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BOX vs. ZM
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

BOX vs. ZM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Box, Inc. (BOX) and Zoom Video Communications, Inc. (ZM). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, BOX achieves a -10.77% return, which is significantly lower than ZM's 23.07% return.


BOX

1D
-3.51%
1M
5.83%
YTD
-10.77%
6M
-17.06%
1Y
-30.46%
3Y*
-2.77%
5Y*
1.19%
10Y*
8.64%

ZM

1D
-5.08%
1M
-0.40%
YTD
23.07%
6M
24.01%
1Y
31.14%
3Y*
16.54%
5Y*
-20.58%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

BOX vs. ZM - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
BOX
Box, Inc.
-10.77%-5.35%23.39%-17.73%18.86%45.10%7.57%-10.93%
ZM
Zoom Video Communications, Inc.
23.07%5.73%13.49%6.16%-63.17%-45.48%395.77%9.74%

Correlation

The correlation between BOX and ZM is 0.53, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.53

Correlation (3Y)
Calculated over the trailing 3-year period

0.44

Correlation (5Y)
Calculated over the trailing 5-year period

0.46

Correlation (All Time)
Calculated using the full available price history since Apr 22, 2019

0.38

The correlation between BOX and ZM shifts across timeframes, from 0.38 (all time) to 0.53 (1 year), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap

BOX:

$3.74B

ZM:

$31.88B

EPS

BOX:

$0.71

ZM:

$6.79

PE Ratio

BOX:

37.34

ZM:

15.64

PEG Ratio

BOX:

0.36

ZM:

0.11

PS Ratio

BOX:

3.25

ZM:

6.57

Total Revenue (TTM)

BOX:

$1.21B

ZM:

$4.93B

Gross Profit (TTM)

BOX:

$960.21M

ZM:

$3.82B

EBITDA (TTM)

BOX:

$145.37M

ZM:

$1.90B

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Return for Risk

BOX vs. ZM — Risk / Return Rank

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

BOX
BOX Risk / Return Rank: 1111
Overall Rank
BOX Sharpe Ratio Rank: 66
Sharpe Ratio Rank
BOX Sortino Ratio Rank: 77
Sortino Ratio Rank
BOX Omega Ratio Rank: 99
Omega Ratio Rank
BOX Calmar Ratio Rank: 1616
Calmar Ratio Rank
BOX Martin Ratio Rank: 1515
Martin Ratio Rank

ZM
ZM Risk / Return Rank: 6464
Overall Rank
ZM Sharpe Ratio Rank: 6565
Sharpe Ratio Rank
ZM Sortino Ratio Rank: 6363
Sortino Ratio Rank
ZM Omega Ratio Rank: 6161
Omega Ratio Rank
ZM Calmar Ratio Rank: 6565
Calmar Ratio Rank
ZM Martin Ratio Rank: 6868
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

BOX vs. ZM - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Box, Inc. (BOX) and Zoom Video Communications, Inc. (ZM). 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.


BOXZMDifference
Sharpe ratioReturn per unit of total volatility

-1.67

Sortino ratioReturn per unit of downside risk

-2.75

Omega ratioGain probability vs. loss probability

0.85

1.18

-0.33

Calmar ratioReturn relative to maximum drawdown

-0.69

1.28

-1.97

Martin ratioReturn relative to average drawdown

-1.16

3.48

-4.64

BOX vs. ZM - Sharpe Ratio Comparison

The current BOX Sharpe Ratio is -0.91, which is lower than the ZM Sharpe Ratio of 0.76. The chart below compares the historical Sharpe Ratios of BOX and ZM, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


BOXZMDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.91

0.76

-1.67

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.04

-0.47

+0.50

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.22

Sharpe Ratio (All Time)

Calculated using the full available price history

0.03

0.14

-0.11

Drawdowns

BOX vs. ZM - Drawdown Comparison

The maximum BOX drawdown since its inception was -68.56%, smaller than the maximum ZM drawdown of -90.27%. Use the drawdown chart below to compare losses from any high point for BOX and ZM.


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Drawdown Indicators


BOXZMDifference

Max Drawdown

Largest peak-to-trough decline

-68.56%

-90.27%

+21.71%

Max Drawdown (1Y)

Largest decline over 1 year

-44.57%

-24.42%

-20.15%

Max Drawdown (3Y)

Largest decline over 3 years

-44.57%

-25.45%

-19.12%

Max Drawdown (5Y)

Largest decline over 5 years

-44.57%

-86.21%

+41.64%

Max Drawdown (10Y)

Largest decline over 10 years

-68.56%

Current Drawdown

Current decline from peak

-30.77%

-81.31%

+50.54%

Average Drawdown

Average peak-to-trough decline

-25.24%

-62.80%

+37.56%

Ulcer Index

Depth and duration of drawdowns from previous peaks

26.28%

8.97%

+17.31%

Volatility

BOX vs. ZM - Volatility Comparison

The current volatility for Box, Inc. (BOX) is 16.05%, while Zoom Video Communications, Inc. (ZM) has a volatility of 18.02%. This indicates that BOX experiences smaller price fluctuations and is considered to be less risky than ZM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BOXZMDifference

Volatility (1M)

Calculated over the trailing 1-month period

16.05%

18.02%

-1.97%

Volatility (6M)

Calculated over the trailing 6-month period

30.08%

33.97%

-3.89%

Volatility (1Y)

Calculated over the trailing 1-year period

33.69%

41.14%

-7.45%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

33.06%

44.49%

-11.43%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

38.81%

54.53%

-15.72%

Dividends

BOX vs. ZM - Dividend Comparison

Neither BOX nor ZM has paid dividends to shareholders.


Tickers have no history of dividend payments

Financials

BOX vs. ZM - Financials Comparison

This section allows you to compare key financial metrics between Box, Inc. and Zoom Video Communications, 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


200.00M400.00M600.00M800.00M1.00B1.20B20222023202420252026
305.94M
1.24B
(BOX) Total Revenue
(ZM) Total Revenue
Values in USD except per share items

BOX vs. ZM - Profitability Comparison

The chart below illustrates the profitability comparison between Box, Inc. and Zoom Video Communications, Inc. over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

70.0%72.0%74.0%76.0%78.0%80.0%20222023202420252026
79.5%
77.9%
Portfolio components
BOX - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Box, Inc. reported a gross profit of 243.21M and revenue of 305.94M. Therefore, the gross margin over that period was 79.5%.

ZM - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Zoom Video Communications, Inc. reported a gross profit of 964.72M and revenue of 1.24B. Therefore, the gross margin over that period was 77.9%.

BOX - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Box, Inc. reported an operating income of 27.44M and revenue of 305.94M, resulting in an operating margin of 9.0%.

ZM - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Zoom Video Communications, Inc. reported an operating income of 310.47M and revenue of 1.24B, resulting in an operating margin of 25.1%.

BOX - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Box, Inc. reported a net income of 11.91M and revenue of 305.94M, resulting in a net margin of 3.9%.

ZM - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Zoom Video Communications, Inc. reported a net income of 425.68M and revenue of 1.24B, resulting in a net margin of 34.4%.


Frequently Asked Questions


BOX and ZM have a correlation of 0.53, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

ZM has higher volatility (18.02%) compared to BOX (16.05%). In terms of maximum drawdown, BOX dropped -68.56% vs ZM's -90.27%.

ZM currently has the higher Sharpe Ratio (0.76 vs -0.91), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

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