PortfoliosLab logoPortfoliosLab logo
STRL vs. FTNT
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

STRL vs. FTNT - Performance Comparison

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

Loading charts...

Returns By Period

In the year-to-date period, STRL achieves a 191.24% return, which is significantly higher than FTNT's 80.13% return. Over the past 10 years, STRL has outperformed FTNT with an annualized return of 68.46%, while FTNT has yielded a comparatively lower 35.73% annualized return.


STRL

1D
1.07%
1M
5.57%
YTD
191.24%
6M
174.74%
1Y
332.96%
3Y*
155.47%
5Y*
104.86%
10Y*
68.46%

FTNT

1D
-1.13%
1M
25.40%
YTD
80.13%
6M
71.24%
1Y
36.31%
3Y*
28.12%
5Y*
25.96%
10Y*
35.73%
*Multi-year figures are annualized to reflect compound growth (CAGR)

STRL vs. FTNT - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
STRL
Sterling Construction Company, Inc.
191.24%81.79%91.57%168.08%24.71%41.32%32.17%29.29%-33.11%92.43%
FTNT
Fortinet, Inc.
80.13%-15.95%61.42%19.72%-31.98%141.97%39.13%51.58%61.20%45.05%

Correlation

The correlation between STRL and FTNT is 0.13, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.13

Correlation (3Y)
Calculated over the trailing 3-year period

0.29

Correlation (5Y)
Calculated over the trailing 5-year period

0.29

Correlation (10Y)
Calculated over the trailing 10-year period

0.23

Correlation (All Time)
Calculated using the full available price history since Nov 19, 2009

0.24

The correlation between STRL and FTNT shifts across timeframes, from 0.13 (1 year) to 0.29 (3 years), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap

STRL:

$27.68B

FTNT:

$106.25B

EPS

STRL:

$11.19

FTNT:

$2.58

PE Ratio

STRL:

79.71

FTNT:

55.54

PEG Ratio

STRL:

1.70

FTNT:

1.54

PS Ratio

STRL:

9.58

FTNT:

15.27

PB Ratio

STRL:

23.27

FTNT:

107.36

Total Revenue (TTM)

STRL:

$2.88B

FTNT:

$7.11B

Gross Profit (TTM)

STRL:

$664.66M

FTNT:

$5.74B

EBITDA (TTM)

STRL:

$429.99M

FTNT:

$2.47B

Compare stocks, funds, or ETFs

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


Return for Risk

STRL vs. FTNT — Risk / Return Rank

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

STRL
STRL Risk / Return Rank: 9797
Overall Rank
STRL Sharpe Ratio Rank: 9898
Sharpe Ratio Rank
STRL Sortino Ratio Rank: 9696
Sortino Ratio Rank
STRL Omega Ratio Rank: 9595
Omega Ratio Rank
STRL Calmar Ratio Rank: 9898
Calmar Ratio Rank
STRL Martin Ratio Rank: 9898
Martin Ratio Rank

FTNT
FTNT Risk / Return Rank: 6565
Overall Rank
FTNT Sharpe Ratio Rank: 6868
Sharpe Ratio Rank
FTNT Sortino Ratio Rank: 6262
Sortino Ratio Rank
FTNT Omega Ratio Rank: 6868
Omega Ratio Rank
FTNT Calmar Ratio Rank: 6565
Calmar Ratio Rank
FTNT Martin Ratio Rank: 6060
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

STRL vs. FTNT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Sterling Construction Company, Inc. (STRL) 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.


STRLFTNTDifference
Sharpe ratioReturn per unit of total volatility

+3.31

Sortino ratioReturn per unit of downside risk

+2.90

Omega ratioGain probability vs. loss probability

1.56

1.20

+0.36

Calmar ratioReturn relative to maximum drawdown

10.82

1.18

+9.64

Martin ratioReturn relative to average drawdown

30.19

1.73

+28.47

STRL vs. FTNT - Sharpe Ratio Comparison

The current STRL Sharpe Ratio is 4.13, which is higher than the FTNT Sharpe Ratio of 0.81. The chart below compares the historical Sharpe Ratios of STRL and FTNT, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Sharpe Ratios by Period


STRLFTNTDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

4.13

0.81

+3.31

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.85

0.59

+1.26

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

1.29

0.88

+0.41

Sharpe Ratio (All Time)

Calculated using the full available price history

0.27

0.75

-0.48

Drawdowns

STRL vs. FTNT - Drawdown Comparison

The maximum STRL drawdown since its inception was -92.51%, which is greater than FTNT's maximum drawdown of -51.20%. Use the drawdown chart below to compare losses from any high point for STRL and FTNT.


Loading charts...

Drawdown Indicators


STRLFTNTDifference

Max Drawdown

Largest peak-to-trough decline

-92.51%

-51.20%

-41.31%

Max Drawdown (1Y)

Largest decline over 1 year

-31.02%

-30.90%

-0.12%

Max Drawdown (3Y)

Largest decline over 3 years

-47.67%

-38.32%

-9.35%

Max Drawdown (5Y)

Largest decline over 5 years

-47.67%

-38.32%

-9.35%

Max Drawdown (10Y)

Largest decline over 10 years

-59.60%

-38.32%

-21.28%

Current Drawdown

Current decline from peak

-10.25%

-4.43%

-5.82%

Average Drawdown

Average peak-to-trough decline

-46.31%

-16.24%

-30.07%

Ulcer Index

Depth and duration of drawdowns from previous peaks

11.09%

21.06%

-9.97%

Volatility

STRL vs. FTNT - Volatility Comparison

Sterling Construction Company, Inc. (STRL) has a higher volatility of 24.22% compared to Fortinet, Inc. (FTNT) at 13.29%. This indicates that STRL's price experiences larger fluctuations and is considered to be riskier than FTNT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


STRLFTNTDifference

Volatility (1M)

Calculated over the trailing 1-month period

24.22%

13.29%

+10.93%

Volatility (6M)

Calculated over the trailing 6-month period

63.81%

31.80%

+32.01%

Volatility (1Y)

Calculated over the trailing 1-year period

81.49%

45.03%

+36.46%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

56.99%

43.89%

+13.10%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

53.42%

40.86%

+12.56%

Dividends

STRL vs. FTNT - Dividend Comparison

Neither STRL nor FTNT has paid dividends to shareholders.


Tickers have no history of dividend payments

Financials

STRL vs. FTNT - Financials Comparison

This section allows you to compare key financial metrics between Sterling Construction Company, 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


500.00M1.00B1.50B2.00B20222023202420252026
825.68M
1.85B
(STRL) Total Revenue
(FTNT) Total Revenue
Values in USD except per share items

STRL vs. FTNT - Profitability Comparison

The chart below illustrates the profitability comparison between Sterling Construction Company, Inc. and Fortinet, Inc. over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

20.0%40.0%60.0%80.0%20222023202420252026
23.5%
80.3%
Portfolio components
STRL - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Sterling Construction Company, Inc. reported a gross profit of 194.30M and revenue of 825.68M. Therefore, the gross margin over that period was 23.5%.

FTNT - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Fortinet, Inc. reported a gross profit of 1.49B and revenue of 1.85B. Therefore, the gross margin over that period was 80.3%.

STRL - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Sterling Construction Company, Inc. reported an operating income of 2.36M and revenue of 825.68M, resulting in an operating margin of 0.3%.

FTNT - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Fortinet, Inc. reported an operating income of 580.00M and revenue of 1.85B, resulting in an operating margin of 31.4%.

STRL - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Sterling Construction Company, Inc. reported a net income of 95.97M and revenue of 825.68M, resulting in a net margin of 11.6%.

FTNT - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Fortinet, Inc. reported a net income of 534.50M and revenue of 1.85B, resulting in a net margin of 28.9%.


Frequently Asked Questions


STRL and FTNT have a correlation of 0.13, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

STRL has higher volatility (24.22%) compared to FTNT (13.29%). In terms of maximum drawdown, STRL dropped -92.51% vs FTNT's -51.20%.

STRL currently has the higher Sharpe Ratio (4.13 vs 0.81), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

Find the right allocation for STRL and FTNT

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer