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

Correlation

The correlation between CFLT and ZS is 0.64, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.00.6

Performance

CFLT vs. ZS - Performance Comparison

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

-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-33.41%
-14.69%
CFLT
ZS

Key characteristics

Sharpe Ratio

CFLT:

0.44

ZS:

-0.33

Sortino Ratio

CFLT:

1.18

ZS:

-0.17

Omega Ratio

CFLT:

1.15

ZS:

0.98

Calmar Ratio

CFLT:

0.34

ZS:

-0.25

Martin Ratio

CFLT:

1.12

ZS:

-0.58

Ulcer Index

CFLT:

24.11%

ZS:

24.85%

Daily Std Dev

CFLT:

61.17%

ZS:

43.44%

Max Drawdown

CFLT:

-82.61%

ZS:

-76.41%

Current Drawdown

CFLT:

-67.97%

ZS:

-49.19%

Fundamentals

Market Cap

CFLT:

$10.28B

ZS:

$30.76B

EPS

CFLT:

-$1.10

ZS:

-$0.25

PEG Ratio

CFLT:

0.70

ZS:

3.61

Total Revenue (TTM)

CFLT:

$915.61M

ZS:

$2.30B

Gross Profit (TTM)

CFLT:

$668.69M

ZS:

$1.79B

EBITDA (TTM)

CFLT:

-$378.27M

ZS:

$93.53M

Returns By Period

In the year-to-date period, CFLT achieves a 28.12% return, which is significantly higher than ZS's -15.43% return.


CFLT

YTD

28.12%

1M

4.94%

6M

10.75%

1Y

23.40%

5Y*

N/A

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

CFLT vs. ZS - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Confluent, Inc. (CFLT) 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 CFLT, currently valued at 0.44, compared to the broader market-4.00-2.000.002.000.44-0.33
The chart of Sortino ratio for CFLT, currently valued at 1.18, compared to the broader market-4.00-2.000.002.004.001.18-0.17
The chart of Omega ratio for CFLT, currently valued at 1.15, compared to the broader market0.501.001.502.001.150.98
The chart of Calmar ratio for CFLT, currently valued at 0.34, compared to the broader market0.002.004.006.000.34-0.25
The chart of Martin ratio for CFLT, currently valued at 1.12, compared to the broader market-5.000.005.0010.0015.0020.0025.001.12-0.58
CFLT
ZS

The current CFLT Sharpe Ratio is 0.44, which is higher than the ZS Sharpe Ratio of -0.33. The chart below compares the historical Sharpe Ratios of CFLT 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 Ratio-0.500.000.501.00JulyAugustSeptemberOctoberNovemberDecember
0.44
-0.33
CFLT
ZS

Dividends

CFLT vs. ZS - Dividend Comparison

Neither CFLT nor ZS has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

CFLT vs. ZS - Drawdown Comparison

The maximum CFLT drawdown since its inception was -82.61%, which is greater than ZS's maximum drawdown of -76.41%. Use the drawdown chart below to compare losses from any high point for CFLT and ZS. For additional features, visit the drawdowns tool.


-80.00%-70.00%-60.00%-50.00%-40.00%JulyAugustSeptemberOctoberNovemberDecember
-67.97%
-49.19%
CFLT
ZS

Volatility

CFLT vs. ZS - Volatility Comparison

Confluent, Inc. (CFLT) has a higher volatility of 15.29% compared to Zscaler, Inc. (ZS) at 13.85%. This indicates that CFLT'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%15.00%20.00%25.00%JulyAugustSeptemberOctoberNovemberDecember
15.29%
13.85%
CFLT
ZS

Financials

CFLT vs. ZS - Financials Comparison

This section allows you to compare key financial metrics between Confluent, Inc. 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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