBITDA (TTM)$972.80M-$962.16M

Correlation

0.53
-1.001.00

The correlation between PANW and SNOW 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.

Performance

PANW vs. SNOW - Performance Comparison

In the year-to-date period, PANW achieves a -4.28% return, which is significantly higher than SNOW's -20.59% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


0.00%100.00%200.00%300.00%400.00%OctoberNovemberDecember2024FebruaryMarch
243.01%
-37.77%
PANW
SNOW

Compare stocks, funds, or ETFs


Palo Alto Networks, Inc.

Snowflake Inc.

Risk-Adjusted Performance

PANW vs. SNOW - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Palo Alto Networks, Inc. (PANW) and Snowflake Inc. (SNOW). 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 ratioSortino ratioOmega ratioCalmar ratioUlcer Index
PANW
Palo Alto Networks, Inc.
0.98
SNOW
Snowflake Inc.
0.33

PANW vs. SNOW - Sharpe Ratio Comparison

The current PANW Sharpe Ratio is 0.98, which is higher than the SNOW Sharpe Ratio of 0.33. The chart below compares the 12-month rolling Sharpe Ratio of PANW and SNOW.


Rolling 12-month Sharpe Ratio0.001.002.003.004.00OctoberNovemberDecember2024FebruaryMarch
0.98
0.33
PANW
SNOW

Dividends

PANW vs. SNOW - Dividend Comparison

Neither PANW nor SNOW has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

PANW vs. SNOW - Drawdown Comparison

The maximum PANW drawdown since its inception was -47.98%, smaller than the maximum SNOW drawdown of -71.81%. The drawdown chart below compares losses from any high point along the way for PANW and SNOW


-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%OctoberNovemberDecember2024FebruaryMarch
-25.11%
-60.68%
PANW
SNOW

Volatility

PANW vs. SNOW - Volatility Comparison

The current volatility for Palo Alto Networks, Inc. (PANW) is 8.26%, while Snowflake Inc. (SNOW) has a volatility of 21.25%. This indicates that PANW experiences smaller price fluctuations and is considered to be less risky than SNOW based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%25.00%30.00%35.00%40.00%OctoberNovemberDecember2024FebruaryMarch
8.26%
21.25%
PANW
SNOW