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

Key characteristics


SPSCZS
YTD Return-10.85%-14.31%
1Y Return9.67%21.07%
3Y Return (Ann)4.22%-15.93%
5Y Return (Ann)26.87%34.10%
Sharpe Ratio0.340.55
Sortino Ratio0.740.92
Omega Ratio1.101.14
Calmar Ratio0.520.40
Martin Ratio1.140.98
Ulcer Index10.57%23.41%
Daily Std Dev35.69%42.10%
Max Drawdown-49.97%-76.41%
Current Drawdown-19.78%-48.52%

Fundamentals


SPSCZS
Market Cap$6.49B$28.95B
EPS$2.11-$0.40
PEG Ratio4.711.12
Total Revenue (TTM)$611.82M$2.17B
Gross Profit (TTM)$393.48M$1.69B
EBITDA (TTM)$115.24M-$18.84M

Correlation

-0.50.00.51.00.5

The correlation between SPSC and ZS is 0.49, 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

SPSC vs. ZS - Performance Comparison

In the year-to-date period, SPSC achieves a -10.85% return, which is significantly higher than ZS's -14.31% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-10.00%-5.00%0.00%5.00%10.00%15.00%20.00%25.00%MayJuneJulyAugustSeptemberOctober
-0.62%
9.78%
SPSC
ZS

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Risk-Adjusted Performance

SPSC vs. ZS - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for SPS Commerce, Inc. (SPSC) 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.


SPSC
Sharpe ratio
The chart of Sharpe ratio for SPSC, currently valued at 0.34, compared to the broader market-4.00-2.000.002.004.000.34
Sortino ratio
The chart of Sortino ratio for SPSC, currently valued at 0.74, compared to the broader market-4.00-2.000.002.004.006.000.74
Omega ratio
The chart of Omega ratio for SPSC, currently valued at 1.10, compared to the broader market0.501.001.502.001.10
Calmar ratio
The chart of Calmar ratio for SPSC, currently valued at 0.52, compared to the broader market0.002.004.006.000.52
Martin ratio
The chart of Martin ratio for SPSC, currently valued at 1.14, compared to the broader market-10.000.0010.0020.0030.001.14
ZS
Sharpe ratio
The chart of Sharpe ratio for ZS, currently valued at 0.55, compared to the broader market-4.00-2.000.002.004.000.55
Sortino ratio
The chart of Sortino ratio for ZS, currently valued at 0.92, compared to the broader market-4.00-2.000.002.004.006.000.92
Omega ratio
The chart of Omega ratio for ZS, currently valued at 1.14, compared to the broader market0.501.001.502.001.14
Calmar ratio
The chart of Calmar ratio for ZS, currently valued at 0.40, compared to the broader market0.002.004.006.000.40
Martin ratio
The chart of Martin ratio for ZS, currently valued at 0.98, compared to the broader market-10.000.0010.0020.0030.000.98

SPSC vs. ZS - Sharpe Ratio Comparison

The current SPSC Sharpe Ratio is 0.34, which is lower than the ZS Sharpe Ratio of 0.55. The chart below compares the historical Sharpe Ratios of SPSC 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 Ratio0.000.501.001.502.00MayJuneJulyAugustSeptemberOctober
0.34
0.55
SPSC
ZS

Dividends

SPSC vs. ZS - Dividend Comparison

Neither SPSC nor ZS has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

SPSC vs. ZS - Drawdown Comparison

The maximum SPSC drawdown since its inception was -49.97%, smaller than the maximum ZS drawdown of -76.41%. Use the drawdown chart below to compare losses from any high point for SPSC and ZS. For additional features, visit the drawdowns tool.


-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%MayJuneJulyAugustSeptemberOctober
-19.78%
-48.52%
SPSC
ZS

Volatility

SPSC vs. ZS - Volatility Comparison

SPS Commerce, Inc. (SPSC) has a higher volatility of 12.99% compared to Zscaler, Inc. (ZS) at 9.89%. This indicates that SPSC'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.


5.00%10.00%15.00%20.00%MayJuneJulyAugustSeptemberOctober
12.99%
9.89%
SPSC
ZS

Financials

SPSC vs. ZS - Financials Comparison

This section allows you to compare key financial metrics between SPS Commerce, 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