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

Correlation

The correlation between CRWD and ZS is 0.73, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


-0.50.00.51.00.7

Performance

CRWD vs. ZS - Performance Comparison

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

-30.00%-20.00%-10.00%0.00%10.00%20.00%30.00%AugustSeptemberOctoberNovemberDecember2025
17.07%
-0.51%
CRWD
ZS

Key characteristics

Sharpe Ratio

CRWD:

0.62

ZS:

-0.39

Sortino Ratio

CRWD:

1.10

ZS:

-0.25

Omega Ratio

CRWD:

1.15

ZS:

0.96

Calmar Ratio

CRWD:

0.66

ZS:

-0.29

Martin Ratio

CRWD:

1.62

ZS:

-0.65

Ulcer Index

CRWD:

18.04%

ZS:

25.81%

Daily Std Dev

CRWD:

46.84%

ZS:

43.16%

Max Drawdown

CRWD:

-67.69%

ZS:

-76.41%

Current Drawdown

CRWD:

-8.96%

ZS:

-49.13%

Fundamentals

Market Cap

CRWD:

$89.50B

ZS:

$29.15B

EPS

CRWD:

$0.50

ZS:

-$0.25

PEG Ratio

CRWD:

1.64

ZS:

3.26

Total Revenue (TTM)

CRWD:

$3.74B

ZS:

$2.30B

Gross Profit (TTM)

CRWD:

$2.81B

ZS:

$1.79B

EBITDA (TTM)

CRWD:

$297.12M

ZS:

$93.53M

Returns By Period

In the year-to-date period, CRWD achieves a 4.34% return, which is significantly higher than ZS's 3.97% return.


CRWD

YTD

4.34%

1M

2.24%

6M

17.06%

1Y

26.10%

5Y*

41.39%

10Y*

N/A

ZS

YTD

3.97%

1M

1.02%

6M

-0.51%

1Y

-17.70%

5Y*

25.91%

10Y*

N/A

*Annualized

Compare stocks, funds, or ETFs

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Risk-Adjusted Performance

CRWD vs. ZS — Risk-Adjusted Performance Rank

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

CRWD
The Risk-Adjusted Performance Rank of CRWD is 6666
Overall Rank
The Sharpe Ratio Rank of CRWD is 6969
Sharpe Ratio Rank
The Sortino Ratio Rank of CRWD is 6262
Sortino Ratio Rank
The Omega Ratio Rank of CRWD is 6262
Omega Ratio Rank
The Calmar Ratio Rank of CRWD is 7272
Calmar Ratio Rank
The Martin Ratio Rank of CRWD is 6464
Martin Ratio Rank

ZS
The Risk-Adjusted Performance Rank of ZS is 2727
Overall Rank
The Sharpe Ratio Rank of ZS is 2525
Sharpe Ratio Rank
The Sortino Ratio Rank of ZS is 2525
Sortino Ratio Rank
The Omega Ratio Rank of ZS is 2424
Omega Ratio Rank
The Calmar Ratio Rank of ZS is 2828
Calmar Ratio Rank
The Martin Ratio Rank of ZS is 3333
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.

CRWD vs. ZS - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for CrowdStrike Holdings, Inc. (CRWD) 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 CRWD, currently valued at 0.62, compared to the broader market-2.000.002.004.000.62-0.39
The chart of Sortino ratio for CRWD, currently valued at 1.10, compared to the broader market-4.00-2.000.002.004.001.10-0.25
The chart of Omega ratio for CRWD, currently valued at 1.15, compared to the broader market0.501.001.502.001.150.96
The chart of Calmar ratio for CRWD, currently valued at 0.66, compared to the broader market0.002.004.006.000.66-0.29
The chart of Martin ratio for CRWD, currently valued at 1.62, compared to the broader market-10.000.0010.0020.001.62-0.65
CRWD
ZS

The current CRWD Sharpe Ratio is 0.62, which is higher than the ZS Sharpe Ratio of -0.39. The chart below compares the historical Sharpe Ratios of CRWD 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-0.500.000.501.001.502.00AugustSeptemberOctoberNovemberDecember2025
0.62
-0.39
CRWD
ZS

Dividends

CRWD vs. ZS - Dividend Comparison

Neither CRWD nor ZS has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

CRWD vs. ZS - Drawdown Comparison

The maximum CRWD drawdown since its inception was -67.69%, smaller than the maximum ZS drawdown of -76.41%. Use the drawdown chart below to compare losses from any high point for CRWD and ZS. For additional features, visit the drawdowns tool.


-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-8.96%
-49.13%
CRWD
ZS

Volatility

CRWD vs. ZS - Volatility Comparison

CrowdStrike Holdings, Inc. (CRWD) has a higher volatility of 12.31% compared to Zscaler, Inc. (ZS) at 10.57%. This indicates that CRWD'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%AugustSeptemberOctoberNovemberDecember2025
12.31%
10.57%
CRWD
ZS

Financials

CRWD vs. ZS - Financials Comparison

This section allows you to compare key financial metrics between CrowdStrike Holdings, 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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