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SPT vs. ZETA
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

SPT vs. ZETA - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Sprout Social, Inc. (SPT) and Zeta Global Holdings Corp. (ZETA). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, SPT achieves a -35.76% return, which is significantly lower than ZETA's 14.35% return.


SPT

1D
-8.82%
1M
7.26%
YTD
-35.76%
6M
-30.38%
1Y
-67.25%
3Y*
-44.93%
5Y*
-36.49%
10Y*

ZETA

1D
-7.84%
1M
26.06%
YTD
14.35%
6M
26.47%
1Y
76.69%
3Y*
37.46%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

SPT vs. ZETA - Yearly Performance Comparison


2026 (YTD)20252024202320222021
SPT
Sprout Social, Inc.
-35.76%-63.30%-50.02%8.82%-37.74%17.29%
ZETA
Zeta Global Holdings Corp.
14.35%13.12%103.97%7.96%-2.97%-5.29%

Correlation

The correlation between SPT and ZETA is 0.50, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.50

Correlation (3Y)
Calculated over the trailing 3-year period

0.45

Correlation (All Time)
Calculated using the full available price history since Jun 11, 2021

0.45

The correlation between SPT and ZETA has been stable across timeframes, ranging from 0.45 to 0.50 - a consistent structural relationship.

Fundamentals

EPS

SPT:

-$0.65

ZETA:

-$0.14

PS Ratio

SPT:

0.91

ZETA:

2.68

Total Revenue (TTM)

SPT:

$469.76M

ZETA:

$1.44B

Gross Profit (TTM)

SPT:

$363.91M

ZETA:

$881.70M

EBITDA (TTM)

SPT:

-$26.14M

ZETA:

$50.09M

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Return for Risk

SPT vs. ZETA — Risk / Return Rank

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

SPT
SPT Risk / Return Rank: 66
Overall Rank
SPT Sharpe Ratio Rank: 22
Sharpe Ratio Rank
SPT Sortino Ratio Rank: 22
Sortino Ratio Rank
SPT Omega Ratio Rank: 44
Omega Ratio Rank
SPT Calmar Ratio Rank: 88
Calmar Ratio Rank
SPT Martin Ratio Rank: 1212
Martin Ratio Rank

ZETA
ZETA Risk / Return Rank: 7272
Overall Rank
ZETA Sharpe Ratio Rank: 7272
Sharpe Ratio Rank
ZETA Sortino Ratio Rank: 7474
Sortino Ratio Rank
ZETA Omega Ratio Rank: 7070
Omega Ratio Rank
ZETA Calmar Ratio Rank: 7373
Calmar Ratio Rank
ZETA Martin Ratio Rank: 7070
Martin Ratio Rank
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.

SPT vs. ZETA - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Sprout Social, Inc. (SPT) and Zeta Global Holdings Corp. (ZETA). 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.


SPTZETADifference
Sharpe ratioReturn per unit of total volatility

-2.21

Sortino ratioReturn per unit of downside risk

-4.06

Omega ratioGain probability vs. loss probability

0.77

1.23

-0.46

Calmar ratioReturn relative to maximum drawdown

-0.87

1.91

-2.78

Martin ratioReturn relative to average drawdown

-1.25

3.91

-5.17

SPT vs. ZETA - Sharpe Ratio Comparison

The current SPT Sharpe Ratio is -1.16, which is lower than the ZETA Sharpe Ratio of 1.05. The chart below compares the historical Sharpe Ratios of SPT and ZETA, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


SPTZETADifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-1.16

1.05

-2.21

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.54

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.17

0.30

-0.47

Drawdowns

SPT vs. ZETA - Drawdown Comparison

The maximum SPT drawdown since its inception was -96.54%, which is greater than ZETA's maximum drawdown of -70.01%. Use the drawdown chart below to compare losses from any high point for SPT and ZETA.


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Drawdown Indicators


SPTZETADifference

Max Drawdown

Largest peak-to-trough decline

-96.54%

-70.01%

-26.53%

Max Drawdown (1Y)

Largest decline over 1 year

-77.78%

-40.37%

-37.41%

Max Drawdown (3Y)

Largest decline over 3 years

-92.46%

-70.01%

-22.45%

Max Drawdown (5Y)

Largest decline over 5 years

-96.54%

Current Drawdown

Current decline from peak

-94.98%

-36.66%

-58.32%

Average Drawdown

Average peak-to-trough decline

-53.25%

-34.03%

-19.22%

Ulcer Index

Depth and duration of drawdowns from previous peaks

53.65%

19.66%

+33.99%

Volatility

SPT vs. ZETA - Volatility Comparison

Sprout Social, Inc. (SPT) has a higher volatility of 25.99% compared to Zeta Global Holdings Corp. (ZETA) at 24.19%. This indicates that SPT's price experiences larger fluctuations and is considered to be riskier than ZETA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SPTZETADifference

Volatility (1M)

Calculated over the trailing 1-month period

25.99%

24.19%

+1.80%

Volatility (6M)

Calculated over the trailing 6-month period

48.02%

48.30%

-0.28%

Volatility (1Y)

Calculated over the trailing 1-year period

58.13%

73.49%

-15.36%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

67.63%

72.21%

-4.58%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

69.78%

72.21%

-2.43%

Dividends

SPT vs. ZETA - Dividend Comparison

Neither SPT nor ZETA has paid dividends to shareholders.


Tickers have no history of dividend payments

Financials

SPT vs. ZETA - Financials Comparison

This section allows you to compare key financial metrics between Sprout Social, Inc. and Zeta Global Holdings Corp.. 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


0.00100.00M200.00M300.00M400.00M20222023202420252026
121.50M
396.30M
(SPT) Total Revenue
(ZETA) Total Revenue
Values in USD except per share items

SPT vs. ZETA - Profitability Comparison

The chart below illustrates the profitability comparison between Sprout Social, Inc. and Zeta Global Holdings Corp. over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

50.0%55.0%60.0%65.0%70.0%75.0%80.0%20222023202420252026
77.0%
59.0%
Portfolio components
SPT - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Sprout Social, Inc. reported a gross profit of 93.51M and revenue of 121.50M. Therefore, the gross margin over that period was 77.0%.

ZETA - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Zeta Global Holdings Corp. reported a gross profit of 233.86M and revenue of 396.30M. Therefore, the gross margin over that period was 59.0%.

SPT - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Sprout Social, Inc. reported an operating income of -5.85M and revenue of 121.50M, resulting in an operating margin of -4.8%.

ZETA - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Zeta Global Holdings Corp. reported an operating income of -18.84M and revenue of 396.30M, resulting in an operating margin of -4.8%.

SPT - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Sprout Social, Inc. reported a net income of -6.34M and revenue of 121.50M, resulting in a net margin of -5.2%.

ZETA - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Zeta Global Holdings Corp. reported a net income of -13.25M and revenue of 396.30M, resulting in a net margin of -3.3%.


Frequently Asked Questions


SPT and ZETA have a correlation of 0.50, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

SPT has higher volatility (25.99%) compared to ZETA (24.19%). In terms of maximum drawdown, SPT dropped -96.54% vs ZETA's -70.01%.

ZETA currently has the higher Sharpe Ratio (1.05 vs -1.16), 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.

Portfolio Optimizer

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