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

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.


-0.50.00.51.00.4

Performance

SPSC vs. PANW - Performance Comparison

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

-20.00%-10.00%0.00%10.00%20.00%AugustSeptemberOctoberNovemberDecember2025
-10.68%
3.07%
SPSC
PANW

Key characteristics

Sharpe Ratio

SPSC:

0.03

PANW:

0.36

Sortino Ratio

SPSC:

0.29

PANW:

0.70

Omega Ratio

SPSC:

1.04

PANW:

1.12

Calmar Ratio

SPSC:

0.04

PANW:

0.51

Martin Ratio

SPSC:

0.09

PANW:

1.05

Ulcer Index

SPSC:

11.95%

PANW:

14.67%

Daily Std Dev

SPSC:

34.58%

PANW:

43.21%

Max Drawdown

SPSC:

-49.97%

PANW:

-47.98%

Current Drawdown

SPSC:

-16.85%

PANW:

-14.55%

Fundamentals

Market Cap

SPSC:

$6.89B

PANW:

$113.41B

EPS

SPSC:

$2.08

PANW:

$3.86

PE Ratio

SPSC:

88.13

PANW:

44.77

PEG Ratio

SPSC:

4.71

PANW:

1.95

Total Revenue (TTM)

SPSC:

$466.86M

PANW:

$8.29B

Gross Profit (TTM)

SPSC:

$302.55M

PANW:

$6.15B

EBITDA (TTM)

SPSC:

$93.80M

PANW:

$1.40B

Returns By Period

In the year-to-date period, SPSC achieves a -2.64% return, which is significantly higher than PANW's -4.69% return. Over the past 10 years, SPSC has underperformed PANW with an annualized return of 20.77%, while PANW has yielded a comparatively higher 23.55% annualized return.


SPSC

YTD

-2.64%

1M

-9.14%

6M

-10.68%

1Y

-1.04%

5Y*

25.67%

10Y*

20.77%

PANW

YTD

-4.69%

1M

-13.34%

6M

3.07%

1Y

6.64%

5Y*

34.12%

10Y*

23.55%

*Annualized

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Risk-Adjusted Performance

SPSC vs. PANW — Risk-Adjusted Performance Rank

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

SPSC
The Risk-Adjusted Performance Rank of SPSC is 4848
Overall Rank
The Sharpe Ratio Rank of SPSC is 5050
Sharpe Ratio Rank
The Sortino Ratio Rank of SPSC is 4343
Sortino Ratio Rank
The Omega Ratio Rank of SPSC is 4343
Omega Ratio Rank
The Calmar Ratio Rank of SPSC is 5252
Calmar Ratio Rank
The Martin Ratio Rank of SPSC is 5050
Martin Ratio Rank

PANW
The Risk-Adjusted Performance Rank of PANW is 6262
Overall Rank
The Sharpe Ratio Rank of PANW is 6363
Sharpe Ratio Rank
The Sortino Ratio Rank of PANW is 5555
Sortino Ratio Rank
The Omega Ratio Rank of PANW is 6161
Omega Ratio Rank
The Calmar Ratio Rank of PANW is 7070
Calmar Ratio Rank
The Martin Ratio Rank of PANW is 6262
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.

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.


The chart of Sharpe ratio for SPSC, currently valued at 0.03, compared to the broader market-4.00-2.000.002.000.030.36
The chart of Sortino ratio for SPSC, currently valued at 0.29, compared to the broader market-4.00-2.000.002.004.000.290.70
The chart of Omega ratio for SPSC, currently valued at 1.04, compared to the broader market0.501.001.502.001.041.12
The chart of Calmar ratio for SPSC, currently valued at 0.04, compared to the broader market0.002.004.006.000.040.51
The chart of Martin ratio for SPSC, currently valued at 0.09, compared to the broader market0.0010.0020.000.091.05
SPSC
PANW

The current SPSC Sharpe Ratio is 0.03, which is lower than the PANW Sharpe Ratio of 0.36. 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 Ratio0.000.501.001.50AugustSeptemberOctoberNovemberDecember2025
0.03
0.36
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%AugustSeptemberOctoberNovemberDecember2025
-16.85%
-14.55%
SPSC
PANW

Volatility

SPSC vs. PANW - Volatility Comparison

The current volatility for SPS Commerce, Inc. (SPSC) is 7.51%, while Palo Alto Networks, Inc. (PANW) has a volatility of 8.81%. This indicates that SPSC experiences smaller price fluctuations and is considered to be less risky 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%16.00%AugustSeptemberOctoberNovemberDecember2025
7.51%
8.81%
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