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SNOW vs. PANW
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between SNOW and PANW is 0.52, 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.


-0.50.00.51.00.5

Performance

SNOW vs. PANW - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Snowflake Inc. (SNOW) and Palo Alto Networks, Inc. (PANW). The values are adjusted to include any dividend payments, if applicable.

-10.00%0.00%10.00%20.00%30.00%40.00%50.00%JulyAugustSeptemberOctoberNovemberDecember
28.42%
21.76%
SNOW
PANW

Key characteristics

Sharpe Ratio

SNOW:

-0.33

PANW:

0.52

Sortino Ratio

SNOW:

-0.16

PANW:

0.88

Omega Ratio

SNOW:

0.98

PANW:

1.16

Calmar Ratio

SNOW:

-0.25

PANW:

0.75

Martin Ratio

SNOW:

-0.48

PANW:

1.57

Ulcer Index

SNOW:

37.90%

PANW:

14.49%

Daily Std Dev

SNOW:

54.92%

PANW:

43.57%

Max Drawdown

SNOW:

-72.99%

PANW:

-47.98%

Current Drawdown

SNOW:

-59.54%

PANW:

-6.70%

Fundamentals

Market Cap

SNOW:

$56.38B

PANW:

$132.05B

EPS

SNOW:

-$3.38

PANW:

$3.85

PEG Ratio

SNOW:

7.44

PANW:

1.46

Total Revenue (TTM)

SNOW:

$3.41B

PANW:

$8.29B

Gross Profit (TTM)

SNOW:

$2.29B

PANW:

$6.15B

EBITDA (TTM)

SNOW:

-$1.29B

PANW:

$1.40B

Returns By Period

In the year-to-date period, SNOW achieves a -18.30% return, which is significantly lower than PANW's 28.43% return.


SNOW

YTD

-18.30%

1M

27.59%

6M

27.42%

1Y

-18.30%

5Y*

N/A

10Y*

N/A

PANW

YTD

28.43%

1M

-2.41%

6M

21.76%

1Y

25.83%

5Y*

37.74%

10Y*

24.68%

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Risk-Adjusted Performance

SNOW vs. PANW - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Snowflake Inc. (SNOW) and Palo Alto Networks, Inc. (PANW). 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 SNOW, currently valued at -0.33, compared to the broader market-4.00-2.000.002.00-0.330.52
The chart of Sortino ratio for SNOW, currently valued at -0.16, compared to the broader market-4.00-2.000.002.004.00-0.160.88
The chart of Omega ratio for SNOW, currently valued at 0.98, compared to the broader market0.501.001.502.000.981.16
The chart of Calmar ratio for SNOW, currently valued at -0.25, compared to the broader market0.002.004.006.00-0.250.75
The chart of Martin ratio for SNOW, currently valued at -0.48, compared to the broader market0.0010.0020.00-0.481.57
SNOW
PANW

The current SNOW Sharpe Ratio is -0.33, which is lower than the PANW Sharpe Ratio of 0.52. The chart below compares the historical Sharpe Ratios of SNOW and PANW, 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-0.500.000.501.001.50JulyAugustSeptemberOctoberNovemberDecember
-0.33
0.52
SNOW
PANW

Dividends

SNOW vs. PANW - Dividend Comparison

Neither SNOW nor PANW has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

SNOW vs. PANW - Drawdown Comparison

The maximum SNOW drawdown since its inception was -72.99%, which is greater than PANW's maximum drawdown of -47.98%. Use the drawdown chart below to compare losses from any high point for SNOW and PANW. For additional features, visit the drawdowns tool.


-80.00%-60.00%-40.00%-20.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-59.54%
-6.70%
SNOW
PANW

Volatility

SNOW vs. PANW - Volatility Comparison

Snowflake Inc. (SNOW) has a higher volatility of 30.76% compared to Palo Alto Networks, Inc. (PANW) at 11.27%. This indicates that SNOW's price experiences larger fluctuations and is considered to be riskier than PANW 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%JulyAugustSeptemberOctoberNovemberDecember
30.76%
11.27%
SNOW
PANW

Financials

SNOW vs. PANW - Financials Comparison

This section allows you to compare key financial metrics between Snowflake Inc. and Palo Alto Networks, 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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