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

Correlation

The correlation between TMDX and FTNT is 0.31, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.00.3

Performance

TMDX vs. FTNT - Performance Comparison

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

-60.00%-40.00%-20.00%0.00%20.00%40.00%60.00%JulyAugustSeptemberOctoberNovemberDecember
-55.99%
65.96%
TMDX
FTNT

Key characteristics

Sharpe Ratio

TMDX:

-0.30

FTNT:

1.77

Sortino Ratio

TMDX:

0.01

FTNT:

3.01

Omega Ratio

TMDX:

1.00

FTNT:

1.39

Calmar Ratio

TMDX:

-0.32

FTNT:

2.23

Martin Ratio

TMDX:

-0.87

FTNT:

6.60

Ulcer Index

TMDX:

24.02%

FTNT:

10.47%

Daily Std Dev

TMDX:

68.36%

FTNT:

39.00%

Max Drawdown

TMDX:

-73.69%

FTNT:

-51.20%

Current Drawdown

TMDX:

-65.26%

FTNT:

-2.04%

Fundamentals

Market Cap

TMDX:

$2.21B

FTNT:

$74.82B

EPS

TMDX:

$0.93

FTNT:

$1.99

PE Ratio

TMDX:

70.65

FTNT:

49.06

Total Revenue (TTM)

TMDX:

$401.09M

FTNT:

$5.71B

Gross Profit (TTM)

TMDX:

$237.79M

FTNT:

$4.55B

EBITDA (TTM)

TMDX:

$58.14M

FTNT:

$1.89B

Returns By Period

In the year-to-date period, TMDX achieves a -22.48% return, which is significantly lower than FTNT's 66.05% return.


TMDX

YTD

-22.48%

1M

-26.21%

6M

-57.51%

1Y

-20.78%

5Y*

26.91%

10Y*

N/A

FTNT

YTD

66.05%

1M

5.13%

6M

65.97%

1Y

66.11%

5Y*

35.43%

10Y*

31.79%

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Risk-Adjusted Performance

TMDX vs. FTNT - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for TransMedics Group, Inc. (TMDX) 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 TMDX, currently valued at -0.30, compared to the broader market-4.00-2.000.002.00-0.301.77
The chart of Sortino ratio for TMDX, currently valued at 0.01, compared to the broader market-4.00-2.000.002.004.000.013.01
The chart of Omega ratio for TMDX, currently valued at 1.00, compared to the broader market0.501.001.502.001.001.39
The chart of Calmar ratio for TMDX, currently valued at -0.32, compared to the broader market0.002.004.006.00-0.322.23
The chart of Martin ratio for TMDX, currently valued at -0.87, compared to the broader market-5.000.005.0010.0015.0020.0025.00-0.876.60
TMDX
FTNT

The current TMDX Sharpe Ratio is -0.30, which is lower than the FTNT Sharpe Ratio of 1.77. The chart below compares the historical Sharpe Ratios of TMDX 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-1.000.001.002.003.00JulyAugustSeptemberOctoberNovemberDecember
-0.30
1.77
TMDX
FTNT

Dividends

TMDX vs. FTNT - Dividend Comparison

Neither TMDX nor FTNT has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

TMDX vs. FTNT - Drawdown Comparison

The maximum TMDX drawdown since its inception was -73.69%, which is greater than FTNT's maximum drawdown of -51.20%. Use the drawdown chart below to compare losses from any high point for TMDX and FTNT. For additional features, visit the drawdowns tool.


-70.00%-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-65.26%
-2.04%
TMDX
FTNT

Volatility

TMDX vs. FTNT - Volatility Comparison

TransMedics Group, Inc. (TMDX) has a higher volatility of 24.28% compared to Fortinet, Inc. (FTNT) at 8.46%. This indicates that TMDX'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.


0.00%10.00%20.00%30.00%40.00%JulyAugustSeptemberOctoberNovemberDecember
24.28%
8.46%
TMDX
FTNT

Financials

TMDX vs. FTNT - Financials Comparison

This section allows you to compare key financial metrics between TransMedics Group, 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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