CRWD vs PANW: returns, Sharpe ratio and drawdown
Performance
CRWD+122.86%PANW+100.81%
Summary
CRWD vs PANW
Over the past year, CRWD returned +122.86% against +100.81% for PANW. Over five years, PANW averaged +37.80% a year, compared with +32.24% for CRWD. CRWD had the higher Sharpe ratio over the past year (1.66 vs 1.61), meaning more return for each unit of volatility. The worst peak-to-trough drop over the past year was -36.01% for PANW and -37.18% for CRWD.
Current Drawdown
CRWD-1.37%PANW-0.27%
Rolling Volatility
CRWD+3.77%PANW+3.72%
METRICS
Correlation Matrix
Metrics
Risk Indicators
CRWDPANW
Alpha
CRWD
70.09%
PANW
60.43%
Beta
CRWD
1.53x
PANW
1.23x
Sharpe
CRWD
1.66
PANW
1.61
Sortino
CRWD
2.76
PANW
2.60
Omega
CRWD
1.34
PANW
1.32
Calmar
CRWD
3.30
PANW
2.80
Martin
CRWD
5.85
PANW
4.91
Comparisons