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RDWR vs. ALLT
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between RDWR and ALLT is 0.25, 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.


-0.50.00.51.00.2

Performance

RDWR vs. ALLT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Radware Ltd. (RDWR) and Allot Communications Ltd (ALLT). The values are adjusted to include any dividend payments, if applicable.

-100.00%0.00%100.00%200.00%300.00%JulyAugustSeptemberOctoberNovemberDecember
225.36%
-63.72%
RDWR
ALLT

Key characteristics

Sharpe Ratio

RDWR:

1.01

ALLT:

4.26

Sortino Ratio

RDWR:

2.07

ALLT:

4.65

Omega Ratio

RDWR:

1.23

ALLT:

1.54

Calmar Ratio

RDWR:

0.66

ALLT:

2.34

Martin Ratio

RDWR:

4.85

ALLT:

27.87

Ulcer Index

RDWR:

8.42%

ALLT:

7.94%

Daily Std Dev

RDWR:

40.39%

ALLT:

51.87%

Max Drawdown

RDWR:

-93.76%

ALLT:

-95.42%

Current Drawdown

RDWR:

-45.90%

ALLT:

-82.13%

Fundamentals

Market Cap

RDWR:

$970.50M

ALLT:

$194.09M

EPS

RDWR:

-$0.06

ALLT:

-$0.65

PEG Ratio

RDWR:

30.49

ALLT:

1.53

Total Revenue (TTM)

RDWR:

$271.34M

ALLT:

$91.63M

Gross Profit (TTM)

RDWR:

$218.69M

ALLT:

$58.04M

EBITDA (TTM)

RDWR:

$12.32M

ALLT:

-$17.91M

Returns By Period

In the year-to-date period, RDWR achieves a 35.37% return, which is significantly lower than ALLT's 203.64% return. Over the past 10 years, RDWR has outperformed ALLT with an annualized return of 0.29%, while ALLT has yielded a comparatively lower -5.84% annualized return.


RDWR

YTD

35.37%

1M

-2.29%

6M

25.03%

1Y

37.31%

5Y*

-2.14%

10Y*

0.29%

ALLT

YTD

203.64%

1M

30.13%

6M

131.94%

1Y

207.36%

5Y*

-9.79%

10Y*

-5.84%

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Risk-Adjusted Performance

RDWR vs. ALLT - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Radware Ltd. (RDWR) and Allot Communications Ltd (ALLT). 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 RDWR, currently valued at 1.01, compared to the broader market-4.00-2.000.002.001.014.26
The chart of Sortino ratio for RDWR, currently valued at 2.07, compared to the broader market-4.00-2.000.002.004.002.074.65
The chart of Omega ratio for RDWR, currently valued at 1.23, compared to the broader market0.501.001.502.001.231.54
The chart of Calmar ratio for RDWR, currently valued at 0.66, compared to the broader market0.002.004.006.000.662.34
The chart of Martin ratio for RDWR, currently valued at 4.85, compared to the broader market-5.000.005.0010.0015.0020.0025.004.8527.87
RDWR
ALLT

The current RDWR Sharpe Ratio is 1.01, which is lower than the ALLT Sharpe Ratio of 4.26. The chart below compares the historical Sharpe Ratios of RDWR and ALLT, 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-1.000.001.002.003.004.005.00JulyAugustSeptemberOctoberNovemberDecember
1.01
4.26
RDWR
ALLT

Dividends

RDWR vs. ALLT - Dividend Comparison

Neither RDWR nor ALLT has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

RDWR vs. ALLT - Drawdown Comparison

The maximum RDWR drawdown since its inception was -93.76%, roughly equal to the maximum ALLT drawdown of -95.42%. Use the drawdown chart below to compare losses from any high point for RDWR and ALLT. For additional features, visit the drawdowns tool.


-90.00%-80.00%-70.00%-60.00%-50.00%-40.00%JulyAugustSeptemberOctoberNovemberDecember
-45.90%
-82.13%
RDWR
ALLT

Volatility

RDWR vs. ALLT - Volatility Comparison

The current volatility for Radware Ltd. (RDWR) is 10.05%, while Allot Communications Ltd (ALLT) has a volatility of 21.53%. This indicates that RDWR experiences smaller price fluctuations and is considered to be less risky than ALLT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


10.00%15.00%20.00%JulyAugustSeptemberOctoberNovemberDecember
10.05%
21.53%
RDWR
ALLT

Financials

RDWR vs. ALLT - Financials Comparison

This section allows you to compare key financial metrics between Radware Ltd. and Allot Communications Ltd. 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
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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