QLYS vs. CHKP
QLYS (Qualys, Inc.) and CHKP (Check Point Software Technologies Ltd.) are both stocks. Both operate in the Software - Infrastructure industry within the Technology sector. Over the past 10 years, QLYS returned 14.09%/yr vs 4.71%/yr for CHKP. At a 0.41 correlation, their price movements are largely independent.
Performance
QLYS vs. CHKP - Performance Comparison
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Returns By Period
In the year-to-date period, QLYS achieves a -15.48% return, which is significantly higher than CHKP's -33.23% return. Over the past 10 years, QLYS has outperformed CHKP with an annualized return of 14.09%, while CHKP has yielded a comparatively lower 4.71% annualized return.
QLYS
- 1D
- 3.52%
- 1M
- 9.73%
- YTD
- -15.48%
- 6M
- -19.23%
- 1Y
- -19.98%
- 3Y*
- -3.38%
- 5Y*
- 2.00%
- 10Y*
- 14.09%
CHKP
- 1D
- 2.98%
- 1M
- -7.29%
- YTD
- -33.23%
- 6M
- -34.60%
- 1Y
- -44.54%
- 3Y*
- -0.58%
- 5Y*
- 1.22%
- 10Y*
- 4.71%
QLYS vs. CHKP - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
QLYS Qualys, Inc. | -15.48% | -5.22% | -28.56% | 74.89% | -18.21% | 12.60% | 46.18% | 11.55% | 25.93% | 87.52% |
CHKP Check Point Software Technologies Ltd. | -33.23% | -0.61% | 22.19% | 21.11% | 8.24% | -12.30% | 19.78% | 8.10% | -0.94% | 22.69% |
Correlation
The correlation between QLYS and CHKP is 0.52, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.52 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.43 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.46 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.45 |
Correlation (All Time) Calculated using the full available price history since Sep 28, 2012 | 0.41 |
The correlation between QLYS and CHKP shifts across timeframes, from 0.41 (all time) to 0.52 (1 year), reflecting how their relationship changes across market environments.
Fundamentals
QLYS:
$4.01B
CHKP:
$13.14B
QLYS:
$5.57
CHKP:
$9.74
QLYS:
20.16
CHKP:
12.72
QLYS:
0.61
CHKP:
0.98
QLYS:
5.93
CHKP:
4.88
QLYS:
7.03
CHKP:
4.67
QLYS:
$684.86M
CHKP:
$2.76B
QLYS:
$569.03M
CHKP:
$2.34B
QLYS:
$252.31M
CHKP:
$965.90M
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Return for Risk
QLYS vs. CHKP — Risk / Return Rank
QLYS
CHKP
QLYS vs. CHKP - Risk-Adjusted Trends 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| QLYS | CHKP | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.73 | ||
| Sortino ratioReturn per unit of downside risk | +1.18 | ||
| Omega ratioGain probability vs. loss probability | 0.95 | 0.77 | +0.18 |
| Calmar ratioReturn relative to maximum drawdown | -0.40 | -0.87 | +0.47 |
| Martin ratioReturn relative to average drawdown | -0.81 | -1.63 | +0.82 |
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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.
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Drawdown Indicators
| QLYS | CHKP | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -68.48% | -89.31% | +20.83% |
Max Drawdown (1Y)Largest decline over 1 year | -50.46% | -51.36% | +0.90% |
Max Drawdown (3Y)Largest decline over 3 years | -62.99% | -51.83% | -11.16% |
Max Drawdown (5Y)Largest decline over 5 years | -62.99% | -51.83% | -11.16% |
Max Drawdown (10Y)Largest decline over 10 years | -62.99% | -51.83% | -11.16% |
Current DrawdownCurrent decline from peak | -45.44% | -46.94% | +1.50% |
Average DrawdownAverage peak-to-trough decline | -20.93% | -41.58% | +20.65% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 24.68% | 27.41% | -2.73% |
Volatility
QLYS vs. CHKP - Volatility Comparison
Qualys, Inc. (QLYS) has a higher volatility of 12.30% compared to Check Point Software Technologies Ltd. (CHKP) at 9.47%. This indicates that QLYS's price experiences larger fluctuations and is considered to be riskier than CHKP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| QLYS | CHKP | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 12.30% | 9.47% | +2.83% |
Volatility (6M)Calculated over the trailing 6-month period | 36.52% | 32.49% | +4.03% |
Volatility (1Y)Calculated over the trailing 1-year period | 45.62% | 38.22% | +7.40% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 39.93% | 27.72% | +12.21% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 39.07% | 26.06% | +13.01% |
Dividends
QLYS vs. CHKP - Dividend Comparison
Neither QLYS nor CHKP has paid dividends to shareholders.
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.
Total Revenue: Total amount of money received from sales and other business activities
QLYS vs. CHKP - Profitability Comparison
QLYS - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Qualys, Inc. reported a gross profit of 145.65M and revenue of 175.64M. Therefore, the gross margin over that period was 82.9%.
CHKP - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Check Point Software Technologies Ltd. reported a gross profit of 568.30M and revenue of 668.40M. Therefore, the gross margin over that period was 85.0%.
QLYS - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Qualys, Inc. reported an operating income of 60.89M and revenue of 175.64M, resulting in an operating margin of 34.7%.
CHKP - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Check Point Software Technologies Ltd. reported an operating income of 185.10M and revenue of 668.40M, resulting in an operating margin of 27.7%.
QLYS - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Qualys, Inc. reported a net income of 50.64M and revenue of 175.64M, resulting in a net margin of 28.8%.
CHKP - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Check Point Software Technologies Ltd. reported a net income of 191.60M and revenue of 668.40M, resulting in a net margin of 28.7%.
Frequently Asked Questions
QLYS and CHKP have a correlation of 0.52, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
QLYS has higher volatility (12.30%) compared to CHKP (9.47%). In terms of maximum drawdown, QLYS dropped -68.48% vs CHKP's -89.31%.
QLYS currently has the higher Sharpe Ratio (-0.44 vs -1.17), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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