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

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.

-20.00%0.00%20.00%40.00%60.00%JuneJulyAugustSeptemberOctoberNovember
1.18%
50.15%
QLYS
FTNT

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

YTD

-25.09%

1M

18.42%

6M

1.18%

1Y

-18.66%

5Y (annualized)

11.30%

10Y (annualized)

16.04%

FTNT

YTD

57.95%

1M

12.68%

6M

50.15%

1Y

75.83%

5Y (annualized)

34.94%

10Y (annualized)

32.87%

Fundamentals


QLYSFTNT
Market Cap$5.38B$70.86B
EPS$4.53$1.99
PE Ratio32.4646.46
PEG Ratio2.731.61
Total Revenue (TTM)$593.33M$5.71B
Gross Profit (TTM)$483.76M$4.55B
EBITDA (TTM)$199.51M$1.77B

Key characteristics


QLYSFTNT
Sharpe Ratio-0.462.01
Sortino Ratio-0.503.32
Omega Ratio0.931.43
Calmar Ratio-0.432.16
Martin Ratio-0.667.48
Ulcer Index27.66%10.44%
Daily Std Dev39.24%38.89%
Max Drawdown-68.48%-51.20%
Current Drawdown-28.59%-6.76%

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Correlation

-0.50.00.51.00.5

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.


Sharpe ratio
The chart of Sharpe ratio for QLYS, currently valued at -0.46, compared to the broader market-4.00-2.000.002.004.00-0.462.01
The chart of Sortino ratio for QLYS, currently valued at -0.50, compared to the broader market-4.00-2.000.002.004.00-0.503.32
The chart of Omega ratio for QLYS, currently valued at 0.93, compared to the broader market0.501.001.502.000.931.43
The chart of Calmar ratio for QLYS, currently valued at -0.43, compared to the broader market0.002.004.006.00-0.432.16
The chart of Martin ratio for QLYS, currently valued at -0.66, compared to the broader market-10.000.0010.0020.0030.00-0.667.48
QLYS
FTNT

The current QLYS Sharpe Ratio is -0.46, which is lower than the FTNT Sharpe Ratio of 2.01. 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.

Rolling 12-month Sharpe Ratio-1.00-0.500.000.501.001.502.002.50JuneJulyAugustSeptemberOctoberNovember
-0.46
2.01
QLYS
FTNT

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.


-40.00%-30.00%-20.00%-10.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-28.59%
-6.76%
QLYS
FTNT

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.


5.00%10.00%15.00%20.00%JuneJulyAugustSeptemberOctoberNovember
23.73%
13.78%
QLYS
FTNT

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


Values in USD except per share items