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ALAR vs. ZS
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between ALAR and ZS is 0.18, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.00.2

Performance

ALAR vs. ZS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Alarum Technologies Ltd. (ALAR) and Zscaler, Inc. (ZS). The values are adjusted to include any dividend payments, if applicable.

-60.00%-40.00%-20.00%0.00%SeptemberOctoberNovemberDecember2025February
-63.43%
-0.44%
ALAR
ZS

Key characteristics

Sharpe Ratio

ALAR:

-0.28

ZS:

-0.47

Sortino Ratio

ALAR:

0.37

ZS:

-0.39

Omega Ratio

ALAR:

1.04

ZS:

0.94

Calmar Ratio

ALAR:

-0.33

ZS:

-0.35

Martin Ratio

ALAR:

-0.60

ZS:

-0.89

Ulcer Index

ALAR:

54.91%

ZS:

22.89%

Daily Std Dev

ALAR:

117.29%

ZS:

40.56%

Max Drawdown

ALAR:

-99.94%

ZS:

-76.41%

Current Drawdown

ALAR:

-99.69%

ZS:

-46.16%

Fundamentals

Market Cap

ALAR:

$54.78M

ZS:

$30.47B

EPS

ALAR:

$1.30

ZS:

-$0.25

Total Revenue (TTM)

ALAR:

$24.45M

ZS:

$1.77B

Gross Profit (TTM)

ALAR:

$18.57M

ZS:

$1.38B

EBITDA (TTM)

ALAR:

$6.50M

ZS:

$91.72M

Returns By Period

In the year-to-date period, ALAR achieves a -25.54% return, which is significantly lower than ZS's 10.06% return.


ALAR

YTD

-25.54%

1M

-21.08%

6M

-63.43%

1Y

-39.23%

5Y*

-17.80%

10Y*

N/A

ZS

YTD

10.06%

1M

2.92%

6M

-0.44%

1Y

-12.20%

5Y*

29.58%

10Y*

N/A

*Annualized

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Risk-Adjusted Performance

ALAR vs. ZS — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

ALAR
The Risk-Adjusted Performance Rank of ALAR is 3535
Overall Rank
The Sharpe Ratio Rank of ALAR is 3131
Sharpe Ratio Rank
The Sortino Ratio Rank of ALAR is 4242
Sortino Ratio Rank
The Omega Ratio Rank of ALAR is 4141
Omega Ratio Rank
The Calmar Ratio Rank of ALAR is 2626
Calmar Ratio Rank
The Martin Ratio Rank of ALAR is 3434
Martin Ratio Rank

ZS
The Risk-Adjusted Performance Rank of ZS is 2424
Overall Rank
The Sharpe Ratio Rank of ZS is 2222
Sharpe Ratio Rank
The Sortino Ratio Rank of ZS is 2323
Sortino Ratio Rank
The Omega Ratio Rank of ZS is 2222
Omega Ratio Rank
The Calmar Ratio Rank of ZS is 2525
Calmar Ratio Rank
The Martin Ratio Rank of ZS is 2727
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.

ALAR vs. ZS - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Alarum Technologies Ltd. (ALAR) and Zscaler, Inc. (ZS). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


Sharpe ratio
The chart of Sharpe ratio for ALAR, currently valued at -0.28, compared to the broader market-2.000.002.00-0.28-0.47
The chart of Sortino ratio for ALAR, currently valued at 0.37, compared to the broader market-4.00-2.000.002.004.006.000.37-0.39
The chart of Omega ratio for ALAR, currently valued at 1.04, compared to the broader market0.501.001.502.001.040.94
The chart of Calmar ratio for ALAR, currently valued at -0.33, compared to the broader market0.002.004.006.00-0.33-0.35
The chart of Martin ratio for ALAR, currently valued at -0.60, compared to the broader market-10.000.0010.0020.0030.00-0.60-0.89
ALAR
ZS

The current ALAR Sharpe Ratio is -0.28, which is higher than the ZS Sharpe Ratio of -0.47. The chart below compares the historical Sharpe Ratios of ALAR and ZS, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.001.002.003.004.005.006.00SeptemberOctoberNovemberDecember2025February
-0.28
-0.47
ALAR
ZS

Dividends

ALAR vs. ZS - Dividend Comparison

Neither ALAR nor ZS has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

ALAR vs. ZS - Drawdown Comparison

The maximum ALAR drawdown since its inception was -99.94%, which is greater than ZS's maximum drawdown of -76.41%. Use the drawdown chart below to compare losses from any high point for ALAR and ZS. For additional features, visit the drawdowns tool.


-100.00%-90.00%-80.00%-70.00%-60.00%-50.00%-40.00%SeptemberOctoberNovemberDecember2025February
-99.69%
-46.16%
ALAR
ZS

Volatility

ALAR vs. ZS - Volatility Comparison

Alarum Technologies Ltd. (ALAR) has a higher volatility of 12.80% compared to Zscaler, Inc. (ZS) at 10.73%. This indicates that ALAR's price experiences larger fluctuations and is considered to be riskier than ZS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


10.00%20.00%30.00%40.00%50.00%SeptemberOctoberNovemberDecember2025February
12.80%
10.73%
ALAR
ZS

Financials

ALAR vs. ZS - Financials Comparison

This section allows you to compare key financial metrics between Alarum Technologies Ltd. and Zscaler, Inc.. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


Values in USD except per share items
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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