PANW Palo Alto Ne...

Fundamental Data

Get detailed Fundamental insights of Palo Alto Networks Inc. and compare it to the S&P500.
YTD Return
PANW +14.60%
vs.
SPY +18.46%
1-Year Return
PANW +40.69%
vs.
SPY +27.00%
3-Year Return
PANW +17.77%
vs.
SPY +5.68%

Worst 10 Drawdowns of PANW

Started Recovered Drawdown Days
Feb 28, 2019 Jul 30, 2020 -47.99% 519
Jul 24, 2015 May 4, 2018 -45.21% 1016
Apr 14, 2022 May 25, 2023 -36.00% 407
Sep 13, 2018 Feb 26, 2019 -30.81% 167
Feb 12, 2024 Sep 17, 2024 -30.49% 219
Feb 22, 2021 Jul 19, 2021 -20.17% 148
Jul 6, 2023 Oct 10, 2023 -19.51% 97
Aug 21, 2020 Nov 13, 2020 -18.84% 85
Dec 28, 2021 Feb 24, 2022 -16.34% 59
Mar 1, 2022 Mar 21, 2022 -11.63% 21

PANW vs. S&P500

Comparison of company stats against the S&P500 Index.

Time Period between January 5, 2015 - September 17, 2024

Annual Return (%)

PANW
S&P500
Metric PANW S&P500
Cumulative Return +735.01% +174.09%
Compound Annual Growth Rate (CAGR) +16.29% +7.44%
Sharpe 0.76 0.67
Sortino 1.07 0.94
Max Drawdown -47.99% -34.1%
Longest Drawdown Days 1016 745
Volatility (ann.) 38.8% 17.83%
Correlation 47.4% -
R^2 0.22 -
Calmar 0.34 0.22
Skew -0.91 -0.55
Kurtosis 17.73 12.49
Expected Daily +0.09% +0.04%
Expected Monthly +1.83% +0.87%
Expected Yearly +23.64% +10.61%
Kelly Criterion 6.63% 3.1%
Risk of Ruin 0% 0%
Daily Value-at-Risk -3.90% -1.80%
Expected Shortfall (cVaR) -3.90% -1.80%
Max Consecutive Wins 12 10
Max Consecutive Losses 12 8
Gain/Pain Ratio 0.16 0.14
Gain/Pain (1M) 0.85 0.78
Payoff Ratio 0.99 0.89
Profit Factor 1.16 1.14
Outlier Win Ratio 2.83 6.36
Outlier Loss Ratio 3.00 6.44
MTD -6.83% -0.11%
3M +6.50% +3.74%
6M +19.77% +10.44%
Best Day +18.60% +9.06%
Worst Day -28.44% -10.94%
Best Month +32.88% +12.70%
Worst Month -25.81% -13.00%
Best Year +111.32% +28.79%
Worst Year -29.01% -19.48%
Avg. Drawdown -6.16% -1.83%
Avg. Drawdown Days 43 22
Recovery Factor 5.97 3.41
Ulcer Index 0.19 0.08
Avg. Up Month +9.60% +3.83%
Avg. Down Month -9.97% -4.54%
Win Days 53.50% 54.39%
Win Month 58.97% 66.67%
Win Quarter 61.54% 76.92%
Win Year 80.00% 70.00%