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RNG vs. FROG
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Key characteristics


RNGFROG
YTD Return6.66%-10.69%
1Y Return31.43%18.43%
3Y Return (Ann)-49.38%-5.85%
Sharpe Ratio0.770.33
Sortino Ratio1.340.85
Omega Ratio1.171.14
Calmar Ratio0.380.27
Martin Ratio2.690.77
Ulcer Index13.28%25.49%
Daily Std Dev46.32%59.42%
Max Drawdown-94.29%-80.38%
Current Drawdown-91.83%-64.20%

Fundamentals


RNGFROG
Market Cap$3.32B$3.45B
EPS-$1.05-$0.52
Total Revenue (TTM)$2.36B$409.67M
Gross Profit (TTM)$1.66B$319.46M
EBITDA (TTM)-$148.49M-$69.99M

Correlation

-0.50.00.51.00.5

The correlation between RNG and FROG 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.

Performance

RNG vs. FROG - Performance Comparison

In the year-to-date period, RNG achieves a 6.66% return, which is significantly higher than FROG's -10.69% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-30.00%-20.00%-10.00%0.00%10.00%20.00%JuneJulyAugustSeptemberOctoberNovember
-1.12%
-9.35%
RNG
FROG

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Risk-Adjusted Performance

RNG vs. FROG - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for RingCentral, Inc. (RNG) and JFrog Ltd. (FROG). 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.


RNG
Sharpe ratio
The chart of Sharpe ratio for RNG, currently valued at 0.77, compared to the broader market-4.00-2.000.002.004.000.77
Sortino ratio
The chart of Sortino ratio for RNG, currently valued at 1.34, compared to the broader market-4.00-2.000.002.004.006.001.34
Omega ratio
The chart of Omega ratio for RNG, currently valued at 1.17, compared to the broader market0.501.001.502.001.17
Calmar ratio
The chart of Calmar ratio for RNG, currently valued at 0.38, compared to the broader market0.002.004.006.000.38
Martin ratio
The chart of Martin ratio for RNG, currently valued at 2.69, compared to the broader market0.0010.0020.0030.002.69
FROG
Sharpe ratio
The chart of Sharpe ratio for FROG, currently valued at 0.33, compared to the broader market-4.00-2.000.002.004.000.33
Sortino ratio
The chart of Sortino ratio for FROG, currently valued at 0.85, compared to the broader market-4.00-2.000.002.004.006.000.85
Omega ratio
The chart of Omega ratio for FROG, currently valued at 1.14, compared to the broader market0.501.001.502.001.14
Calmar ratio
The chart of Calmar ratio for FROG, currently valued at 0.27, compared to the broader market0.002.004.006.000.27
Martin ratio
The chart of Martin ratio for FROG, currently valued at 0.77, compared to the broader market0.0010.0020.0030.000.77

RNG vs. FROG - Sharpe Ratio Comparison

The current RNG Sharpe Ratio is 0.77, which is higher than the FROG Sharpe Ratio of 0.33. The chart below compares the historical Sharpe Ratios of RNG and FROG, 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-0.500.000.501.00JuneJulyAugustSeptemberOctoberNovember
0.77
0.33
RNG
FROG

Dividends

RNG vs. FROG - Dividend Comparison

Neither RNG nor FROG has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

RNG vs. FROG - Drawdown Comparison

The maximum RNG drawdown since its inception was -94.29%, which is greater than FROG's maximum drawdown of -80.38%. Use the drawdown chart below to compare losses from any high point for RNG and FROG. For additional features, visit the drawdowns tool.


-90.00%-80.00%-70.00%-60.00%-50.00%JuneJulyAugustSeptemberOctoberNovember
-91.83%
-64.20%
RNG
FROG

Volatility

RNG vs. FROG - Volatility Comparison

The current volatility for RingCentral, Inc. (RNG) is 9.06%, while JFrog Ltd. (FROG) has a volatility of 11.04%. This indicates that RNG experiences smaller price fluctuations and is considered to be less risky than FROG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


10.00%15.00%20.00%25.00%30.00%35.00%JuneJulyAugustSeptemberOctoberNovember
9.06%
11.04%
RNG
FROG

Financials

RNG vs. FROG - Financials Comparison

This section allows you to compare key financial metrics between RingCentral, Inc. and JFrog 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