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

Correlation

The correlation between SNOW and ZS is 0.55, 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

SNOW vs. ZS - Performance Comparison

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

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Key characteristics

Sharpe Ratio

SNOW:

0.96

ZS:

1.63

Sortino Ratio

SNOW:

1.50

ZS:

2.15

Omega Ratio

SNOW:

1.20

ZS:

1.31

Calmar Ratio

SNOW:

0.57

ZS:

1.36

Martin Ratio

SNOW:

2.86

ZS:

8.56

Ulcer Index

SNOW:

14.62%

ZS:

9.15%

Daily Std Dev

SNOW:

57.19%

ZS:

44.92%

Max Drawdown

SNOW:

-72.99%

ZS:

-76.41%

Current Drawdown

SNOW:

-47.70%

ZS:

-20.50%

Fundamentals

Market Cap

SNOW:

$70.12B

ZS:

$45.65B

EPS

SNOW:

-$4.20

ZS:

-$0.26

PEG Ratio

SNOW:

12.56

ZS:

3.89

PS Ratio

SNOW:

18.26

ZS:

17.92

PB Ratio

SNOW:

29.12

ZS:

23.78

Total Revenue (TTM)

SNOW:

$2.80B

ZS:

$1.87B

Gross Profit (TTM)

SNOW:

$1.87B

ZS:

$1.45B

EBITDA (TTM)

SNOW:

-$996.41M

ZS:

$60.97M

Returns By Period

In the year-to-date period, SNOW achieves a 36.11% return, which is significantly lower than ZS's 62.51% return.


SNOW

YTD

36.11%

1M

25.35%

6M

21.89%

1Y

54.33%

3Y*

17.42%

5Y*

N/A

10Y*

N/A

ZS

YTD

62.51%

1M

27.21%

6M

40.61%

1Y

72.50%

3Y*

23.16%

5Y*

22.24%

10Y*

N/A

*Annualized

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Snowflake Inc.

Zscaler, Inc.

Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

SNOW vs. ZS — Risk-Adjusted Performance Rank

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

SNOW
The Risk-Adjusted Performance Rank of SNOW is 7777
Overall Rank
The Sharpe Ratio Rank of SNOW is 8181
Sharpe Ratio Rank
The Sortino Ratio Rank of SNOW is 7777
Sortino Ratio Rank
The Omega Ratio Rank of SNOW is 7676
Omega Ratio Rank
The Calmar Ratio Rank of SNOW is 7575
Calmar Ratio Rank
The Martin Ratio Rank of SNOW is 7878
Martin Ratio Rank

ZS
The Risk-Adjusted Performance Rank of ZS is 8989
Overall Rank
The Sharpe Ratio Rank of ZS is 9191
Sharpe Ratio Rank
The Sortino Ratio Rank of ZS is 8787
Sortino Ratio Rank
The Omega Ratio Rank of ZS is 8888
Omega Ratio Rank
The Calmar Ratio Rank of ZS is 8888
Calmar Ratio Rank
The Martin Ratio Rank of ZS is 9393
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

SNOW vs. ZS - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Snowflake Inc. (SNOW) 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.


The current SNOW Sharpe Ratio is 0.96, which is lower than the ZS Sharpe Ratio of 1.63. The chart below compares the historical Sharpe Ratios of SNOW 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.


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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

SNOW vs. ZS - Dividend Comparison

Neither SNOW nor ZS has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

SNOW vs. ZS - Drawdown Comparison

The maximum SNOW drawdown since its inception was -72.99%, roughly equal to the maximum ZS drawdown of -76.41%. Use the drawdown chart below to compare losses from any high point for SNOW and ZS.


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Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

SNOW vs. ZS - Volatility Comparison

Snowflake Inc. (SNOW) has a higher volatility of 13.71% compared to Zscaler, Inc. (ZS) at 11.55%. This indicates that SNOW'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.


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Financials

SNOW vs. ZS - Financials Comparison

This section allows you to compare key financial metrics between Snowflake 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


200.00M400.00M600.00M800.00M1.00B20212022202320242025
986.77M
647.90M
(SNOW) Total Revenue
(ZS) Total Revenue
Values in USD except per share items