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

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.

-20.00%-10.00%0.00%10.00%20.00%30.00%JuneJulyAugustSeptemberOctoberNovember
-2.12%
34.00%
QLYS
ISRG

Returns By Period

In the year-to-date period, QLYS achieves a -27.93% return, which is significantly lower than ISRG's 59.72% return. Over the past 10 years, QLYS has underperformed ISRG with an annualized return of 15.60%, while ISRG has yielded a comparatively higher 25.19% annualized return.


QLYS

YTD

-27.93%

1M

14.80%

6M

-2.12%

1Y

-21.29%

5Y (annualized)

10.07%

10Y (annualized)

15.60%

ISRG

YTD

59.72%

1M

3.39%

6M

34.00%

1Y

73.06%

5Y (annualized)

23.18%

10Y (annualized)

25.19%

Fundamentals


QLYSISRG
Market Cap$5.68B$191.29B
EPS$4.52$6.21
PE Ratio34.1986.48
PEG Ratio2.903.97
Total Revenue (TTM)$593.33M$7.87B
Gross Profit (TTM)$483.76M$5.27B
EBITDA (TTM)$195.56M$2.52B

Key characteristics


QLYSISRG
Sharpe Ratio-0.532.86
Sortino Ratio-0.634.41
Omega Ratio0.921.55
Calmar Ratio-0.495.00
Martin Ratio-0.7528.99
Ulcer Index27.60%2.64%
Daily Std Dev39.04%26.77%
Max Drawdown-68.48%-82.25%
Current Drawdown-31.30%0.00%

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Correlation

-0.50.00.51.00.4

The correlation between QLYS and ISRG is 0.39, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

Risk-Adjusted Performance

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.


Sharpe ratio
The chart of Sharpe ratio for QLYS, currently valued at -0.53, compared to the broader market-4.00-2.000.002.004.00-0.532.86
The chart of Sortino ratio for QLYS, currently valued at -0.63, compared to the broader market-4.00-2.000.002.004.00-0.634.41
The chart of Omega ratio for QLYS, currently valued at 0.92, compared to the broader market0.501.001.502.000.921.55
The chart of Calmar ratio for QLYS, currently valued at -0.49, compared to the broader market0.002.004.006.00-0.495.00
The chart of Martin ratio for QLYS, currently valued at -0.75, compared to the broader market-10.000.0010.0020.0030.00-0.7528.99
QLYS
ISRG

The current QLYS Sharpe Ratio is -0.53, which is lower than the ISRG Sharpe Ratio of 2.86. 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.

Rolling 12-month Sharpe Ratio-1.000.001.002.003.004.00JuneJulyAugustSeptemberOctoberNovember
-0.53
2.86
QLYS
ISRG

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.


-40.00%-30.00%-20.00%-10.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-31.30%
0
QLYS
ISRG

Volatility

QLYS vs. ISRG - Volatility Comparison

Qualys, Inc. (QLYS) has a higher volatility of 23.54% compared to Intuitive Surgical, Inc. (ISRG) at 4.85%. This indicates that QLYS's price experiences larger fluctuations and is considered to be riskier than ISRG 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
23.54%
4.85%
QLYS
ISRG

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


Values in USD except per share items