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

Correlation

The correlation between FFIV and ZS is 0.39, 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.


-0.50.00.51.00.4

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.

0.00%100.00%200.00%300.00%400.00%500.00%JulyAugustSeptemberOctoberNovemberDecember
70.23%
467.82%
FFIV
ZS

Key characteristics

Sharpe Ratio

FFIV:

1.66

ZS:

-0.33

Sortino Ratio

FFIV:

2.53

ZS:

-0.17

Omega Ratio

FFIV:

1.36

ZS:

0.98

Calmar Ratio

FFIV:

1.28

ZS:

-0.25

Martin Ratio

FFIV:

6.16

ZS:

-0.58

Ulcer Index

FFIV:

6.92%

ZS:

24.85%

Daily Std Dev

FFIV:

25.74%

ZS:

43.44%

Max Drawdown

FFIV:

-97.59%

ZS:

-76.41%

Current Drawdown

FFIV:

-4.22%

ZS:

-49.19%

Fundamentals

Market Cap

FFIV:

$15.23B

ZS:

$30.76B

EPS

FFIV:

$9.56

ZS:

-$0.25

PEG Ratio

FFIV:

1.54

ZS:

3.61

Total Revenue (TTM)

FFIV:

$2.82B

ZS:

$2.30B

Gross Profit (TTM)

FFIV:

$2.26B

ZS:

$1.79B

EBITDA (TTM)

FFIV:

$793.46M

ZS:

$93.53M

Returns By Period

In the year-to-date period, FFIV achieves a 40.94% return, which is significantly higher than ZS's -15.43% return.


FFIV

YTD

40.94%

1M

4.23%

6M

48.73%

1Y

41.64%

5Y*

12.79%

10Y*

6.55%

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

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.


Sharpe ratio
The chart of Sharpe ratio for FFIV, currently valued at 1.66, compared to the broader market-4.00-2.000.002.001.66-0.33
The chart of Sortino ratio for FFIV, currently valued at 2.53, compared to the broader market-4.00-2.000.002.004.002.53-0.17
The chart of Omega ratio for FFIV, currently valued at 1.36, compared to the broader market0.501.001.502.001.360.98
The chart of Calmar ratio for FFIV, currently valued at 1.28, compared to the broader market0.002.004.006.001.28-0.25
The chart of Martin ratio for FFIV, currently valued at 6.16, compared to the broader market-5.000.005.0010.0015.0020.0025.006.16-0.58
FFIV
ZS

The current FFIV Sharpe Ratio is 1.66, which is higher than the ZS Sharpe Ratio of -0.33. 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-0.500.000.501.001.502.00JulyAugustSeptemberOctoberNovemberDecember
1.66
-0.33
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.


-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-4.22%
-49.19%
FFIV
ZS

Volatility

FFIV vs. ZS - Volatility Comparison

The current volatility for F5 Networks, Inc. (FFIV) is 5.02%, while Zscaler, Inc. (ZS) has a volatility of 13.85%. 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%JulyAugustSeptemberOctoberNovemberDecember
5.02%
13.85%
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
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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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