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PFG vs. CSCO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Performance

PFG vs. CSCO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Principal Financial Group, Inc. (PFG) and Cisco Systems, Inc. (CSCO). The values are adjusted to include any dividend payments, if applicable.

-10.00%0.00%10.00%20.00%30.00%JuneJulyAugustSeptemberOctoberNovember
2.62%
23.43%
PFG
CSCO

Returns By Period

In the year-to-date period, PFG achieves a 9.85% return, which is significantly lower than CSCO's 16.52% return. Over the past 10 years, PFG has underperformed CSCO with an annualized return of 8.53%, while CSCO has yielded a comparatively higher 11.26% annualized return.


PFG

YTD

9.85%

1M

-6.94%

6M

2.62%

1Y

20.14%

5Y (annualized)

13.51%

10Y (annualized)

8.53%

CSCO

YTD

16.52%

1M

0.44%

6M

23.43%

1Y

21.95%

5Y (annualized)

8.27%

10Y (annualized)

11.26%

Fundamentals


PFGCSCO
Market Cap$19.92B$228.44B
EPS-$0.74$2.33
PEG Ratio1.502.59
Total Revenue (TTM)$14.07B$52.98B
Gross Profit (TTM)$14.07B$34.39B
EBITDA (TTM)$200.90M$12.98B

Key characteristics


PFGCSCO
Sharpe Ratio0.991.30
Sortino Ratio1.401.95
Omega Ratio1.191.26
Calmar Ratio0.940.98
Martin Ratio3.543.78
Ulcer Index5.71%6.15%
Daily Std Dev20.45%17.89%
Max Drawdown-91.53%-89.26%
Current Drawdown-7.76%-3.67%

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Correlation

-0.50.00.51.00.5

The correlation between PFG and CSCO is 0.46, 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

PFG vs. CSCO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Principal Financial Group, Inc. (PFG) and Cisco Systems, Inc. (CSCO). 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 PFG, currently valued at 0.99, compared to the broader market-4.00-2.000.002.004.000.991.30
The chart of Sortino ratio for PFG, currently valued at 1.40, compared to the broader market-4.00-2.000.002.004.001.401.95
The chart of Omega ratio for PFG, currently valued at 1.19, compared to the broader market0.501.001.502.001.191.26
The chart of Calmar ratio for PFG, currently valued at 0.94, compared to the broader market0.002.004.006.000.940.98
The chart of Martin ratio for PFG, currently valued at 3.54, compared to the broader market-10.000.0010.0020.0030.003.543.78
PFG
CSCO

The current PFG Sharpe Ratio is 0.99, which is comparable to the CSCO Sharpe Ratio of 1.30. The chart below compares the historical Sharpe Ratios of PFG and CSCO, 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-0.500.000.501.001.502.00JuneJulyAugustSeptemberOctoberNovember
0.99
1.30
PFG
CSCO

Dividends

PFG vs. CSCO - Dividend Comparison

PFG's dividend yield for the trailing twelve months is around 3.31%, more than CSCO's 2.79% yield.


TTM20232022202120202019201820172016201520142013
PFG
Principal Financial Group, Inc.
3.31%3.30%3.05%3.37%4.52%3.96%4.75%2.65%2.78%3.33%2.46%1.99%
CSCO
Cisco Systems, Inc.
2.79%3.07%3.17%2.32%3.20%2.88%2.95%2.95%3.28%3.02%2.66%2.27%

Drawdowns

PFG vs. CSCO - Drawdown Comparison

The maximum PFG drawdown since its inception was -91.53%, roughly equal to the maximum CSCO drawdown of -89.26%. Use the drawdown chart below to compare losses from any high point for PFG and CSCO. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-7.76%
-3.67%
PFG
CSCO

Volatility

PFG vs. CSCO - Volatility Comparison

Principal Financial Group, Inc. (PFG) has a higher volatility of 9.34% compared to Cisco Systems, Inc. (CSCO) at 4.92%. This indicates that PFG's price experiences larger fluctuations and is considered to be riskier than CSCO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


3.00%4.00%5.00%6.00%7.00%8.00%9.00%10.00%JuneJulyAugustSeptemberOctoberNovember
9.34%
4.92%
PFG
CSCO

Financials

PFG vs. CSCO - Financials Comparison

This section allows you to compare key financial metrics between Principal Financial Group, Inc. and Cisco Systems, 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