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Zscaler, Inc. (ZS)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Company Info

ISINUS98980G1022
SectorTechnology
IndustrySoftware—Infrastructure

Highlights

Market Cap$28.87B
EPS-$0.95
PEG Ratio1.38
Revenue (TTM)$1.90B
Gross Profit (TTM)$1.26B
EBITDA (TTM)-$153.45M
Year Range$84.93 - $259.61
Target Price$264.04
Short %4.94%
Short Ratio1.29

Share Price Chart


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Compare to other instruments

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Zscaler, Inc.

Popular comparisons: ZS vs. CRWD, ZS vs. PANW, ZS vs. FTNT, ZS vs. NET, ZS vs. DDOG, ZS vs. SNOW, ZS vs. TENB, ZS vs. VTI, ZS vs. VOO, ZS vs. net

Performance

Performance Chart

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


-10.00%0.00%10.00%20.00%30.00%40.00%50.00%NovemberDecember2024FebruaryMarchApril
7.65%
18.38%
ZS (Zscaler, Inc.)
Benchmark (^GSPC)

S&P 500

Returns By Period

Zscaler, Inc. had a return of -18.12% year-to-date (YTD) and 68.93% in the last 12 months.


PeriodReturnBenchmark
Year-To-Date-18.12%7.41%
1 month-9.94%-0.81%
6 months7.65%18.38%
1 year68.93%23.57%
5 years (annualized)22.21%12.02%
10 years (annualized)N/A10.79%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
20246.37%2.67%-20.39%
2023-0.29%1.99%24.48%12.17%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current risk-adjusted rank of ZS is 84, placing it in the top 16% of the market in terms of risk-adjusted performance. This ranking is based on the combined values of the financial indicators listed below.

84
Zscaler, Inc.(ZS)
87Sharpe Ratio Rank
82Sortino Ratio Rank
83Omega Ratio Rank
81Calmar Ratio Rank
87Martin 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 Zscaler, Inc. (ZS) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


ZS
Sharpe ratio
The Sharpe ratio of ZS compared to the broader market-2.00-1.000.001.002.003.004.001.48
Sortino ratio
The Sortino ratio of ZS compared to the broader market-4.00-2.000.002.004.006.002.06
Omega ratio
The Omega ratio of ZS compared to the broader market0.501.001.501.28
Calmar ratio
The Calmar ratio of ZS compared to the broader market0.002.004.006.000.93
Martin ratio
The Martin ratio of ZS compared to the broader market0.0010.0020.0030.006.89
^GSPC
Sharpe ratio
The Sharpe ratio of ^GSPC compared to the broader market-2.00-1.000.001.002.003.004.002.15
Sortino ratio
The Sortino ratio of ^GSPC compared to the broader market-4.00-2.000.002.004.006.003.11
Omega ratio
The Omega ratio of ^GSPC compared to the broader market0.501.001.501.38
Calmar ratio
The Calmar ratio of ^GSPC compared to the broader market0.002.004.006.001.63
Martin ratio
The Martin ratio of ^GSPC compared to the broader market0.0010.0020.0030.008.76

Sharpe Ratio

The current Zscaler, Inc. Sharpe ratio is 1.48. A Sharpe ratio greater than 1.0 is considered acceptable.


Rolling 12-month Sharpe Ratio-0.500.000.501.001.502.002.503.00NovemberDecember2024FebruaryMarchApril
1.48
2.15
ZS (Zscaler, Inc.)
Benchmark (^GSPC)

Dividends

Dividend History


Zscaler, Inc. doesn't pay dividends

Drawdowns

Drawdowns Chart

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


-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%NovemberDecember2024FebruaryMarchApril
-50.81%
-2.49%
ZS (Zscaler, Inc.)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the Zscaler, 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 Zscaler, Inc. was 76.41%, occurring on May 2, 2023. The portfolio has not yet recovered.

The current Zscaler, Inc. drawdown is 50.81%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-76.41%Nov 22, 2021362May 2, 2023
-55.22%Jul 29, 2019158Mar 12, 202054May 29, 2020212
-31.76%Aug 28, 201860Nov 20, 201847Jan 31, 2019107
-28.95%Feb 16, 202162May 13, 202137Jul 7, 202199
-24.39%Mar 19, 201849May 25, 20188Jun 7, 201857

Volatility

Volatility Chart

The current Zscaler, Inc. volatility is 6.21%, 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.


0.00%5.00%10.00%15.00%20.00%NovemberDecember2024FebruaryMarchApril
6.21%
3.24%
ZS (Zscaler, Inc.)
Benchmark (^GSPC)

Financials

Financial Performance

The chart below illustrates the trends in the financial health of Zscaler, 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
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TTM
Revenue

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Cost Of Revenue

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Gross Profit

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Operating Expenses

Selling, General & Admin Expenses

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Total Operating Expenses

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Income

Income Before Tax

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Operating Income

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EBIT

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Earnings From Continuing Operations

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Net Income

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Income Tax Expense

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Interest Expense

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Other Non-Operating Income (Expenses)

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Extraordinary Items

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Discontinued Operations

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Effect Of Accounting Charges

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Non Recurring

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Minority Interest

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Other Items

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Values in undefined except per share items