PRZO vs. RCAT

Last updated Jun 24, 2026

PRZO (ParaZero Technologies Ltd. Ordinary Shares) and RCAT (Red Cat Holdings, Inc.) are both stocks. Both operate in the Aerospace & Defense industry within the Industrials sector. Over the past year, PRZO returned -53.98% vs 41.78% for RCAT. At a 0.24 correlation, their price movements are largely independent.

Performance

PRZO vs. RCAT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ParaZero Technologies Ltd. Ordinary Shares (PRZO) and Red Cat Holdings, Inc. (RCAT). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, PRZO achieves a -33.37% return, which is significantly lower than RCAT's 28.37% return.

PRZO

• 1D: -2.18%
• 1M: -9.50%
• YTD: -33.37%
• 6M: -49.72%
• 1Y: -53.98%
• 3Y*: —
• 5Y*: —
• 10Y*: —

RCAT

• 1D: -4.23%
• 1M: 8.18%
• YTD: 28.37%
• 6M: 10.89%
• 1Y: 41.78%
• 3Y*: 105.10%
• 5Y*: 31.69%
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

PRZO vs. RCAT - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023
PRZO ParaZero Technologies Ltd. Ordinary Shares	-33.37%	-59.85%	185.59%	-82.62%
RCAT Red Cat Holdings, Inc.	28.37%	-38.29%	1,360.23%	-24.79%

Correlation

The correlation between PRZO and RCAT is 0.45, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.45
Correlation (All Time) Calculated using the full available price history since Jul 27, 2023	0.24

Over the past year, PRZO and RCAT have become more correlated (0.45) than their long-term average of 0.24, meaning their price movements have been converging.

Fundamentals

Market Cap PRZO : $10.17M RCAT : $1.23B
EPS PRZO : -$0.33 RCAT : -$0.78
PS Ratio PRZO : 12.72 RCAT : 21.16
PB Ratio PRZO : 10.27 RCAT : 5.15
Total Revenue (TTM) PRZO : $741.37K RCAT : $52.98M
Gross Profit (TTM) PRZO : -$40.47K RCAT : $2.86M
EBITDA (TTM) PRZO : -$7.24M RCAT : -$79.24M

Return for Risk

PRZO vs. RCAT — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

PRZO

PRZO Risk / Return Rank: 21
PRZO Sharpe Ratio Rank: 21
PRZO Sortino Ratio Rank: 26
PRZO Omega Ratio Rank: 27
PRZO Calmar Ratio Rank: 16
PRZO Martin Ratio Rank: 14

RCAT

RCAT Risk / Return Rank: 59
RCAT Sharpe Ratio Rank: 55
RCAT Sortino Ratio Rank: 65
RCAT Omega Ratio Rank: 60
RCAT Calmar Ratio Rank: 58
RCAT Martin Ratio Rank: 57

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

PRZO vs. RCAT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ParaZero Technologies Ltd. Ordinary Shares (PRZO) and Red Cat Holdings, Inc. (RCAT). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

	PRZO	RCAT	Difference
Sharpe ratio: Return per unit of total volatility	-0.47	0.35	-0.83
Sortino ratio: Return per unit of downside risk	-0.25	1.43	-1.68
Omega ratio: Gain probability vs. loss probability	0.97	1.16	-0.18
Calmar ratio: Return relative to maximum drawdown	-0.70	0.70	-1.40
Martin ratio: Return relative to average drawdown	-1.24	1.39	-2.63

PRZO vs. RCAT - Sharpe Ratio Comparison

The current PRZO Sharpe Ratio is -0.47, which is lower than the RCAT Sharpe Ratio of 0.35. The chart below compares the historical Sharpe Ratios of PRZO and RCAT, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

PRZO vs. RCAT - Drawdown Comparison

The maximum PRZO drawdown since its inception was -88.53%, roughly equal to the maximum RCAT drawdown of -92.25%. Use the drawdown chart below to compare losses from any high point for PRZO and RCAT.

Drawdown Indicators

	PRZO	RCAT	Difference
Max Drawdown Largest peak-to-trough decline	-88.53%	-92.25%	+3.72%
Max Drawdown (1Y) Largest decline over 1 year	-76.78%	-60.08%	-16.70%
Max Drawdown (3Y) Largest decline over 3 years	—	-67.16%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-92.25%	—
Current Drawdown Current decline from peak	-86.72%	-41.36%	-45.36%
Average Drawdown Average peak-to-trough decline	-74.34%	-62.25%	-12.09%
Ulcer Index Depth and duration of drawdowns from previous peaks	43.70%	30.16%	+13.54%

Volatility

PRZO vs. RCAT - Volatility Comparison

ParaZero Technologies Ltd. Ordinary Shares (PRZO) has a higher volatility of 50.80% compared to Red Cat Holdings, Inc. (RCAT) at 42.36%. This indicates that PRZO's price experiences larger fluctuations and is considered to be riskier than RCAT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	PRZO	RCAT	Difference
Volatility (1M) Calculated over the trailing 1-month period	50.80%	42.36%	+8.44%
Volatility (6M) Calculated over the trailing 6-month period	91.70%	85.19%	+6.51%
Volatility (1Y) Calculated over the trailing 1-year period	114.69%	118.75%	-4.06%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	173.84%	114.59%	+59.25%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	173.84%	165.18%	+8.66%

Dividends

PRZO vs. RCAT - Dividend Comparison

Neither PRZO nor RCAT has paid dividends to shareholders.

Tickers have no history of dividend payments

Financials

Frequently Asked Questions

Can I hold both PRZO and RCAT in my portfolio?

PRZO and RCAT have a correlation of 0.45, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, PRZO or RCAT?

PRZO has higher volatility (50.80%) compared to RCAT (42.36%). In terms of maximum drawdown, PRZO dropped -88.53% vs RCAT's -92.25%.

Which has better risk-adjusted returns?

RCAT currently has the higher Sharpe Ratio (0.35 vs -0.47), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.