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SPLK vs. FSLY
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between SPLK and FSLY is 0.45, 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

SPLK vs. FSLY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Splunk Inc. (SPLK) and Fastly, Inc. (FSLY). The values are adjusted to include any dividend payments, if applicable.

-20.00%0.00%20.00%40.00%AugustSeptemberOctoberNovemberDecember20250
16.42%
SPLK
FSLY

Key characteristics

Fundamentals

Market Cap

SPLK:

$26.44B

FSLY:

$1.32B

EPS

SPLK:

$1.52

FSLY:

-$1.07

Total Revenue (TTM)

SPLK:

$1.49B

FSLY:

$403.10M

Gross Profit (TTM)

SPLK:

$1.26B

FSLY:

$214.08M

EBITDA (TTM)

SPLK:

$504.75M

FSLY:

-$62.67M

Returns By Period


SPLK

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

FSLY

YTD

-1.59%

1M

-7.84%

6M

21.44%

1Y

-50.48%

5Y*

-17.80%

10Y*

N/A

*Annualized

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Risk-Adjusted Performance

SPLK vs. FSLY — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

SPLK
The Risk-Adjusted Performance Rank of SPLK is 9494
Overall Rank
The Sharpe Ratio Rank of SPLK is 9494
Sharpe Ratio Rank
The Sortino Ratio Rank of SPLK is 9797
Sortino Ratio Rank
The Omega Ratio Rank of SPLK is 9898
Omega Ratio Rank
The Calmar Ratio Rank of SPLK is 8686
Calmar Ratio Rank
The Martin Ratio Rank of SPLK is 9797
Martin Ratio Rank

FSLY
The Risk-Adjusted Performance Rank of FSLY is 1919
Overall Rank
The Sharpe Ratio Rank of FSLY is 1414
Sharpe Ratio Rank
The Sortino Ratio Rank of FSLY is 1818
Sortino Ratio Rank
The Omega Ratio Rank of FSLY is 1616
Omega Ratio Rank
The Calmar Ratio Rank of FSLY is 1717
Calmar Ratio Rank
The Martin Ratio Rank of FSLY is 2929
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

SPLK vs. FSLY - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Splunk Inc. (SPLK) and Fastly, Inc. (FSLY). 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 SPLK, currently valued at 2.62, compared to the broader market-2.000.002.004.002.62-0.64
The chart of Sortino ratio for SPLK, currently valued at 10.39, compared to the broader market-4.00-2.000.002.004.006.0010.39-0.59
The chart of Omega ratio for SPLK, currently valued at 4.58, compared to the broader market0.501.001.502.004.580.91
The chart of Calmar ratio for SPLK, currently valued at 0.09, compared to the broader market0.002.004.006.000.09-0.49
The chart of Martin ratio for SPLK, currently valued at 90.30, compared to the broader market-10.000.0010.0020.0030.0090.30-0.76
SPLK
FSLY


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00AugustSeptemberOctoberNovemberDecember2025
2.62
-0.64
SPLK
FSLY

Dividends

SPLK vs. FSLY - Dividend Comparison

Neither SPLK nor FSLY has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

SPLK vs. FSLY - Drawdown Comparison


-100.00%-80.00%-60.00%-40.00%-20.00%AugustSeptemberOctoberNovemberDecember2025
-29.83%
-92.79%
SPLK
FSLY

Volatility

SPLK vs. FSLY - Volatility Comparison

The current volatility for Splunk Inc. (SPLK) is 0.00%, while Fastly, Inc. (FSLY) has a volatility of 15.03%. This indicates that SPLK experiences smaller price fluctuations and is considered to be less risky than FSLY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%5.00%10.00%15.00%20.00%25.00%30.00%35.00%AugustSeptemberOctoberNovemberDecember20250
15.03%
SPLK
FSLY

Financials

SPLK vs. FSLY - Financials Comparison

This section allows you to compare key financial metrics between Splunk Inc. and Fastly, 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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