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

Key characteristics


SPSCPANW
YTD Return-10.85%23.91%
1Y Return9.67%53.17%
3Y Return (Ann)4.22%29.26%
5Y Return (Ann)26.87%37.11%
10Y Return (Ann)19.53%26.42%
Sharpe Ratio0.341.20
Sortino Ratio0.741.52
Omega Ratio1.101.27
Calmar Ratio0.521.74
Martin Ratio1.143.65
Ulcer Index10.57%14.53%
Daily Std Dev35.69%44.09%
Max Drawdown-49.97%-47.98%
Current Drawdown-19.78%-3.44%

Fundamentals


SPSCPANW
Market Cap$6.49B$118.97B
EPS$2.11$7.34
PE Ratio81.9049.78
PEG Ratio4.712.63
Total Revenue (TTM)$611.82M$8.03B
Gross Profit (TTM)$393.48M$5.97B
EBITDA (TTM)$115.24M$1.15B

Correlation

-0.50.00.51.00.4

The correlation between SPSC and PANW is 0.41, 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.

Performance

SPSC vs. PANW - Performance Comparison

In the year-to-date period, SPSC achieves a -10.85% return, which is significantly lower than PANW's 23.91% return. Over the past 10 years, SPSC has underperformed PANW with an annualized return of 19.53%, while PANW has yielded a comparatively higher 26.42% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


0.00%10.00%20.00%30.00%JuneJulyAugustSeptemberOctober
-3.45%
27.16%
SPSC
PANW

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

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.


SPSC
Sharpe ratio
The chart of Sharpe ratio for SPSC, currently valued at 0.34, compared to the broader market-4.00-2.000.002.004.000.34
Sortino ratio
The chart of Sortino ratio for SPSC, currently valued at 0.74, compared to the broader market-4.00-2.000.002.004.006.000.74
Omega ratio
The chart of Omega ratio for SPSC, currently valued at 1.10, compared to the broader market0.501.001.502.001.10
Calmar ratio
The chart of Calmar ratio for SPSC, currently valued at 0.52, compared to the broader market0.002.004.006.000.52
Martin ratio
The chart of Martin ratio for SPSC, currently valued at 1.14, compared to the broader market-10.000.0010.0020.0030.001.14
PANW
Sharpe ratio
The chart of Sharpe ratio for PANW, currently valued at 1.20, compared to the broader market-4.00-2.000.002.004.001.20
Sortino ratio
The chart of Sortino ratio for PANW, currently valued at 1.52, compared to the broader market-4.00-2.000.002.004.006.001.52
Omega ratio
The chart of Omega ratio for PANW, currently valued at 1.27, compared to the broader market0.501.001.502.001.27
Calmar ratio
The chart of Calmar ratio for PANW, currently valued at 1.74, compared to the broader market0.002.004.006.001.74
Martin ratio
The chart of Martin ratio for PANW, currently valued at 3.65, compared to the broader market-10.000.0010.0020.0030.003.65

SPSC vs. PANW - Sharpe Ratio Comparison

The current SPSC Sharpe Ratio is 0.34, which is lower than the PANW Sharpe Ratio of 1.20. The chart below compares the historical Sharpe Ratios of SPSC 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 Ratio0.000.501.001.50JuneJulyAugustSeptemberOctober
0.34
1.20
SPSC
PANW

Dividends

SPSC vs. PANW - Dividend Comparison

Neither SPSC nor PANW has paid dividends to shareholders.


Tickers have no history of dividend payments

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.


-20.00%-15.00%-10.00%-5.00%0.00%JuneJulyAugustSeptemberOctober
-19.78%
-3.44%
SPSC
PANW

Volatility

SPSC vs. PANW - Volatility Comparison

SPS Commerce, Inc. (SPSC) has a higher volatility of 12.99% compared to Palo Alto Networks, Inc. (PANW) at 9.39%. 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.


6.00%8.00%10.00%12.00%14.00%JuneJulyAugustSeptemberOctober
12.99%
9.39%
SPSC
PANW

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.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities



Values in USD except per share items