S vs. QLYS
S (SentinelOne, Inc.) and QLYS (Qualys, Inc.) are both stocks. Both operate in the Software - Infrastructure industry within the Technology sector. Over the past 3 years, S returned -2.03%/yr vs -5.28%/yr for QLYS. A 0.57 correlation means they provide meaningful diversification when combined.
Performance
S vs. QLYS - Performance Comparison
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Returns By Period
In the year-to-date period, S achieves a -1.00% return, which is significantly higher than QLYS's -16.30% return.
S
- 1D
- 0.61%
- 1M
- -11.92%
- YTD
- -1.00%
- 6M
- -1.53%
- 1Y
- -13.91%
- 3Y*
- -2.03%
- 5Y*
- —
- 10Y*
- —
QLYS
- 1D
- 0.37%
- 1M
- 23.57%
- YTD
- -16.30%
- 6M
- -27.07%
- 1Y
- -19.84%
- 3Y*
- -5.28%
- 5Y*
- 1.58%
- 10Y*
- 13.24%
S vs. QLYS - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
S SentinelOne, Inc. | -1.00% | -32.43% | -19.10% | 88.07% | -71.10% | 9.76% |
QLYS Qualys, Inc. | -16.30% | -5.22% | -28.56% | 74.89% | -18.21% | 33.78% |
Correlation
The correlation between S and QLYS is 0.56, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.56 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.51 |
Correlation (All Time) Calculated using the full available price history since Jun 30, 2021 | 0.57 |
The correlation between S and QLYS has been stable across timeframes, ranging from 0.51 to 0.57 - a consistent structural relationship.
Fundamentals
S:
$5.00B
QLYS:
$3.97B
S:
-$0.95
QLYS:
$5.57
S:
4.73
QLYS:
5.87
S:
3.48
QLYS:
6.96
S:
$1.05B
QLYS:
$684.86M
S:
$776.52M
QLYS:
$569.03M
S:
-$279.24M
QLYS:
$252.31M
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Return for Risk
S vs. QLYS — Risk / Return Rank
S
QLYS
S vs. QLYS - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for SentinelOne, Inc. (S) and Qualys, Inc. (QLYS). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| S | QLYS | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.11 | ||
| Sortino ratioReturn per unit of downside risk | +0.23 | ||
| Omega ratioGain probability vs. loss probability | 0.98 | 0.94 | +0.03 |
| Calmar ratioReturn relative to maximum drawdown | -0.43 | -0.42 | -0.01 |
| Martin ratioReturn relative to average drawdown | -0.81 | -0.86 | +0.05 |
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Drawdowns
S vs. QLYS - Drawdown Comparison
The maximum S drawdown since its inception was -84.35%, which is greater than QLYS's maximum drawdown of -68.48%. Use the drawdown chart below to compare losses from any high point for S and QLYS.
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Drawdown Indicators
| S | QLYS | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -84.35% | -68.48% | -15.87% |
Max Drawdown (1Y)Largest decline over 1 year | -39.64% | -50.46% | +10.82% |
Max Drawdown (3Y)Largest decline over 3 years | -60.20% | -62.99% | +2.79% |
Max Drawdown (5Y)Largest decline over 5 years | — | -62.99% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -62.99% | — |
Current DrawdownCurrent decline from peak | -80.54% | -45.97% | -34.57% |
Average DrawdownAverage peak-to-trough decline | -66.27% | -20.89% | -45.38% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 20.99% | 24.33% | -3.34% |
Volatility
S vs. QLYS - Volatility Comparison
SentinelOne, Inc. (S) has a higher volatility of 16.50% compared to Qualys, Inc. (QLYS) at 13.72%. This indicates that S's price experiences larger fluctuations and is considered to be riskier than QLYS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| S | QLYS | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 16.50% | 13.72% | +2.78% |
Volatility (6M)Calculated over the trailing 6-month period | 35.30% | 36.46% | -1.16% |
Volatility (1Y)Calculated over the trailing 1-year period | 47.63% | 45.36% | +2.27% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 63.78% | 39.90% | +23.88% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 63.78% | 39.08% | +24.70% |
Dividends
S vs. QLYS - Dividend Comparison
Neither S nor QLYS has paid dividends to shareholders.
Financials
S vs. QLYS - Financials Comparison
This section allows you to compare key financial metrics between SentinelOne, Inc. and Qualys, 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.
Total Revenue: Total amount of money received from sales and other business activities
S vs. QLYS - Profitability Comparison
S - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, SentinelOne, Inc. reported a gross profit of 198.69M and revenue of 276.66M. Therefore, the gross margin over that period was 71.8%.
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%.
S - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, SentinelOne, Inc. reported an operating income of -79.72M and revenue of 276.66M, resulting in an operating margin of -28.8%.
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%.
S - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, SentinelOne, Inc. reported a net income of -76.16M and revenue of 276.66M, resulting in a net margin of -27.5%.
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%.
Frequently Asked Questions
S and QLYS have a correlation of 0.56, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
S has higher volatility (16.50%) compared to QLYS (13.72%). In terms of maximum drawdown, S dropped -84.35% vs QLYS's -68.48%.
S currently has the higher Sharpe Ratio (-0.36 vs -0.46), 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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