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QLYS vs. CHKP
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between QLYS and CHKP is 0.40, 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.


-0.50.00.51.00.4

Performance

QLYS vs. CHKP - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Qualys, Inc. (QLYS) and Check Point Software Technologies Ltd. (CHKP). The values are adjusted to include any dividend payments, if applicable.

200.00%400.00%600.00%800.00%1,000.00%JulyAugustSeptemberOctoberNovemberDecember
893.86%
290.47%
QLYS
CHKP

Key characteristics

Sharpe Ratio

QLYS:

-0.77

CHKP:

1.05

Sortino Ratio

QLYS:

-1.11

CHKP:

1.36

Omega Ratio

QLYS:

0.86

CHKP:

1.24

Calmar Ratio

QLYS:

-0.72

CHKP:

1.38

Martin Ratio

QLYS:

-1.07

CHKP:

3.93

Ulcer Index

QLYS:

28.23%

CHKP:

6.54%

Daily Std Dev

QLYS:

39.42%

CHKP:

24.44%

Max Drawdown

QLYS:

-68.48%

CHKP:

-89.31%

Current Drawdown

QLYS:

-31.65%

CHKP:

-10.03%

Fundamentals

Market Cap

QLYS:

$5.34B

CHKP:

$20.64B

EPS

QLYS:

$4.52

CHKP:

$7.30

PE Ratio

QLYS:

32.28

CHKP:

25.71

PEG Ratio

QLYS:

2.71

CHKP:

1.87

Total Revenue (TTM)

QLYS:

$593.33M

CHKP:

$2.52B

Gross Profit (TTM)

QLYS:

$483.76M

CHKP:

$2.19B

EBITDA (TTM)

QLYS:

$199.51M

CHKP:

$950.80M

Returns By Period

In the year-to-date period, QLYS achieves a -28.30% return, which is significantly lower than CHKP's 23.08% return. Over the past 10 years, QLYS has outperformed CHKP with an annualized return of 13.74%, while CHKP has yielded a comparatively lower 8.95% annualized return.


QLYS

YTD

-28.30%

1M

-4.28%

6M

1.09%

1Y

-30.86%

5Y*

10.59%

10Y*

13.74%

CHKP

YTD

23.08%

1M

6.35%

6M

18.38%

1Y

24.66%

5Y*

11.00%

10Y*

8.95%

Compare stocks, funds, or ETFs

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


Risk-Adjusted Performance

QLYS vs. CHKP - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Qualys, Inc. (QLYS) and Check Point Software Technologies Ltd. (CHKP). 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 QLYS, currently valued at -0.77, compared to the broader market-4.00-2.000.002.00-0.771.05
The chart of Sortino ratio for QLYS, currently valued at -1.11, compared to the broader market-4.00-2.000.002.004.00-1.111.36
The chart of Omega ratio for QLYS, currently valued at 0.86, compared to the broader market0.501.001.502.000.861.24
The chart of Calmar ratio for QLYS, currently valued at -0.72, compared to the broader market0.002.004.006.00-0.721.38
The chart of Martin ratio for QLYS, currently valued at -1.07, compared to the broader market-5.000.005.0010.0015.0020.0025.00-1.073.93
QLYS
CHKP

The current QLYS Sharpe Ratio is -0.77, which is lower than the CHKP Sharpe Ratio of 1.05. The chart below compares the historical Sharpe Ratios of QLYS and CHKP, 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-1.000.001.002.003.00JulyAugustSeptemberOctoberNovemberDecember
-0.77
1.05
QLYS
CHKP

Dividends

QLYS vs. CHKP - Dividend Comparison

Neither QLYS nor CHKP has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

QLYS vs. CHKP - Drawdown Comparison

The maximum QLYS drawdown since its inception was -68.48%, smaller than the maximum CHKP drawdown of -89.31%. Use the drawdown chart below to compare losses from any high point for QLYS and CHKP. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-31.65%
-10.03%
QLYS
CHKP

Volatility

QLYS vs. CHKP - Volatility Comparison

Qualys, Inc. (QLYS) and Check Point Software Technologies Ltd. (CHKP) have volatilities of 6.84% and 7.17%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%JulyAugustSeptemberOctoberNovemberDecember
6.84%
7.17%
QLYS
CHKP

Financials

QLYS vs. CHKP - Financials Comparison

This section allows you to compare key financial metrics between Qualys, Inc. and Check Point Software Technologies Ltd.. 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
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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