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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.

0.00%20,000.00%40,000.00%60,000.00%80,000.00%100,000.00%120,000.00%JulyAugustSeptemberOctoberNovemberDecember
28,107.07%
403.03%
ALAR
ZS

Key characteristics

Sharpe Ratio

ALAR:

1.16

ZS:

-0.33

Sortino Ratio

ALAR:

2.22

ZS:

-0.17

Omega Ratio

ALAR:

1.25

ZS:

0.98

Calmar Ratio

ALAR:

1.46

ZS:

-0.25

Martin Ratio

ALAR:

3.22

ZS:

-0.58

Ulcer Index

ALAR:

45.38%

ZS:

24.85%

Daily Std Dev

ALAR:

125.94%

ZS:

43.44%

Max Drawdown

ALAR:

-99.94%

ZS:

-76.41%

Current Drawdown

ALAR:

-99.56%

ZS:

-49.19%

Fundamentals

Market Cap

ALAR:

$83.86M

ZS:

$30.76B

EPS

ALAR:

$1.30

ZS:

-$0.25

Total Revenue (TTM)

ALAR:

$31.56M

ZS:

$2.30B

Gross Profit (TTM)

ALAR:

$23.90M

ZS:

$1.79B

EBITDA (TTM)

ALAR:

$8.09M

ZS:

$93.53M

Returns By Period

In the year-to-date period, ALAR achieves a 43.94% return, which is significantly higher than ZS's -15.43% return.


ALAR

YTD

43.94%

1M

-10.78%

6M

-62.90%

1Y

126.57%

5Y*

-22.93%

10Y*

N/A

ZS

YTD

-15.43%

1M

-9.61%

6M

4.36%

1Y

-15.47%

5Y*

31.30%

10Y*

N/A

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Risk-Adjusted Performance

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 1.16, compared to the broader market-4.00-2.000.002.001.16-0.33
The chart of Sortino ratio for ALAR, currently valued at 2.22, compared to the broader market-4.00-2.000.002.004.002.22-0.17
The chart of Omega ratio for ALAR, currently valued at 1.25, compared to the broader market0.501.001.502.001.250.98
The chart of Calmar ratio for ALAR, currently valued at 1.46, compared to the broader market0.002.004.006.001.46-0.25
The chart of Martin ratio for ALAR, currently valued at 3.22, compared to the broader market-5.000.005.0010.0015.0020.0025.003.22-0.58
ALAR
ZS

The current ALAR Sharpe Ratio is 1.16, which is higher than the ZS Sharpe Ratio of -0.33. 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 Ratio0.005.0010.0015.00JulyAugustSeptemberOctoberNovemberDecember
1.16
-0.33
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%JulyAugustSeptemberOctoberNovemberDecember
-99.56%
-49.19%
ALAR
ZS

Volatility

ALAR vs. ZS - Volatility Comparison

Alarum Technologies Ltd. (ALAR) has a higher volatility of 24.84% compared to Zscaler, Inc. (ZS) at 13.85%. 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%JulyAugustSeptemberOctoberNovemberDecember
24.84%
13.85%
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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