PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
Zscaler, Inc. (ZS)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Company Info

ISIN

US98980G1022

Sector

Technology

IPO Date

Mar 16, 2018

Highlights

Market Cap

$30.43B

EPS (TTM)

-$0.40

PEG Ratio

1.18

Total Revenue (TTM)

$1.67B

Gross Profit (TTM)

$1.31B

EBITDA (TTM)

-$14.51M

Year Range

$153.45 - $259.61

Target Price

$218.05

Short %

5.10%

Short Ratio

2.91

Share Price Chart


Loading data...

Compare to other instruments

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


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


100.00%200.00%300.00%400.00%500.00%JuneJulyAugustSeptemberOctoberNovember
510.52%
113.32%
ZS (Zscaler, Inc.)
Benchmark (^GSPC)

Returns By Period

Zscaler, Inc. had a return of -9.07% year-to-date (YTD) and 8.21% in the last 12 months.


ZS

YTD

-9.07%

1M

5.18%

6M

12.64%

1Y

8.21%

5Y (annualized)

34.53%

10Y (annualized)

N/A

^GSPC (Benchmark)

YTD

23.08%

1M

0.10%

6M

10.70%

1Y

30.05%

5Y (annualized)

13.52%

10Y (annualized)

11.11%

Monthly Returns

The table below presents the monthly returns of ZS, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20246.37%2.67%-20.39%-10.22%-1.72%13.08%-6.68%11.50%-14.52%5.76%-9.07%
202310.96%5.63%-10.92%-22.88%50.37%7.99%9.62%-2.70%-0.29%1.99%24.48%12.17%98.00%
2022-19.99%-6.99%0.89%-15.97%-24.49%-2.34%3.71%2.70%3.22%-6.25%-13.40%-16.15%-65.18%
2021-0.01%2.67%-16.27%9.30%3.50%11.26%9.19%17.99%-5.79%21.60%8.82%-7.39%60.90%
202020.62%-7.31%17.06%10.22%46.23%11.63%18.58%10.39%-1.85%-3.51%14.73%28.22%329.48%
201923.36%2.71%42.77%-3.69%0.47%11.67%9.96%-18.43%-31.25%-6.94%18.53%-10.80%18.59%
2018-14.94%6.48%-12.14%36.14%-1.23%21.18%-4.70%-11.01%8.18%-0.13%18.82%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of ZS is 47, suggesting that the investment has average results relative to other stocks 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 ZS is 4747
Combined Rank
The Sharpe Ratio Rank of ZS is 5050
Sharpe Ratio Rank
The Sortino Ratio Rank of ZS is 4343
Sortino Ratio Rank
The Omega Ratio Rank of ZS is 4444
Omega Ratio Rank
The Calmar Ratio Rank of ZS is 5050
Calmar Ratio Rank
The Martin Ratio Rank of ZS is 4747
Martin 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.


Sharpe ratio
The chart of Sharpe ratio for ZS, currently valued at 0.22, compared to the broader market-4.00-2.000.002.000.222.48
The chart of Sortino ratio for ZS, currently valued at 0.54, compared to the broader market-4.00-2.000.002.004.000.543.33
The chart of Omega ratio for ZS, currently valued at 1.08, compared to the broader market0.501.001.502.001.081.46
The chart of Calmar ratio for ZS, currently valued at 0.16, compared to the broader market0.002.004.006.000.163.58
The chart of Martin ratio for ZS, currently valued at 0.38, compared to the broader market0.0010.0020.0030.000.3815.96
ZS
^GSPC

The current Zscaler, Inc. Sharpe ratio is 0.22. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of Zscaler, Inc. with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.

Rolling 12-month Sharpe Ratio0.001.002.003.00JuneJulyAugustSeptemberOctoberNovember
0.22
2.48
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. Drawdowns are calculated considering price movements and all distributions paid, if any.


-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-45.37%
-2.18%
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 45.37%.


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 9.37%, 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%JuneJulyAugustSeptemberOctoberNovember
9.37%
4.06%
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

Historical P/E Ratio Chart

The chart below displays the historical trend of the price-to-earnings (P/E) ratio for Zscaler, Inc..


Loading data...

Income Statement



TTM
Revenue

Total Revenue

Cost Of Revenue

Gross Profit

Operating Expenses

Selling, General & Admin Expenses

R&D Expenses

Depreciation And Amortization

Total Operating Expenses

Income

Income Before Tax

Operating Income

EBITDA

EBIT

Earnings From Continuing Operations

Net Income

Income Tax Expense

Other Non-Operating Income (Expenses)

Extraordinary Items

Discontinued Operations

Effect Of Accounting Charges

Non Recurring

Minority Interest

Other Items

Interest Income

Interest Expense

Net Interest Income

Values in undefined except per share items