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TENB vs. FTNT
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between TENB and FTNT is 0.56, 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.


-0.50.00.51.00.6

Performance

TENB vs. FTNT - Performance Comparison

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

-10.00%0.00%10.00%20.00%30.00%40.00%50.00%SeptemberOctoberNovemberDecember2025February
-8.62%
49.31%
TENB
FTNT

Key characteristics

Sharpe Ratio

TENB:

-0.65

FTNT:

1.60

Sortino Ratio

TENB:

-0.78

FTNT:

2.83

Omega Ratio

TENB:

0.91

FTNT:

1.37

Calmar Ratio

TENB:

-0.54

FTNT:

1.96

Martin Ratio

TENB:

-1.19

FTNT:

5.79

Ulcer Index

TENB:

17.49%

FTNT:

10.52%

Daily Std Dev

TENB:

31.94%

FTNT:

38.04%

Max Drawdown

TENB:

-56.82%

FTNT:

-51.20%

Current Drawdown

TENB:

-37.73%

FTNT:

0.00%

Fundamentals

Market Cap

TENB:

$4.73B

FTNT:

$85.57B

EPS

TENB:

-$0.30

FTNT:

$2.29

Total Revenue (TTM)

TENB:

$900.02M

FTNT:

$5.96B

Gross Profit (TTM)

TENB:

$700.35M

FTNT:

$4.80B

EBITDA (TTM)

TENB:

$31.54M

FTNT:

$2.05B

Returns By Period

In the year-to-date period, TENB achieves a -0.91% return, which is significantly lower than FTNT's 18.16% return.


TENB

YTD

-0.91%

1M

-4.43%

6M

-8.62%

1Y

-23.57%

5Y*

6.62%

10Y*

N/A

FTNT

YTD

18.16%

1M

18.48%

6M

49.31%

1Y

63.03%

5Y*

36.34%

10Y*

32.47%

*Annualized

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Risk-Adjusted Performance

TENB vs. FTNT — Risk-Adjusted Performance Rank

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

TENB
The Risk-Adjusted Performance Rank of TENB is 1414
Overall Rank
The Sharpe Ratio Rank of TENB is 1313
Sharpe Ratio Rank
The Sortino Ratio Rank of TENB is 1414
Sortino Ratio Rank
The Omega Ratio Rank of TENB is 1515
Omega Ratio Rank
The Calmar Ratio Rank of TENB is 1414
Calmar Ratio Rank
The Martin Ratio Rank of TENB is 1414
Martin Ratio Rank

FTNT
The Risk-Adjusted Performance Rank of FTNT is 8787
Overall Rank
The Sharpe Ratio Rank of FTNT is 8787
Sharpe Ratio Rank
The Sortino Ratio Rank of FTNT is 8989
Sortino Ratio Rank
The Omega Ratio Rank of FTNT is 8888
Omega Ratio Rank
The Calmar Ratio Rank of FTNT is 8989
Calmar Ratio Rank
The Martin Ratio Rank of FTNT is 8282
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.

TENB vs. FTNT - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Tenable Holdings, Inc. (TENB) 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.


Sharpe ratio
The chart of Sharpe ratio for TENB, currently valued at -0.65, compared to the broader market-2.000.002.004.00-0.651.60
The chart of Sortino ratio for TENB, currently valued at -0.78, compared to the broader market-6.00-4.00-2.000.002.004.006.00-0.782.83
The chart of Omega ratio for TENB, currently valued at 0.91, compared to the broader market0.501.001.502.000.911.37
The chart of Calmar ratio for TENB, currently valued at -0.54, compared to the broader market0.002.004.006.00-0.541.96
The chart of Martin ratio for TENB, currently valued at -1.19, compared to the broader market-10.000.0010.0020.0030.00-1.195.79
TENB
FTNT

The current TENB Sharpe Ratio is -0.65, which is lower than the FTNT Sharpe Ratio of 1.60. The chart below compares the historical Sharpe Ratios of TENB and FTNT, 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 Ratio-1.00-0.500.000.501.001.502.002.50SeptemberOctoberNovemberDecember2025February
-0.65
1.60
TENB
FTNT

Dividends

TENB vs. FTNT - Dividend Comparison

Neither TENB nor FTNT has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

TENB vs. FTNT - Drawdown Comparison

The maximum TENB drawdown since its inception was -56.82%, which is greater than FTNT's maximum drawdown of -51.20%. Use the drawdown chart below to compare losses from any high point for TENB and FTNT. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%SeptemberOctoberNovemberDecember2025February
-37.73%
0
TENB
FTNT

Volatility

TENB vs. FTNT - Volatility Comparison

Tenable Holdings, Inc. (TENB) has a higher volatility of 12.60% compared to Fortinet, Inc. (FTNT) at 6.23%. This indicates that TENB'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.


5.00%10.00%15.00%20.00%SeptemberOctoberNovemberDecember2025February
12.60%
6.23%
TENB
FTNT

Financials

TENB vs. FTNT - Financials Comparison

This section allows you to compare key financial metrics between Tenable Holdings, 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


Values in USD except per share items
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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