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

Correlation

The correlation between NET and ZS is 0.69, 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.


-0.50.00.51.00.7

Performance

NET vs. ZS - Performance Comparison

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

200.00%300.00%400.00%500.00%600.00%JulyAugustSeptemberOctoberNovemberDecember
506.11%
291.09%
NET
ZS

Key characteristics

Sharpe Ratio

NET:

0.60

ZS:

-0.38

Sortino Ratio

NET:

1.18

ZS:

-0.24

Omega Ratio

NET:

1.15

ZS:

0.97

Calmar Ratio

NET:

0.42

ZS:

-0.29

Martin Ratio

NET:

1.43

ZS:

-0.67

Ulcer Index

NET:

20.20%

ZS:

24.73%

Daily Std Dev

NET:

48.25%

ZS:

43.42%

Max Drawdown

NET:

-82.58%

ZS:

-76.41%

Current Drawdown

NET:

-49.78%

ZS:

-49.65%

Fundamentals

Market Cap

NET:

$40.35B

ZS:

$30.76B

EPS

NET:

-$0.27

ZS:

-$0.25

PEG Ratio

NET:

2.35

ZS:

3.61

Total Revenue (TTM)

NET:

$1.57B

ZS:

$2.30B

Gross Profit (TTM)

NET:

$1.22B

ZS:

$1.79B

EBITDA (TTM)

NET:

$81.56M

ZS:

$93.53M

Returns By Period

In the year-to-date period, NET achieves a 31.04% return, which is significantly higher than ZS's -16.19% return.


NET

YTD

31.04%

1M

18.21%

6M

37.96%

1Y

27.59%

5Y*

43.36%

10Y*

N/A

ZS

YTD

-16.19%

1M

-8.46%

6M

3.50%

1Y

-17.12%

5Y*

30.57%

10Y*

N/A

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Risk-Adjusted Performance

NET vs. ZS - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Cloudflare, Inc. (NET) 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 NET, currently valued at 0.60, compared to the broader market-4.00-2.000.002.000.60-0.38
The chart of Sortino ratio for NET, currently valued at 1.18, compared to the broader market-4.00-2.000.002.004.001.18-0.24
The chart of Omega ratio for NET, currently valued at 1.15, compared to the broader market0.501.001.502.001.150.97
The chart of Calmar ratio for NET, currently valued at 0.42, compared to the broader market0.002.004.006.000.42-0.29
The chart of Martin ratio for NET, currently valued at 1.43, compared to the broader market0.0010.0020.001.43-0.67
NET
ZS

The current NET Sharpe Ratio is 0.60, which is higher than the ZS Sharpe Ratio of -0.38. The chart below compares the historical Sharpe Ratios of NET 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 Ratio0.000.501.00JulyAugustSeptemberOctoberNovemberDecember
0.60
-0.38
NET
ZS

Dividends

NET vs. ZS - Dividend Comparison

Neither NET nor ZS has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

NET vs. ZS - Drawdown Comparison

The maximum NET drawdown since its inception was -82.58%, which is greater than ZS's maximum drawdown of -76.41%. Use the drawdown chart below to compare losses from any high point for NET and ZS. For additional features, visit the drawdowns tool.


-65.00%-60.00%-55.00%-50.00%-45.00%JulyAugustSeptemberOctoberNovemberDecember
-49.78%
-49.65%
NET
ZS

Volatility

NET vs. ZS - Volatility Comparison

Cloudflare, Inc. (NET) has a higher volatility of 15.04% compared to Zscaler, Inc. (ZS) at 13.67%. This indicates that NET'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.


10.00%15.00%20.00%JulyAugustSeptemberOctoberNovemberDecember
15.04%
13.67%
NET
ZS

Financials

NET vs. ZS - Financials Comparison

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