PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
QLYS vs. CRWD
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between QLYS and CRWD is 0.49, 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.


-0.50.00.51.00.5

Performance

QLYS vs. CRWD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Qualys, Inc. (QLYS) and CrowdStrike Holdings, Inc. (CRWD). The values are adjusted to include any dividend payments, if applicable.

-20.00%0.00%20.00%40.00%60.00%80.00%AugustSeptemberOctoberNovemberDecember2025
-2.75%
71.18%
QLYS
CRWD

Key characteristics

Sharpe Ratio

QLYS:

-0.59

CRWD:

0.77

Sortino Ratio

QLYS:

-0.74

CRWD:

1.29

Omega Ratio

QLYS:

0.90

CRWD:

1.17

Calmar Ratio

QLYS:

-0.55

CRWD:

0.83

Martin Ratio

QLYS:

-0.89

CRWD:

2.04

Ulcer Index

QLYS:

26.04%

CRWD:

18.05%

Daily Std Dev

QLYS:

39.39%

CRWD:

47.70%

Max Drawdown

QLYS:

-68.48%

CRWD:

-67.69%

Current Drawdown

QLYS:

-29.55%

CRWD:

-2.84%

Fundamentals

Market Cap

QLYS:

$5.38B

CRWD:

$92.06B

EPS

QLYS:

$4.52

CRWD:

$0.52

PE Ratio

QLYS:

32.50

CRWD:

718.75

PEG Ratio

QLYS:

2.65

CRWD:

1.69

Total Revenue (TTM)

QLYS:

$448.76M

CRWD:

$3.74B

Gross Profit (TTM)

QLYS:

$366.32M

CRWD:

$2.81B

EBITDA (TTM)

QLYS:

$152.19M

CRWD:

$297.12M

Returns By Period

In the year-to-date period, QLYS achieves a 3.44% return, which is significantly lower than CRWD's 16.05% return.


QLYS

YTD

3.44%

1M

3.87%

6M

-2.75%

1Y

-24.92%

5Y*

11.13%

10Y*

14.36%

CRWD

YTD

16.05%

1M

13.67%

6M

71.18%

1Y

31.76%

5Y*

45.62%

10Y*

N/A

*Annualized

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. CRWD — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

QLYS
The Risk-Adjusted Performance Rank of QLYS is 1717
Overall Rank
The Sharpe Ratio Rank of QLYS is 1616
Sharpe Ratio Rank
The Sortino Ratio Rank of QLYS is 1515
Sortino Ratio Rank
The Omega Ratio Rank of QLYS is 1515
Omega Ratio Rank
The Calmar Ratio Rank of QLYS is 1414
Calmar Ratio Rank
The Martin Ratio Rank of QLYS is 2626
Martin Ratio Rank

CRWD
The Risk-Adjusted Performance Rank of CRWD is 7070
Overall Rank
The Sharpe Ratio Rank of CRWD is 7373
Sharpe Ratio Rank
The Sortino Ratio Rank of CRWD is 6767
Sortino Ratio Rank
The Omega Ratio Rank of CRWD is 6767
Omega Ratio Rank
The Calmar Ratio Rank of CRWD is 7777
Calmar Ratio Rank
The Martin Ratio Rank of CRWD is 6767
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

QLYS vs. CRWD - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Qualys, Inc. (QLYS) and CrowdStrike Holdings, Inc. (CRWD). 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 -0.59, compared to the broader market-2.000.002.00-0.590.77
The chart of Sortino ratio for QLYS, currently valued at -0.74, compared to the broader market-4.00-2.000.002.004.00-0.741.29
The chart of Omega ratio for QLYS, currently valued at 0.90, compared to the broader market0.501.001.502.000.901.17
The chart of Calmar ratio for QLYS, currently valued at -0.55, compared to the broader market0.002.004.006.00-0.550.83
The chart of Martin ratio for QLYS, currently valued at -0.89, compared to the broader market0.0010.0020.00-0.892.04
QLYS
CRWD

The current QLYS Sharpe Ratio is -0.59, which is lower than the CRWD Sharpe Ratio of 0.77. The chart below compares the historical Sharpe Ratios of QLYS and CRWD, 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-1.00-0.500.000.501.001.502.00AugustSeptemberOctoberNovemberDecember2025
-0.59
0.77
QLYS
CRWD

Dividends

QLYS vs. CRWD - Dividend Comparison

Neither QLYS nor CRWD has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

QLYS vs. CRWD - Drawdown Comparison

The maximum QLYS drawdown since its inception was -68.48%, roughly equal to the maximum CRWD drawdown of -67.69%. Use the drawdown chart below to compare losses from any high point for QLYS and CRWD. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-29.55%
-2.84%
QLYS
CRWD

Volatility

QLYS vs. CRWD - Volatility Comparison

The current volatility for Qualys, Inc. (QLYS) is 6.55%, while CrowdStrike Holdings, Inc. (CRWD) has a volatility of 13.44%. This indicates that QLYS experiences smaller price fluctuations and is considered to be less risky than CRWD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%AugustSeptemberOctoberNovemberDecember2025
6.55%
13.44%
QLYS
CRWD

Financials

QLYS vs. CRWD - Financials Comparison

This section allows you to compare key financial metrics between Qualys, Inc. and CrowdStrike Holdings, 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
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


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.

Copyright © 2025 PortfoliosLab