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Zoom Video Communications, Inc. (ZM)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Company Info

SectorCommunication Services
IndustryTelecom Services

Highlights

Market Cap$18.28B
EPS$2.07
PE Ratio28.72
PEG Ratio4.75
Revenue (TTM)$4.53B
Gross Profit (TTM)$3.29B
EBITDA (TTM)$702.72M
Year Range$58.87 - $75.90
Target Price$77.27
Short %4.86%
Short Ratio3.87

Share Price Chart


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Zoom Video Communications, Inc.

Popular comparisons: ZM vs. QQQ, ZM vs. VGT, ZM vs. PINS, ZM vs. RNG, ZM vs. VOO, ZM vs. SWPPX, ZM vs. BTC-USD, ZM vs. AAPL, ZM vs. SPY, ZM vs. ARKQ

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Zoom Video Communications, Inc., comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


0.00%5.00%10.00%15.00%20.00%25.00%NovemberDecember2024FebruaryMarchApril
2.16%
21.14%
ZM (Zoom Video Communications, Inc.)
Benchmark (^GSPC)

S&P 500

Returns By Period

Zoom Video Communications, Inc. had a return of -14.27% year-to-date (YTD) and -2.22% in the last 12 months.


PeriodReturnBenchmark
Year-To-Date-14.27%6.33%
1 month-7.59%-2.81%
6 months2.15%21.13%
1 year-2.22%24.56%
5 years (annualized)-1.42%11.55%
10 years (annualized)N/A10.55%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
2024-10.15%9.47%-7.58%
2023-1.53%-14.24%13.09%6.02%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of ZM is 38, suggesting that the investment has average results relative to the market in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.

The Risk-Adjusted Performance Rank of ZM is 3838
Zoom Video Communications, Inc.(ZM)
The Sharpe Ratio Rank of ZM is 4040Sharpe Ratio Rank
The Sortino Ratio Rank of ZM is 3535Sortino Ratio Rank
The Omega Ratio Rank of ZM is 3535Omega Ratio Rank
The Calmar Ratio Rank of ZM is 4545Calmar Ratio Rank
The Martin Ratio Rank of ZM is 3737Martin 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.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for Zoom Video Communications, Inc. (ZM) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


ZM
Sharpe ratio
The chart of Sharpe ratio for ZM, currently valued at -0.20, compared to the broader market-2.00-1.000.001.002.003.00-0.20
Sortino ratio
The chart of Sortino ratio for ZM, currently valued at -0.07, compared to the broader market-4.00-2.000.002.004.006.00-0.07
Omega ratio
The chart of Omega ratio for ZM, currently valued at 0.99, compared to the broader market0.501.001.500.99
Calmar ratio
The chart of Calmar ratio for ZM, currently valued at -0.07, compared to the broader market0.001.002.003.004.005.006.00-0.07
Martin ratio
The chart of Martin ratio for ZM, currently valued at -0.63, compared to the broader market0.0010.0020.0030.00-0.63
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 1.91, compared to the broader market-2.00-1.000.001.002.003.001.91
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 2.77, compared to the broader market-4.00-2.000.002.004.006.002.77
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.33, compared to the broader market0.501.001.501.33
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.46, compared to the broader market0.001.002.003.004.005.006.001.46
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 7.61, compared to the broader market0.0010.0020.0030.007.61

Sharpe Ratio

The current Zoom Video Communications, Inc. Sharpe ratio is -0.20. A negative Sharpe ratio means that the risk-free rate is higher than the portfolio's return. This value does not convey any meaningful information.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00NovemberDecember2024FebruaryMarchApril
-0.20
1.91
ZM (Zoom Video Communications, Inc.)
Benchmark (^GSPC)

Dividends

Dividend History


Zoom Video Communications, Inc. doesn't pay dividends

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-80.00%-60.00%-40.00%-20.00%0.00%NovemberDecember2024FebruaryMarchApril
-89.15%
-3.48%
ZM (Zoom Video Communications, Inc.)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the Zoom Video Communications, Inc.. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the Zoom Video Communications, Inc. was 89.60%, occurring on Apr 17, 2024. The portfolio has not yet recovered.

The current Zoom Video Communications, Inc. drawdown is 89.15%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-89.6%Oct 20, 2020878Apr 17, 2024
-39.67%Jun 13, 201992Oct 22, 201981Feb 19, 2020173
-28.71%Mar 24, 202011Apr 7, 202011Apr 23, 202022
-23.34%Sep 2, 20204Sep 8, 20209Sep 21, 202013
-20.06%Apr 24, 20205Apr 30, 202011May 15, 202016

Volatility

Volatility Chart

The current Zoom Video Communications, Inc. volatility is 6.36%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%NovemberDecember2024FebruaryMarchApril
6.36%
3.59%
ZM (Zoom Video Communications, Inc.)
Benchmark (^GSPC)

Financials

Financial Performance

The chart below illustrates the trends in the financial health of Zoom Video Communications, Inc. over time, highlighting three key metrics: Total Revenue, Earnings Before Interest and Taxes (EBIT), and Net Income.

Annual
Quarterly

0.0

Income Statement


Income Statement
Balance Sheet
Cash Flow
Annual
Quarterly

TTM
Revenue

Total Revenue

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Cost Of Revenue

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Gross Profit

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Operating Expenses

Selling, General & Admin Expenses

0.00

R&D Expenses

0.00

Total Operating Expenses

0.00
Income

Income Before Tax

0.00

Operating Income

0.00

EBIT

0.00

Earnings From Continuing Operations

0.00

Net Income

0.00

Income Tax Expense

0.00

Interest Expense

0.00

Other Non-Operating Income (Expenses)

0.00

Extraordinary Items

0.00

Discontinued Operations

0.00

Effect Of Accounting Charges

0.00

Non Recurring

0.00

Minority Interest

0.00

Other Items

0.00
Values in undefined except per share items