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

Correlation

The correlation between QLYS and FTNT is 0.47, 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.


Performance

QLYS vs. FTNT - Performance Comparison

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

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Key characteristics

Sharpe Ratio

QLYS:

-0.15

FTNT:

1.61

Sortino Ratio

QLYS:

-0.03

FTNT:

2.70

Omega Ratio

QLYS:

1.00

FTNT:

1.37

Calmar Ratio

QLYS:

-0.17

FTNT:

2.17

Martin Ratio

QLYS:

-0.54

FTNT:

9.06

Ulcer Index

QLYS:

14.23%

FTNT:

7.44%

Daily Std Dev

QLYS:

39.23%

FTNT:

42.35%

Max Drawdown

QLYS:

-68.48%

FTNT:

-51.20%

Current Drawdown

QLYS:

-34.03%

FTNT:

-10.24%

Fundamentals

Market Cap

QLYS:

$5.02B

FTNT:

$80.21B

EPS

QLYS:

$4.89

FTNT:

$2.43

PE Ratio

QLYS:

28.24

FTNT:

43.12

PEG Ratio

QLYS:

4.38

FTNT:

2.93

PS Ratio

QLYS:

8.07

FTNT:

13.06

PB Ratio

QLYS:

10.07

FTNT:

40.86

Total Revenue (TTM)

QLYS:

$622.04M

FTNT:

$6.14B

Gross Profit (TTM)

QLYS:

$508.84M

FTNT:

$5.00B

EBITDA (TTM)

QLYS:

$211.64M

FTNT:

$2.34B

Returns By Period

In the year-to-date period, QLYS achieves a -3.13% return, which is significantly lower than FTNT's 8.85% return. Over the past 10 years, QLYS has underperformed FTNT with an annualized return of 13.19%, while FTNT has yielded a comparatively higher 29.33% annualized return.


QLYS

YTD

-3.13%

1M

15.87%

6M

-7.62%

1Y

-6.01%

3Y*

4.11%

5Y*

3.93%

10Y*

13.19%

FTNT

YTD

8.85%

1M

10.91%

6M

11.24%

1Y

67.74%

3Y*

21.70%

5Y*

29.23%

10Y*

29.33%

*Annualized

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Qualys, Inc.

Fortinet, Inc.

Risk-Adjusted Performance

QLYS vs. FTNT — 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 3838
Overall Rank
The Sharpe Ratio Rank of QLYS is 4343
Sharpe Ratio Rank
The Sortino Ratio Rank of QLYS is 3535
Sortino Ratio Rank
The Omega Ratio Rank of QLYS is 3535
Omega Ratio Rank
The Calmar Ratio Rank of QLYS is 3939
Calmar Ratio Rank
The Martin Ratio Rank of QLYS is 3939
Martin Ratio Rank

FTNT
The Risk-Adjusted Performance Rank of FTNT is 9393
Overall Rank
The Sharpe Ratio Rank of FTNT is 9292
Sharpe Ratio Rank
The Sortino Ratio Rank of FTNT is 9393
Sortino Ratio Rank
The Omega Ratio Rank of FTNT is 9292
Omega Ratio Rank
The Calmar Ratio Rank of FTNT is 9494
Calmar Ratio Rank
The Martin Ratio Rank of FTNT is 9494
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. 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.


The current QLYS Sharpe Ratio is -0.15, which is lower than the FTNT Sharpe Ratio of 1.61. The chart below compares the historical Sharpe Ratios of QLYS and FTNT, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Dividends

QLYS vs. FTNT - Dividend Comparison

Neither QLYS nor FTNT has paid dividends to shareholders.


Tickers have no history of dividend payments

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.


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Volatility

QLYS vs. FTNT - Volatility Comparison

The current volatility for Qualys, Inc. (QLYS) is 7.28%, while Fortinet, Inc. (FTNT) has a volatility of 12.63%. This indicates that QLYS experiences smaller price fluctuations and is considered to be less risky than FTNT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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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.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


0.00500.00M1.00B1.50B20212022202320242025
159.90M
1.54B
(QLYS) Total Revenue
(FTNT) Total Revenue
Values in USD except per share items

QLYS vs. FTNT - Profitability Comparison

The chart below illustrates the profitability comparison between Qualys, Inc. and Fortinet, Inc. over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

74.0%76.0%78.0%80.0%82.0%20212022202320242025
81.9%
81.0%
(QLYS) Gross Margin
(FTNT) Gross Margin
QLYS - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, Qualys, Inc. reported a gross profit of 130.97M and revenue of 159.90M. Therefore, the gross margin over that period was 81.9%.

FTNT - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, Fortinet, Inc. reported a gross profit of 1.25B and revenue of 1.54B. Therefore, the gross margin over that period was 81.0%.

QLYS - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, Qualys, Inc. reported an operating income of 51.76M and revenue of 159.90M, resulting in an operating margin of 32.4%.

FTNT - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, Fortinet, Inc. reported an operating income of 453.80M and revenue of 1.54B, resulting in an operating margin of 29.5%.

QLYS - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, Qualys, Inc. reported a net income of 47.53M and revenue of 159.90M, resulting in a net margin of 29.7%.

FTNT - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, Fortinet, Inc. reported a net income of 433.40M and revenue of 1.54B, resulting in a net margin of 28.2%.