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

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.

-10.00%0.00%10.00%20.00%30.00%JuneJulyAugustSeptemberOctoberNovember
-6.98%
26.15%
SPSC
PANW

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

YTD

-7.21%

1M

-6.78%

6M

-6.69%

1Y

4.54%

5Y (annualized)

26.37%

10Y (annualized)

20.08%

PANW

YTD

33.24%

1M

3.83%

6M

27.32%

1Y

48.81%

5Y (annualized)

36.84%

10Y (annualized)

26.95%

Fundamentals


SPSCPANW
Market Cap$6.76B$128.57B
EPS$2.08$7.30
PE Ratio86.4853.82
PEG Ratio4.712.82
Total Revenue (TTM)$611.82M$6.15B
Gross Profit (TTM)$393.48M$4.56B
EBITDA (TTM)$126.35M$949.10M

Key characteristics


SPSCPANW
Sharpe Ratio0.161.17
Sortino Ratio0.481.49
Omega Ratio1.061.27
Calmar Ratio0.241.67
Martin Ratio0.493.49
Ulcer Index11.39%14.53%
Daily Std Dev35.06%43.26%
Max Drawdown-49.97%-47.98%
Current Drawdown-16.50%-2.35%

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Correlation

-0.50.00.51.00.4

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.


Sharpe ratio
The chart of Sharpe ratio for SPSC, currently valued at 0.16, compared to the broader market-4.00-2.000.002.004.000.161.17
The chart of Sortino ratio for SPSC, currently valued at 0.48, compared to the broader market-4.00-2.000.002.004.000.481.49
The chart of Omega ratio for SPSC, currently valued at 1.06, compared to the broader market0.501.001.502.001.061.27
The chart of Calmar ratio for SPSC, currently valued at 0.24, compared to the broader market0.002.004.006.000.241.67
The chart of Martin ratio for SPSC, currently valued at 0.49, compared to the broader market-10.000.0010.0020.0030.000.493.49
SPSC
PANW

The current SPSC Sharpe Ratio is 0.16, which is lower than the PANW Sharpe Ratio of 1.17. 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 Ratio0.000.501.001.50JuneJulyAugustSeptemberOctoberNovember
0.16
1.17
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%JuneJulyAugustSeptemberOctoberNovember
-16.50%
-2.35%
SPSC
PANW

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.


6.00%8.00%10.00%12.00%14.00%16.00%JuneJulyAugustSeptemberOctoberNovember
15.10%
8.79%
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