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

Key characteristics


FFIVZS
YTD Return11.58%-10.99%
1Y Return25.75%39.54%
3Y Return (Ann)-0.96%-10.39%
5Y Return (Ann)9.31%22.92%
Sharpe Ratio1.110.98
Daily Std Dev24.21%38.91%
Max Drawdown-97.59%-76.41%
Current Drawdown-19.40%-46.52%

Fundamentals


FFIVZS
Market Cap$11.64B$29.81B
EPS$9.28-$0.49
PEG Ratio0.821.02
Total Revenue (TTM)$2.78B$1.57B
Gross Profit (TTM)$2.22B$1.23B
EBITDA (TTM)$780.06M-$16.29M

Correlation

-0.50.00.51.00.4

The correlation between FFIV and ZS is 0.38, 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.

Performance

FFIV vs. ZS - Performance Comparison

In the year-to-date period, FFIV achieves a 11.58% return, which is significantly higher than ZS's -10.99% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


0.00%100.00%200.00%300.00%400.00%500.00%600.00%MarchAprilMayJuneJulyAugust
34.78%
497.64%
FFIV
ZS

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


F5 Networks, Inc.

Zscaler, Inc.

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.


FFIV
Sharpe ratio
The chart of Sharpe ratio for FFIV, currently valued at 1.11, compared to the broader market-4.00-2.000.002.001.11
Sortino ratio
The chart of Sortino ratio for FFIV, currently valued at 1.71, compared to the broader market-6.00-4.00-2.000.002.004.001.71
Omega ratio
The chart of Omega ratio for FFIV, currently valued at 1.24, compared to the broader market0.501.001.501.24
Calmar ratio
The chart of Calmar ratio for FFIV, currently valued at 0.66, compared to the broader market0.001.002.003.004.005.000.66
Martin ratio
The chart of Martin ratio for FFIV, currently valued at 3.69, compared to the broader market-10.000.0010.0020.003.69
ZS
Sharpe ratio
The chart of Sharpe ratio for ZS, currently valued at 0.98, compared to the broader market-4.00-2.000.002.000.98
Sortino ratio
The chart of Sortino ratio for ZS, currently valued at 1.44, compared to the broader market-6.00-4.00-2.000.002.004.001.44
Omega ratio
The chart of Omega ratio for ZS, currently valued at 1.20, compared to the broader market0.501.001.501.20
Calmar ratio
The chart of Calmar ratio for ZS, currently valued at 0.62, compared to the broader market0.001.002.003.004.005.000.62
Martin ratio
The chart of Martin ratio for ZS, currently valued at 1.93, compared to the broader market-10.000.0010.0020.001.93

FFIV vs. ZS - Sharpe Ratio Comparison

The current FFIV Sharpe Ratio is 1.11, which roughly equals the ZS Sharpe Ratio of 0.98. The chart below compares the 12-month rolling Sharpe Ratio of FFIV and ZS.


Rolling 12-month Sharpe Ratio0.000.501.001.502.00MarchAprilMayJuneJulyAugust
1.11
0.98
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%MarchAprilMayJuneJulyAugust
-19.40%
-46.52%
FFIV
ZS

Volatility

FFIV vs. ZS - Volatility Comparison

F5 Networks, Inc. (FFIV) has a higher volatility of 14.28% compared to Zscaler, Inc. (ZS) at 9.39%. This indicates that FFIV'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.


5.00%10.00%15.00%20.00%MarchAprilMayJuneJulyAugust
14.28%
9.39%
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