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TENB vs. CHKP
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

TENB vs. CHKP - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Tenable Holdings, Inc. (TENB) and Check Point Software Technologies Ltd. (CHKP). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, TENB achieves a 38.72% return, which is significantly higher than CHKP's -31.49% return.


TENB

1D
0.28%
1M
-15.44%
6M
47.96%
YTD
38.72%
1Y
6.77%
3Y*
-12.78%
5Y*
-5.28%
10Y*
ALL TIME*
-0.14%

CHKP

1D
-0.86%
1M
-6.92%
6M
-29.18%
YTD
-31.49%
1Y
-32.59%
3Y*
-1.32%
5Y*
0.00%
10Y*
5.41%
ALL TIME*
13.01%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$203.25M$183.53M$192.28M
$133.93M$141.79M$112.21M

TENB vs. CHKP - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
TENB
Tenable Holdings, Inc.
38.72%-40.25%-14.50%20.73%-30.72%5.38%118.11%7.98%-32.76%
CHKP
Check Point Software Technologies Ltd.
-31.49%-0.61%22.19%21.11%8.24%-12.30%19.78%8.10%-12.12%

Correlation

The correlation between TENB and CHKP is 0.55, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.55

Correlation (3Y)
Balances recent behavior with more history.

0.46

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.47

Correlation (All Time)
Calculated using the full available price history since Jul 26, 2018

0.43

The correlation between TENB and CHKP shifts across timeframes, from 0.43 (all time) to 0.55 (1 year), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap

TENB:

$3.60B

CHKP:

$12.98B

EPS

TENB:

$0.06

CHKP:

$9.81

PE Ratio

TENB:

572.34

CHKP:

12.96

PS Ratio

TENB:

3.70

CHKP:

4.91

PB Ratio

TENB:

19.04

CHKP:

4.81

Total Revenue (TTM)

TENB:

$1.04B

CHKP:

$2.76B

Gross Profit (TTM)

TENB:

$814.49M

CHKP:

$2.38B

EBITDA (TTM)

TENB:

$84.08M

CHKP:

$983.20M

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Return for Risk

TENB vs. CHKP — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

TENB
TENB Risk / Return Rank: 4747
Overall Rank
TENB Sharpe Ratio Rank: 4848
Sharpe Ratio Rank
TENB Sortino Ratio Rank: 4646
Sortino Ratio Rank
TENB Omega Ratio Rank: 4646
Omega Ratio Rank
TENB Calmar Ratio Rank: 4747
Calmar Ratio Rank
TENB Martin Ratio Rank: 4848
Martin Ratio Rank

CHKP
CHKP Risk / Return Rank: 1212
Overall Rank
CHKP Sharpe Ratio Rank: 88
Sharpe Ratio Rank
CHKP Sortino Ratio Rank: 1212
Sortino Ratio Rank
CHKP Omega Ratio Rank: 1111
Omega Ratio Rank
CHKP Calmar Ratio Rank: 1818
Calmar Ratio Rank
CHKP Martin Ratio Rank: 1010
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

TENB vs. CHKP - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Tenable Holdings, Inc. (TENB) and Check Point Software Technologies Ltd. (CHKP). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


TENBCHKPDifference
Sharpe ratioReturn per unit of total volatility

+0.93

Sortino ratioReturn per unit of downside risk

+1.49

Omega ratioGain probability vs. loss probability

1.06

0.86

+0.20

Calmar ratioReturn relative to maximum drawdown

0.09

-0.70

+0.79

Martin ratioReturn relative to average drawdown

0.18

-1.33

+1.52

TENB vs. CHKP - Sharpe Ratio Comparison

The current TENB Sharpe Ratio is 0.08, which is higher than the CHKP Sharpe Ratio of -0.85. The chart below compares the historical Sharpe Ratios of TENB and CHKP, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

TENB vs. CHKP - Drawdown Comparison

The maximum TENB drawdown since its inception was -74.40%, smaller than the maximum CHKP drawdown of -89.31%. Use the drawdown chart below to compare losses from any high point for TENB and CHKP.


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Drawdown Indicators


TENBCHKPDifference

Max Drawdown

Largest peak-to-trough decline

-74.40%

-89.31%

+14.91%

Max Drawdown (1Y)

Largest decline over 1 year

-48.52%

-45.64%

-2.88%

Max Drawdown (3Y)

Largest decline over 3 years

-69.09%

-51.83%

-17.26%

Max Drawdown (5Y)

Largest decline over 5 years

-74.40%

-51.83%

-22.57%

Max Drawdown (10Y)

Largest decline over 10 years

-51.83%

Current Drawdown

Current decline from peak

-47.91%

-45.55%

-2.36%

Average Drawdown

Average peak-to-trough decline

-31.30%

-41.58%

+10.28%

Ulcer Index

Depth and duration of drawdowns from previous peaks

23.45%

23.84%

-0.39%

Volatility

TENB vs. CHKP - Volatility Comparison

Tenable Holdings, Inc. (TENB) has a higher volatility of 20.07% compared to Check Point Software Technologies Ltd. (CHKP) at 13.99%. This indicates that TENB's price experiences larger fluctuations and is considered to be riskier than CHKP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


TENBCHKPDifference

Volatility (1M)

Calculated over the trailing 1-month period

20.07%

13.99%

+6.08%

Volatility (6M)

Calculated over the trailing 6-month period

46.60%

35.08%

+11.52%

Volatility (1Y)

Calculated over the trailing 1-year period

51.09%

37.58%

+13.51%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

45.73%

28.33%

+17.40%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

48.46%

26.39%

+22.07%

Dividends

TENB vs. CHKP - Dividend Comparison

Neither TENB nor CHKP has paid dividends to shareholders.


Tickers have no history of dividend payments

Financials

TENB vs. CHKP - Financials Comparison

This section allows you to compare key financial metrics between Tenable Holdings, Inc. and Check Point Software Technologies Ltd.. 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

TENB vs. CHKP - Profitability Comparison

The chart below illustrates the profitability comparison between Tenable Holdings, Inc. and Check Point Software Technologies Ltd. over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

TENB - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Aug 2026, Tenable Holdings, Inc. reported a gross profit of 208.18M and revenue of 268.51M. Therefore, the gross margin over that period was 77.5%.

CHKP - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Aug 2026, Check Point Software Technologies Ltd. reported a gross profit of 574.10M and revenue of 673.60M. Therefore, the gross margin over that period was 85.2%.

TENB - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Aug 2026, Tenable Holdings, Inc. reported an operating income of 9.92M and revenue of 268.51M, resulting in an operating margin of 3.7%.

CHKP - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Aug 2026, Check Point Software Technologies Ltd. reported an operating income of 185.10M and revenue of 673.60M, resulting in an operating margin of 27.5%.

TENB - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Aug 2026, Tenable Holdings, Inc. reported a net income of 3.81M and revenue of 268.51M, resulting in a net margin of 1.4%.

CHKP - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Aug 2026, Check Point Software Technologies Ltd. reported a net income of 193.80M and revenue of 673.60M, resulting in a net margin of 28.8%.


Frequently Asked Questions


TENB and CHKP have a correlation of 0.55, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

TENB has higher volatility (20.07%) compared to CHKP (13.99%). In terms of maximum drawdown, TENB dropped -74.40% vs CHKP's -89.31%.

TENB currently has the higher Sharpe Ratio (0.08 vs -0.85), 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

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