PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
SPSC vs. ZS
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

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.


-0.50.00.51.00.5

Performance

SPSC vs. ZS - Performance Comparison

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

400.00%450.00%500.00%550.00%600.00%JulyAugustSeptemberOctoberNovemberDecember
501.76%
467.82%
SPSC
ZS

Key characteristics

Sharpe Ratio

SPSC:

-0.02

ZS:

-0.33

Sortino Ratio

SPSC:

0.23

ZS:

-0.17

Omega Ratio

SPSC:

1.03

ZS:

0.98

Calmar Ratio

SPSC:

-0.03

ZS:

-0.25

Martin Ratio

SPSC:

-0.05

ZS:

-0.58

Ulcer Index

SPSC:

11.77%

ZS:

24.85%

Daily Std Dev

SPSC:

35.12%

ZS:

43.44%

Max Drawdown

SPSC:

-49.97%

ZS:

-76.41%

Current Drawdown

SPSC:

-12.58%

ZS:

-49.19%

Fundamentals

Market Cap

SPSC:

$7.47B

ZS:

$30.76B

EPS

SPSC:

$2.09

ZS:

-$0.25

PEG Ratio

SPSC:

4.71

ZS:

3.61

Total Revenue (TTM)

SPSC:

$611.82M

ZS:

$2.30B

Gross Profit (TTM)

SPSC:

$393.48M

ZS:

$1.79B

EBITDA (TTM)

SPSC:

$126.35M

ZS:

$93.53M

Returns By Period

In the year-to-date period, SPSC achieves a -2.85% return, which is significantly higher than ZS's -15.43% return.


SPSC

YTD

-2.85%

1M

1.07%

6M

1.18%

1Y

-2.62%

5Y*

27.01%

10Y*

20.84%

ZS

YTD

-15.43%

1M

-9.61%

6M

4.36%

1Y

-15.47%

5Y*

31.30%

10Y*

N/A

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


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.


Sharpe ratio
The chart of Sharpe ratio for SPSC, currently valued at -0.02, compared to the broader market-4.00-2.000.002.00-0.02-0.33
The chart of Sortino ratio for SPSC, currently valued at 0.23, compared to the broader market-4.00-2.000.002.004.000.23-0.17
The chart of Omega ratio for SPSC, currently valued at 1.03, compared to the broader market0.501.001.502.001.030.98
The chart of Calmar ratio for SPSC, currently valued at -0.03, compared to the broader market0.002.004.006.00-0.03-0.25
The chart of Martin ratio for SPSC, currently valued at -0.05, compared to the broader market-5.000.005.0010.0015.0020.0025.00-0.05-0.58
SPSC
ZS

The current SPSC Sharpe Ratio is -0.02, which is higher than the ZS Sharpe Ratio of -0.33. 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 Ratio-0.500.000.501.00JulyAugustSeptemberOctoberNovemberDecember
-0.02
-0.33
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%JulyAugustSeptemberOctoberNovemberDecember
-12.58%
-49.19%
SPSC
ZS

Volatility

SPSC vs. ZS - Volatility Comparison

The current volatility for SPS Commerce, Inc. (SPSC) is 8.44%, while Zscaler, Inc. (ZS) has a volatility of 13.85%. This indicates that SPSC experiences smaller price fluctuations and is considered to be less risky 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%JulyAugustSeptemberOctoberNovemberDecember
8.44%
13.85%
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
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


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.

Copyright © 2024 PortfoliosLab