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PVH vs. JNPR
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Key characteristics


PVHJNPR
YTD Return-14.87%32.63%
1Y Return25.04%42.43%
3Y Return (Ann)-4.70%9.05%
5Y Return (Ann)0.92%11.79%
10Y Return (Ann)-1.39%8.71%
Sharpe Ratio0.741.81
Sortino Ratio1.096.53
Omega Ratio1.181.86
Calmar Ratio0.550.50
Martin Ratio1.3313.72
Ulcer Index20.94%3.14%
Daily Std Dev37.45%23.78%
Max Drawdown-84.98%-98.18%
Current Drawdown-37.70%-79.71%

Fundamentals


PVHJNPR
Market Cap$5.73B$12.76B
EPS$12.50$0.76
PE Ratio8.2250.70
PEG Ratio0.531.19
Total Revenue (TTM)$8.88B$5.03B
Gross Profit (TTM)$5.29B$2.95B
EBITDA (TTM)$1.15B$456.80M

Correlation

-0.50.00.51.00.3

The correlation between PVH and JNPR is 0.30, 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.

Performance

PVH vs. JNPR - Performance Comparison

In the year-to-date period, PVH achieves a -14.87% return, which is significantly lower than JNPR's 32.63% return. Over the past 10 years, PVH has underperformed JNPR with an annualized return of -1.39%, while JNPR has yielded a comparatively higher 8.71% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-20.00%-15.00%-10.00%-5.00%0.00%5.00%10.00%15.00%JuneJulyAugustSeptemberOctoberNovember
-8.89%
12.20%
PVH
JNPR

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Risk-Adjusted Performance

PVH vs. JNPR - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for PVH Corp. (PVH) and Juniper Networks, Inc. (JNPR). 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.


PVH
Sharpe ratio
The chart of Sharpe ratio for PVH, currently valued at 0.74, compared to the broader market-4.00-2.000.002.004.000.74
Sortino ratio
The chart of Sortino ratio for PVH, currently valued at 1.09, compared to the broader market-4.00-2.000.002.004.006.001.09
Omega ratio
The chart of Omega ratio for PVH, currently valued at 1.18, compared to the broader market0.501.001.502.001.18
Calmar ratio
The chart of Calmar ratio for PVH, currently valued at 0.55, compared to the broader market0.002.004.006.000.55
Martin ratio
The chart of Martin ratio for PVH, currently valued at 1.33, compared to the broader market0.0010.0020.0030.001.33
JNPR
Sharpe ratio
The chart of Sharpe ratio for JNPR, currently valued at 1.81, compared to the broader market-4.00-2.000.002.004.001.81
Sortino ratio
The chart of Sortino ratio for JNPR, currently valued at 6.53, compared to the broader market-4.00-2.000.002.004.006.006.53
Omega ratio
The chart of Omega ratio for JNPR, currently valued at 1.86, compared to the broader market0.501.001.502.001.86
Calmar ratio
The chart of Calmar ratio for JNPR, currently valued at 0.50, compared to the broader market0.002.004.006.000.50
Martin ratio
The chart of Martin ratio for JNPR, currently valued at 13.72, compared to the broader market0.0010.0020.0030.0013.72

PVH vs. JNPR - Sharpe Ratio Comparison

The current PVH Sharpe Ratio is 0.74, which is lower than the JNPR Sharpe Ratio of 1.81. The chart below compares the historical Sharpe Ratios of PVH and JNPR, 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 Ratio0.000.501.001.502.002.50JuneJulyAugustSeptemberOctoberNovember
0.74
1.81
PVH
JNPR

Dividends

PVH vs. JNPR - Dividend Comparison

PVH's dividend yield for the trailing twelve months is around 0.15%, less than JNPR's 2.29% yield.


TTM20232022202120202019201820172016201520142013
PVH
PVH Corp.
0.15%0.12%0.22%0.04%0.04%0.14%0.16%0.11%0.17%0.21%0.12%0.11%
JNPR
Juniper Networks, Inc.
2.29%2.99%2.63%2.24%3.55%3.09%2.68%1.40%1.42%1.45%0.90%0.00%

Drawdowns

PVH vs. JNPR - Drawdown Comparison

The maximum PVH drawdown since its inception was -84.98%, smaller than the maximum JNPR drawdown of -98.18%. Use the drawdown chart below to compare losses from any high point for PVH and JNPR. For additional features, visit the drawdowns tool.


-80.00%-70.00%-60.00%-50.00%-40.00%-30.00%JuneJulyAugustSeptemberOctoberNovember
-37.70%
-79.71%
PVH
JNPR

Volatility

PVH vs. JNPR - Volatility Comparison

PVH Corp. (PVH) has a higher volatility of 8.61% compared to Juniper Networks, Inc. (JNPR) at 1.41%. This indicates that PVH's price experiences larger fluctuations and is considered to be riskier than JNPR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%2.00%4.00%6.00%8.00%10.00%12.00%JuneJulyAugustSeptemberOctoberNovember
8.61%
1.41%
PVH
JNPR

Financials

PVH vs. JNPR - Financials Comparison

This section allows you to compare key financial metrics between PVH Corp. and Juniper Networks, 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