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QLYS vs. ISRG
Performance
Return for Risk
Drawdowns
Volatility
Dividends
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.

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Returns By Period

In the year-to-date period, QLYS achieves a -16.08% return, which is significantly higher than ISRG's -26.05% return. Over the past 10 years, QLYS has underperformed ISRG with an annualized return of 13.25%, while ISRG has yielded a comparatively higher 19.48% annualized return.


QLYS

1D
-0.08%
1M
21.04%
YTD
-16.08%
6M
-25.47%
1Y
-19.42%
3Y*
-4.49%
5Y*
2.20%
10Y*
13.25%

ISRG

1D
2.83%
1M
-7.21%
YTD
-26.05%
6M
-26.35%
1Y
-24.94%
3Y*
9.67%
5Y*
8.61%
10Y*
19.48%
*Multi-year figures are annualized to reflect compound growth (CAGR)

QLYS vs. ISRG - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
QLYS
Qualys, Inc.
-16.08%-5.22%-28.56%74.89%-18.21%12.60%46.18%11.55%25.93%87.52%
ISRG
Intuitive Surgical, Inc.
-26.05%8.51%54.72%27.14%-26.15%31.76%38.39%23.43%31.23%72.64%

Correlation

The correlation between QLYS and ISRG is 0.14, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.14

Correlation (3Y)
Calculated over the trailing 3-year period

0.28

Correlation (5Y)
Calculated over the trailing 5-year period

0.42

Correlation (10Y)
Calculated over the trailing 10-year period

0.43

Correlation (All Time)
Calculated using the full available price history since Oct 1, 2012

0.37

Over the past year, the correlation between QLYS and ISRG has dropped to 0.14 - well below their long-term average of 0.37, suggesting their price drivers have been diverging.

Fundamentals

Market Cap

QLYS:

$3.98B

ISRG:

$150.69B

EPS

QLYS:

$5.57

ISRG:

$8.24

PE Ratio

QLYS:

20.02

ISRG:

50.83

PEG Ratio

QLYS:

0.61

ISRG:

3.11

PS Ratio

QLYS:

5.89

ISRG:

14.31

PB Ratio

QLYS:

6.98

ISRG:

8.56

Total Revenue (TTM)

QLYS:

$684.86M

ISRG:

$10.58B

Gross Profit (TTM)

QLYS:

$569.03M

ISRG:

$7.02B

EBITDA (TTM)

QLYS:

$252.31M

ISRG:

$3.76B

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Return for Risk

QLYS vs. ISRG — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

QLYS
QLYS Risk / Return Rank: 2424
Overall Rank
QLYS Sharpe Ratio Rank: 2323
Sharpe Ratio Rank
QLYS Sortino Ratio Rank: 2222
Sortino Ratio Rank
QLYS Omega Ratio Rank: 2222
Omega Ratio Rank
QLYS Calmar Ratio Rank: 2828
Calmar Ratio Rank
QLYS Martin Ratio Rank: 2626
Martin Ratio Rank

ISRG
ISRG Risk / Return Rank: 99
Overall Rank
ISRG Sharpe Ratio Rank: 99
Sharpe Ratio Rank
ISRG Sortino Ratio Rank: 1010
Sortino Ratio Rank
ISRG Omega Ratio Rank: 1111
Omega Ratio Rank
ISRG Calmar Ratio Rank: 1212
Calmar Ratio Rank
ISRG Martin Ratio Rank: 55
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

QLYS vs. ISRG - Risk-Adjusted Trends 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.


QLYSISRGDifference
Sharpe ratioReturn per unit of total volatility

+0.38

Sortino ratioReturn per unit of downside risk

+0.78

Omega ratioGain probability vs. loss probability

0.95

0.87

+0.08

Calmar ratioReturn relative to maximum drawdown

-0.39

-0.78

+0.39

Martin ratioReturn relative to average drawdown

-0.81

-1.56

+0.75

QLYS vs. ISRG - Sharpe Ratio Comparison

The current QLYS Sharpe Ratio is -0.43, which is higher than the ISRG Sharpe Ratio of -0.81. The chart below compares the historical Sharpe Ratios of QLYS and ISRG, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


QLYSISRGDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.43

-0.81

+0.38

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.06

0.26

-0.21

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.34

0.60

-0.26

Sharpe Ratio (All Time)

Calculated using the full available price history

0.38

0.48

-0.09

Drawdowns

QLYS vs. ISRG - Drawdown Comparison

The maximum QLYS drawdown since its inception was -68.48%, smaller than the maximum ISRG drawdown of -82.26%. Use the drawdown chart below to compare losses from any high point for QLYS and ISRG.


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Drawdown Indicators


QLYSISRGDifference

Max Drawdown

Largest peak-to-trough decline

-68.48%

-82.26%

+13.78%

Max Drawdown (1Y)

Largest decline over 1 year

-50.46%

-32.14%

-18.32%

Max Drawdown (3Y)

Largest decline over 3 years

-62.99%

-34.10%

-28.89%

Max Drawdown (5Y)

Largest decline over 5 years

-62.99%

-49.90%

-13.09%

Max Drawdown (10Y)

Largest decline over 10 years

-62.99%

-49.90%

-13.09%

Current Drawdown

Current decline from peak

-45.83%

-31.39%

-14.44%

Average Drawdown

Average peak-to-trough decline

-20.85%

-21.27%

+0.42%

Ulcer Index

Depth and duration of drawdowns from previous peaks

23.94%

16.02%

+7.92%

Volatility

QLYS vs. ISRG - Volatility Comparison

Qualys, Inc. (QLYS) has a higher volatility of 15.85% compared to Intuitive Surgical, Inc. (ISRG) at 11.55%. 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.


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Volatility by Period


QLYSISRGDifference

Volatility (1M)

Calculated over the trailing 1-month period

15.85%

11.55%

+4.30%

Volatility (6M)

Calculated over the trailing 6-month period

36.70%

20.45%

+16.25%

Volatility (1Y)

Calculated over the trailing 1-year period

45.47%

30.96%

+14.51%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

39.93%

33.17%

+6.76%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

39.08%

32.38%

+6.70%

Dividends

QLYS vs. ISRG - Dividend Comparison

Neither QLYS nor ISRG has paid dividends to shareholders.


Tickers have no history of dividend payments

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


0.00500.00M1.00B1.50B2.00B2.50B3.00B20222023202420252026
175.64M
2.77B
(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

65.0%70.0%75.0%80.0%20222023202420252026
82.9%
66.1%
Portfolio components
QLYS - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Qualys, Inc. reported a gross profit of 145.65M and revenue of 175.64M. Therefore, the gross margin over that period was 82.9%.

ISRG - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Intuitive Surgical, Inc. reported a gross profit of 1.83B and revenue of 2.77B. Therefore, the gross margin over that period was 66.1%.

QLYS - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Qualys, Inc. reported an operating income of 60.89M and revenue of 175.64M, resulting in an operating margin of 34.7%.

ISRG - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Intuitive Surgical, Inc. reported an operating income of 855.30M and revenue of 2.77B, resulting in an operating margin of 30.9%.

QLYS - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Qualys, Inc. reported a net income of 50.64M and revenue of 175.64M, resulting in a net margin of 28.8%.

ISRG - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Intuitive Surgical, Inc. reported a net income of 821.50M and revenue of 2.77B, resulting in a net margin of 29.7%.


Frequently Asked Questions


QLYS and ISRG have a correlation of 0.14, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

QLYS has higher volatility (15.85%) compared to ISRG (11.55%). In terms of maximum drawdown, QLYS dropped -68.48% vs ISRG's -82.26%.

QLYS currently has the higher Sharpe Ratio (-0.43 vs -0.81), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

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