PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
SPLK vs. FTNT
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between SPLK and FTNT is 0.53, 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. FTNT - Performance Comparison

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

500.00%1,000.00%1,500.00%JulyAugustSeptemberOctoberNovemberDecember
342.22%
1,668.38%
SPLK
FTNT

Key characteristics

Fundamentals

Market Cap

SPLK:

$26.44B

FTNT:

$74.82B

EPS

SPLK:

$1.52

FTNT:

$1.99

PE Ratio

SPLK:

103.22

FTNT:

49.06

PEG Ratio

SPLK:

1.81

FTNT:

1.69

Total Revenue (TTM)

SPLK:

$1.49B

FTNT:

$5.71B

Gross Profit (TTM)

SPLK:

$1.26B

FTNT:

$4.55B

EBITDA (TTM)

SPLK:

$504.75M

FTNT:

$1.89B

Returns By Period


SPLK

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

FTNT

YTD

66.05%

1M

5.13%

6M

65.97%

1Y

66.11%

5Y*

35.43%

10Y*

31.79%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

SPLK vs. FTNT - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Splunk Inc. (SPLK) and Fortinet, Inc. (FTNT). 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 2.92, compared to the broader market-4.00-2.000.002.002.921.77
The chart of Sortino ratio for SPLK, currently valued at 10.22, compared to the broader market-4.00-2.000.002.004.0010.223.01
The chart of Omega ratio for SPLK, currently valued at 3.78, compared to the broader market0.501.001.502.003.781.39
The chart of Calmar ratio for SPLK, currently valued at 0.10, compared to the broader market0.002.004.006.000.102.23
The chart of Martin ratio for SPLK, currently valued at 92.52, compared to the broader market-5.000.005.0010.0015.0020.0025.0092.526.60
SPLK
FTNT


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00JulyAugustSeptemberOctoberNovemberDecember
2.92
1.77
SPLK
FTNT

Dividends

SPLK vs. FTNT - Dividend Comparison

Neither SPLK nor FTNT has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

SPLK vs. FTNT - Drawdown Comparison


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-29.83%
-2.04%
SPLK
FTNT

Volatility

SPLK vs. FTNT - Volatility Comparison

The current volatility for Splunk Inc. (SPLK) is 0.00%, while Fortinet, Inc. (FTNT) has a volatility of 8.46%. This indicates that SPLK experiences smaller price fluctuations and is considered to be less risky than FTNT 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%JulyAugustSeptemberOctoberNovemberDecember0
8.46%
SPLK
FTNT

Financials

SPLK vs. FTNT - Financials Comparison

This section allows you to compare key financial metrics between Splunk Inc. and Fortinet, 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
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


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.

Copyright © 2024 PortfoliosLab