FTNT vs. ZS
Compare and contrast key facts about Fortinet, Inc. (FTNT) and Zscaler, Inc. (ZS).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: FTNT or ZS.
Performance
FTNT vs. ZS - Performance Comparison
Returns By Period
In the year-to-date period, FTNT achieves a 55.12% return, which is significantly higher than ZS's -7.76% return.
FTNT
55.12%
11.99%
48.08%
74.90%
34.66%
32.64%
ZS
-7.76%
7.55%
15.47%
6.46%
35.22%
N/A
Fundamentals
FTNT | ZS | |
---|---|---|
Market Cap | $72.20B | $30.43B |
EPS | $1.94 | -$0.40 |
PEG Ratio | 1.64 | 1.18 |
Total Revenue (TTM) | $5.71B | $1.67B |
Gross Profit (TTM) | $4.55B | $1.31B |
EBITDA (TTM) | $1.77B | -$14.51M |
Key characteristics
FTNT | ZS | |
---|---|---|
Sharpe Ratio | 1.98 | 0.21 |
Sortino Ratio | 3.29 | 0.54 |
Omega Ratio | 1.42 | 1.08 |
Calmar Ratio | 2.14 | 0.16 |
Martin Ratio | 7.39 | 0.37 |
Ulcer Index | 10.43% | 24.09% |
Daily Std Dev | 38.87% | 41.94% |
Max Drawdown | -51.20% | -76.41% |
Current Drawdown | -8.43% | -44.58% |
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Correlation
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.
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.
Dividends
FTNT vs. ZS - Dividend Comparison
Neither FTNT nor ZS has paid dividends to shareholders.
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.
Volatility
FTNT vs. ZS - Volatility Comparison
Fortinet, Inc. (FTNT) has a higher volatility of 13.71% compared to Zscaler, Inc. (ZS) at 9.26%. This indicates that FTNT'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.
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.
Total Revenue: Total amount of money received from sales and other business activities