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

Key characteristics


FTNTZS
YTD Return30.43%-23.24%
1Y Return25.11%6.80%
3Y Return (Ann)8.47%-14.92%
5Y Return (Ann)37.21%29.12%
Sharpe Ratio0.540.17
Daily Std Dev39.15%43.15%
Max Drawdown-51.20%-76.41%
Current Drawdown-4.91%-53.89%

Fundamentals


FTNTZS
Market Cap$57.38B$25.93B
EPS$1.69-$0.38
PEG Ratio1.571.00
Total Revenue (TTM)$5.54B$2.17B
Gross Profit (TTM)$4.32B$1.69B
EBITDA (TTM)$1.56B-$18.84M

Correlation

-0.50.00.51.00.6

The correlation between FTNT and ZS is 0.59, 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.

Performance

FTNT vs. ZS - Performance Comparison

In the year-to-date period, FTNT achieves a 30.43% return, which is significantly higher than ZS's -23.24% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


400.00%450.00%500.00%550.00%600.00%AprilMayJuneJulyAugustSeptember
606.85%
415.33%
FTNT
ZS

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Risk-Adjusted Performance

FTNT vs. ZS - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Fortinet, Inc. (FTNT) 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.


FTNT
Sharpe ratio
The chart of Sharpe ratio for FTNT, currently valued at 0.54, compared to the broader market-4.00-2.000.002.000.54
Sortino ratio
The chart of Sortino ratio for FTNT, currently valued at 1.13, compared to the broader market-6.00-4.00-2.000.002.004.001.13
Omega ratio
The chart of Omega ratio for FTNT, currently valued at 1.16, compared to the broader market0.501.001.502.001.16
Calmar ratio
The chart of Calmar ratio for FTNT, currently valued at 0.55, compared to the broader market0.001.002.003.004.005.000.55
Martin ratio
The chart of Martin ratio for FTNT, currently valued at 1.79, compared to the broader market-10.00-5.000.005.0010.0015.0020.001.79
ZS
Sharpe ratio
The chart of Sharpe ratio for ZS, currently valued at 0.16, compared to the broader market-4.00-2.000.002.000.16
Sortino ratio
The chart of Sortino ratio for ZS, currently valued at 0.48, compared to the broader market-6.00-4.00-2.000.002.004.000.48
Omega ratio
The chart of Omega ratio for ZS, currently valued at 1.07, compared to the broader market0.501.001.502.001.07
Calmar ratio
The chart of Calmar ratio for ZS, currently valued at 0.11, compared to the broader market0.001.002.003.004.005.000.11
Martin ratio
The chart of Martin ratio for ZS, currently valued at 0.32, compared to the broader market-10.00-5.000.005.0010.0015.0020.000.32

FTNT vs. ZS - Sharpe Ratio Comparison

The current FTNT Sharpe Ratio is 0.54, which is higher than the ZS Sharpe Ratio of 0.17. The chart below compares the 12-month rolling Sharpe Ratio of FTNT and ZS.


Rolling 12-month Sharpe Ratio-0.500.000.501.001.502.00AprilMayJuneJulyAugustSeptember
0.54
0.16
FTNT
ZS

Dividends

FTNT vs. ZS - Dividend Comparison

Neither FTNT nor ZS has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

FTNT vs. ZS - Drawdown Comparison

The maximum FTNT drawdown since its inception was -51.20%, smaller than the maximum ZS drawdown of -76.41%. Use the drawdown chart below to compare losses from any high point for FTNT and ZS. For additional features, visit the drawdowns tool.


-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%AprilMayJuneJulyAugustSeptember
-4.91%
-53.89%
FTNT
ZS

Volatility

FTNT vs. ZS - Volatility Comparison

The current volatility for Fortinet, Inc. (FTNT) is 5.12%, while Zscaler, Inc. (ZS) has a volatility of 23.04%. This indicates that FTNT 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%AprilMayJuneJulyAugustSeptember
5.12%
23.04%
FTNT
ZS

Financials

FTNT vs. ZS - Financials Comparison

This section allows you to compare key financial metrics between Fortinet, 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