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

Correlation

The correlation between FFIV and ZS is 0.66, 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.


-0.50.00.51.0
Correlation: 0.7

Performance

FFIV vs. ZS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in F5 Networks, Inc. (FFIV) and Zscaler, Inc. (ZS). The values are adjusted to include any dividend payments, if applicable.

-10.00%0.00%10.00%20.00%30.00%40.00%NovemberDecember2025FebruaryMarchApril
23.65%
13.62%
FFIV
ZS

Key characteristics

Sharpe Ratio

FFIV:

1.52

ZS:

0.51

Sortino Ratio

FFIV:

2.34

ZS:

0.94

Omega Ratio

FFIV:

1.35

ZS:

1.13

Calmar Ratio

FFIV:

1.48

ZS:

0.40

Martin Ratio

FFIV:

6.98

ZS:

2.47

Ulcer Index

FFIV:

7.07%

ZS:

9.29%

Daily Std Dev

FFIV:

32.44%

ZS:

44.80%

Max Drawdown

FFIV:

-97.59%

ZS:

-76.41%

Current Drawdown

FFIV:

-13.66%

ZS:

-43.02%

Fundamentals

Market Cap

FFIV:

$15.13B

ZS:

$31.04B

EPS

FFIV:

$10.34

ZS:

-$0.10

PEG Ratio

FFIV:

1.35

ZS:

2.78

PS Ratio

FFIV:

5.24

ZS:

12.81

PB Ratio

FFIV:

4.68

ZS:

18.92

Total Revenue (TTM)

FFIV:

$2.21B

ZS:

$2.42B

Gross Profit (TTM)

FFIV:

$1.79B

ZS:

$1.88B

EBITDA (TTM)

FFIV:

$642.98M

ZS:

$105.28M

Returns By Period

In the year-to-date period, FFIV achieves a 6.64% return, which is significantly lower than ZS's 16.48% return.


FFIV

YTD

6.64%

1M

-2.50%

6M

25.56%

1Y

47.06%

5Y*

16.12%

10Y*

8.08%

ZS

YTD

16.48%

1M

-2.59%

6M

14.25%

1Y

18.42%

5Y*

25.59%

10Y*

N/A

*Annualized

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Risk-Adjusted Performance

FFIV vs. ZS — Risk-Adjusted Performance Rank

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

FFIV
The Risk-Adjusted Performance Rank of FFIV is 9191
Overall Rank
The Sharpe Ratio Rank of FFIV is 9292
Sharpe Ratio Rank
The Sortino Ratio Rank of FFIV is 9090
Sortino Ratio Rank
The Omega Ratio Rank of FFIV is 9191
Omega Ratio Rank
The Calmar Ratio Rank of FFIV is 9090
Calmar Ratio Rank
The Martin Ratio Rank of FFIV is 9191
Martin Ratio Rank

ZS
The Risk-Adjusted Performance Rank of ZS is 7070
Overall Rank
The Sharpe Ratio Rank of ZS is 7272
Sharpe Ratio Rank
The Sortino Ratio Rank of ZS is 6565
Sortino Ratio Rank
The Omega Ratio Rank of ZS is 6666
Omega Ratio Rank
The Calmar Ratio Rank of ZS is 7070
Calmar Ratio Rank
The Martin Ratio Rank of ZS is 7676
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.

FFIV vs. ZS - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for F5 Networks, Inc. (FFIV) 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.


The chart of Sharpe ratio for FFIV, currently valued at 1.52, compared to the broader market-2.00-1.000.001.002.003.00
FFIV: 1.52
ZS: 0.51
The chart of Sortino ratio for FFIV, currently valued at 2.34, compared to the broader market-6.00-4.00-2.000.002.004.00
FFIV: 2.34
ZS: 0.94
The chart of Omega ratio for FFIV, currently valued at 1.35, compared to the broader market0.501.001.502.00
FFIV: 1.35
ZS: 1.13
The chart of Calmar ratio for FFIV, currently valued at 1.48, compared to the broader market0.001.002.003.004.005.00
FFIV: 1.48
ZS: 0.40
The chart of Martin ratio for FFIV, currently valued at 6.98, compared to the broader market-10.00-5.000.005.0010.0015.0020.00
FFIV: 6.98
ZS: 2.47

The current FFIV Sharpe Ratio is 1.52, which is higher than the ZS Sharpe Ratio of 0.51. The chart below compares the historical Sharpe Ratios of FFIV 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-1.000.001.002.003.00NovemberDecember2025FebruaryMarchApril
1.52
0.51
FFIV
ZS

Dividends

FFIV vs. ZS - Dividend Comparison

Neither FFIV nor ZS has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

FFIV vs. ZS - Drawdown Comparison

The maximum FFIV drawdown since its inception was -97.59%, which is greater than ZS's maximum drawdown of -76.41%. Use the drawdown chart below to compare losses from any high point for FFIV and ZS. For additional features, visit the drawdowns tool.


-50.00%-40.00%-30.00%-20.00%-10.00%0.00%NovemberDecember2025FebruaryMarchApril
-13.66%
-43.02%
FFIV
ZS

Volatility

FFIV vs. ZS - Volatility Comparison

The current volatility for F5 Networks, Inc. (FFIV) is 15.68%, while Zscaler, Inc. (ZS) has a volatility of 21.32%. This indicates that FFIV experiences smaller price fluctuations and is considered to be less risky than ZS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%NovemberDecember2025FebruaryMarchApril
15.68%
21.32%
FFIV
ZS

Financials

FFIV vs. ZS - Financials Comparison

This section allows you to compare key financial metrics between F5 Networks, 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