SPSC vs. PANW
Compare and contrast key facts about SPS Commerce, Inc. (SPSC) and Palo Alto Networks, Inc. (PANW).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: SPSC or PANW.
Performance
SPSC vs. PANW - Performance Comparison
Returns By Period
In the year-to-date period, SPSC achieves a -7.21% return, which is significantly lower than PANW's 33.24% return. Over the past 10 years, SPSC has underperformed PANW with an annualized return of 20.08%, while PANW has yielded a comparatively higher 26.95% annualized return.
SPSC
-7.21%
-6.78%
-6.69%
4.54%
26.37%
20.08%
PANW
33.24%
3.83%
27.32%
48.81%
36.84%
26.95%
Fundamentals
SPSC | PANW | |
---|---|---|
Market Cap | $6.76B | $128.57B |
EPS | $2.08 | $7.30 |
PE Ratio | 86.48 | 53.82 |
PEG Ratio | 4.71 | 2.82 |
Total Revenue (TTM) | $611.82M | $6.15B |
Gross Profit (TTM) | $393.48M | $4.56B |
EBITDA (TTM) | $126.35M | $949.10M |
Key characteristics
SPSC | PANW | |
---|---|---|
Sharpe Ratio | 0.16 | 1.17 |
Sortino Ratio | 0.48 | 1.49 |
Omega Ratio | 1.06 | 1.27 |
Calmar Ratio | 0.24 | 1.67 |
Martin Ratio | 0.49 | 3.49 |
Ulcer Index | 11.39% | 14.53% |
Daily Std Dev | 35.06% | 43.26% |
Max Drawdown | -49.97% | -47.98% |
Current Drawdown | -16.50% | -2.35% |
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Correlation
The correlation between SPSC and PANW is 0.42, 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.
Risk-Adjusted Performance
SPSC vs. PANW - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for SPS Commerce, Inc. (SPSC) 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.
Dividends
SPSC vs. PANW - Dividend Comparison
Neither SPSC nor PANW has paid dividends to shareholders.
Drawdowns
SPSC vs. PANW - Drawdown Comparison
The maximum SPSC drawdown since its inception was -49.97%, roughly equal to the maximum PANW drawdown of -47.98%. Use the drawdown chart below to compare losses from any high point for SPSC and PANW. For additional features, visit the drawdowns tool.
Volatility
SPSC vs. PANW - Volatility Comparison
SPS Commerce, Inc. (SPSC) has a higher volatility of 15.10% compared to Palo Alto Networks, Inc. (PANW) at 8.79%. This indicates that SPSC'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.
Financials
SPSC vs. PANW - Financials Comparison
This section allows you to compare key financial metrics between SPS Commerce, 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.
Total Revenue: Total amount of money received from sales and other business activities