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RPD vs. NET
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between RPD and NET is 0.56, 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.


-0.50.00.51.00.6

Performance

RPD vs. NET - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Rapid7, Inc. (RPD) and Cloudflare, Inc. (NET). The values are adjusted to include any dividend payments, if applicable.

-20.00%-10.00%0.00%10.00%20.00%30.00%40.00%50.00%JulyAugustSeptemberOctoberNovemberDecember
-1.83%
42.00%
RPD
NET

Key characteristics

Sharpe Ratio

RPD:

-0.81

NET:

0.69

Sortino Ratio

RPD:

-1.02

NET:

1.30

Omega Ratio

RPD:

0.87

NET:

1.17

Calmar Ratio

RPD:

-0.43

NET:

0.49

Martin Ratio

RPD:

-1.07

NET:

1.66

Ulcer Index

RPD:

31.07%

NET:

20.21%

Daily Std Dev

RPD:

41.20%

NET:

48.23%

Max Drawdown

RPD:

-80.87%

NET:

-82.58%

Current Drawdown

RPD:

-71.59%

NET:

-48.18%

Fundamentals

Market Cap

RPD:

$2.47B

NET:

$40.35B

EPS

RPD:

$0.70

NET:

-$0.27

PEG Ratio

RPD:

-1.05

NET:

2.35

Total Revenue (TTM)

RPD:

$833.01M

NET:

$1.57B

Gross Profit (TTM)

RPD:

$582.51M

NET:

$1.22B

EBITDA (TTM)

RPD:

$97.63M

NET:

$81.56M

Returns By Period

In the year-to-date period, RPD achieves a -30.28% return, which is significantly lower than NET's 35.21% return.


RPD

YTD

-30.28%

1M

-7.12%

6M

4.82%

1Y

-33.18%

5Y*

-7.03%

10Y*

N/A

NET

YTD

35.21%

1M

8.01%

6M

39.57%

1Y

33.52%

5Y*

45.77%

10Y*

N/A

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Risk-Adjusted Performance

RPD vs. NET - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Rapid7, Inc. (RPD) and Cloudflare, Inc. (NET). 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 RPD, currently valued at -0.81, compared to the broader market-4.00-2.000.002.00-0.810.69
The chart of Sortino ratio for RPD, currently valued at -1.02, compared to the broader market-4.00-2.000.002.004.00-1.021.30
The chart of Omega ratio for RPD, currently valued at 0.87, compared to the broader market0.501.001.502.000.871.17
The chart of Calmar ratio for RPD, currently valued at -0.43, compared to the broader market0.002.004.006.00-0.430.49
The chart of Martin ratio for RPD, currently valued at -1.07, compared to the broader market0.0010.0020.00-1.071.66
RPD
NET

The current RPD Sharpe Ratio is -0.81, which is lower than the NET Sharpe Ratio of 0.69. The chart below compares the historical Sharpe Ratios of RPD and NET, 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-1.00-0.500.000.501.00JulyAugustSeptemberOctoberNovemberDecember
-0.81
0.69
RPD
NET

Dividends

RPD vs. NET - Dividend Comparison

Neither RPD nor NET has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

RPD vs. NET - Drawdown Comparison

The maximum RPD drawdown since its inception was -80.87%, roughly equal to the maximum NET drawdown of -82.58%. Use the drawdown chart below to compare losses from any high point for RPD and NET. For additional features, visit the drawdowns tool.


-80.00%-70.00%-60.00%-50.00%-40.00%JulyAugustSeptemberOctoberNovemberDecember
-71.59%
-48.18%
RPD
NET

Volatility

RPD vs. NET - Volatility Comparison

The current volatility for Rapid7, Inc. (RPD) is 7.80%, while Cloudflare, Inc. (NET) has a volatility of 13.08%. This indicates that RPD experiences smaller price fluctuations and is considered to be less risky than NET based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


8.00%10.00%12.00%14.00%16.00%18.00%JulyAugustSeptemberOctoberNovemberDecember
7.80%
13.08%
RPD
NET

Financials

RPD vs. NET - Financials Comparison

This section allows you to compare key financial metrics between Rapid7, Inc. and Cloudflare, 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
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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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