QLYS vs. FTNT
Compare and contrast key facts about Qualys, Inc. (QLYS) and Fortinet, Inc. (FTNT).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: QLYS or FTNT.
Performance
QLYS vs. FTNT - Performance Comparison
Returns By Period
In the year-to-date period, QLYS achieves a -25.09% return, which is significantly lower than FTNT's 57.95% return. Over the past 10 years, QLYS has underperformed FTNT with an annualized return of 16.04%, while FTNT has yielded a comparatively higher 32.87% annualized return.
QLYS
-25.09%
18.42%
1.18%
-18.66%
11.30%
16.04%
FTNT
57.95%
12.68%
50.15%
75.83%
34.94%
32.87%
Fundamentals
QLYS | FTNT | |
---|---|---|
Market Cap | $5.38B | $70.86B |
EPS | $4.53 | $1.99 |
PE Ratio | 32.46 | 46.46 |
PEG Ratio | 2.73 | 1.61 |
Total Revenue (TTM) | $593.33M | $5.71B |
Gross Profit (TTM) | $483.76M | $4.55B |
EBITDA (TTM) | $199.51M | $1.77B |
Key characteristics
QLYS | FTNT | |
---|---|---|
Sharpe Ratio | -0.46 | 2.01 |
Sortino Ratio | -0.50 | 3.32 |
Omega Ratio | 0.93 | 1.43 |
Calmar Ratio | -0.43 | 2.16 |
Martin Ratio | -0.66 | 7.48 |
Ulcer Index | 27.66% | 10.44% |
Daily Std Dev | 39.24% | 38.89% |
Max Drawdown | -68.48% | -51.20% |
Current Drawdown | -28.59% | -6.76% |
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Correlation
The correlation between QLYS and FTNT 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.
Risk-Adjusted Performance
QLYS vs. FTNT - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Qualys, Inc. (QLYS) and Fortinet, Inc. (FTNT). 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.
Dividends
QLYS vs. FTNT - Dividend Comparison
Neither QLYS nor FTNT has paid dividends to shareholders.
Drawdowns
QLYS vs. FTNT - Drawdown Comparison
The maximum QLYS drawdown since its inception was -68.48%, which is greater than FTNT's maximum drawdown of -51.20%. Use the drawdown chart below to compare losses from any high point for QLYS and FTNT. For additional features, visit the drawdowns tool.
Volatility
QLYS vs. FTNT - Volatility Comparison
Qualys, Inc. (QLYS) has a higher volatility of 23.73% compared to Fortinet, Inc. (FTNT) at 13.78%. This indicates that QLYS's price experiences larger fluctuations and is considered to be riskier than FTNT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Financials
QLYS vs. FTNT - Financials Comparison
This section allows you to compare key financial metrics between Qualys, Inc. and Fortinet, 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.
Total Revenue: Total amount of money received from sales and other business activities