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

Correlation

The correlation between QLYS and ISRG 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. ISRG - Performance Comparison

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

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Key characteristics

Sharpe Ratio

QLYS:

-0.16

ISRG:

1.05

Sortino Ratio

QLYS:

0.01

ISRG:

1.73

Omega Ratio

QLYS:

1.00

ISRG:

1.24

Calmar Ratio

QLYS:

-0.15

ISRG:

1.37

Martin Ratio

QLYS:

-0.48

ISRG:

4.26

Ulcer Index

QLYS:

14.26%

ISRG:

8.37%

Daily Std Dev

QLYS:

39.21%

ISRG:

33.97%

Max Drawdown

QLYS:

-68.48%

ISRG:

-82.25%

Current Drawdown

QLYS:

-33.74%

ISRG:

-11.10%

Fundamentals

Market Cap

QLYS:

$4.93B

ISRG:

$196.08B

EPS

QLYS:

$4.89

ISRG:

$6.84

PE Ratio

QLYS:

27.78

ISRG:

79.98

PEG Ratio

QLYS:

4.31

ISRG:

3.86

PS Ratio

QLYS:

7.94

ISRG:

22.50

PB Ratio

QLYS:

9.91

ISRG:

11.46

Total Revenue (TTM)

QLYS:

$622.04M

ISRG:

$8.71B

Gross Profit (TTM)

QLYS:

$508.84M

ISRG:

$5.85B

EBITDA (TTM)

QLYS:

$211.64M

ISRG:

$2.90B

Returns By Period

In the year-to-date period, QLYS achieves a -2.70% return, which is significantly lower than ISRG's 3.97% return. Over the past 10 years, QLYS has underperformed ISRG with an annualized return of 13.24%, while ISRG has yielded a comparatively higher 25.72% annualized return.


QLYS

YTD

-2.70%

1M

14.17%

6M

-9.16%

1Y

-6.11%

3Y*

3.23%

5Y*

4.03%

10Y*

13.24%

ISRG

YTD

3.97%

1M

13.35%

6M

-1.44%

1Y

35.36%

3Y*

34.79%

5Y*

23.67%

10Y*

25.72%

*Annualized

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Qualys, Inc.

Intuitive Surgical, Inc.

Risk-Adjusted Performance

QLYS vs. ISRG — 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 4040
Overall Rank
The Sharpe Ratio Rank of QLYS is 4343
Sharpe Ratio Rank
The Sortino Ratio Rank of QLYS is 3737
Sortino Ratio Rank
The Omega Ratio Rank of QLYS is 3737
Omega Ratio Rank
The Calmar Ratio Rank of QLYS is 4242
Calmar Ratio Rank
The Martin Ratio Rank of QLYS is 4242
Martin Ratio Rank

ISRG
The Risk-Adjusted Performance Rank of ISRG is 8484
Overall Rank
The Sharpe Ratio Rank of ISRG is 8484
Sharpe Ratio Rank
The Sortino Ratio Rank of ISRG is 8282
Sortino Ratio Rank
The Omega Ratio Rank of ISRG is 8282
Omega Ratio Rank
The Calmar Ratio Rank of ISRG is 8888
Calmar Ratio Rank
The Martin Ratio Rank of ISRG is 8484
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. ISRG - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Qualys, Inc. (QLYS) and Intuitive Surgical, Inc. (ISRG). 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 -0.16, which is lower than the ISRG Sharpe Ratio of 1.05. The chart below compares the historical Sharpe Ratios of QLYS and ISRG, 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. ISRG - Dividend Comparison

Neither QLYS nor ISRG has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

QLYS vs. ISRG - Drawdown Comparison

The maximum QLYS drawdown since its inception was -68.48%, smaller than the maximum ISRG drawdown of -82.25%. Use the drawdown chart below to compare losses from any high point for QLYS and ISRG. For additional features, visit the drawdowns tool.


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Volatility

QLYS vs. ISRG - Volatility Comparison

Qualys, Inc. (QLYS) and Intuitive Surgical, Inc. (ISRG) have volatilities of 7.16% and 7.02%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Financials

QLYS vs. ISRG - Financials Comparison

This section allows you to compare key financial metrics between Qualys, Inc. and Intuitive Surgical, 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


0.00500.00M1.00B1.50B2.00B2.50B20212022202320242025
159.90M
2.25B
(QLYS) Total Revenue
(ISRG) Total Revenue
Values in USD except per share items

QLYS vs. ISRG - Profitability Comparison

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

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

60.0%65.0%70.0%75.0%80.0%20212022202320242025
81.9%
64.7%
(QLYS) Gross Margin
(ISRG) 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%.

ISRG - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, Intuitive Surgical, Inc. reported a gross profit of 1.46B and revenue of 2.25B. Therefore, the gross margin over that period was 64.7%.

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%.

ISRG - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, Intuitive Surgical, Inc. reported an operating income of 578.10M and revenue of 2.25B, resulting in an operating margin of 25.7%.

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%.

ISRG - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, Intuitive Surgical, Inc. reported a net income of 698.40M and revenue of 2.25B, resulting in a net margin of 31.0%.