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

Correlation

The correlation between SRAD and ZS is 0.47, 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

SRAD vs. ZS - Performance Comparison

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

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Key characteristics

Sharpe Ratio

SRAD:

3.45

ZS:

1.70

Sortino Ratio

SRAD:

4.05

ZS:

1.95

Omega Ratio

SRAD:

1.53

ZS:

1.28

Calmar Ratio

SRAD:

2.13

ZS:

1.18

Martin Ratio

SRAD:

30.29

ZS:

7.42

Ulcer Index

SRAD:

4.42%

ZS:

9.16%

Daily Std Dev

SRAD:

40.45%

ZS:

45.45%

Max Drawdown

SRAD:

-72.74%

ZS:

-76.41%

Current Drawdown

SRAD:

-11.44%

ZS:

-25.24%

Fundamentals

Market Cap

SRAD:

$7.10B

ZS:

$39.25B

EPS

SRAD:

$0.19

ZS:

-$0.10

PS Ratio

SRAD:

6.17

ZS:

16.20

PB Ratio

SRAD:

6.43

ZS:

24.17

Total Revenue (TTM)

SRAD:

$1.15B

ZS:

$1.87B

Gross Profit (TTM)

SRAD:

$719.09M

ZS:

$1.45B

EBITDA (TTM)

SRAD:

$464.65M

ZS:

$60.97M

Returns By Period

In the year-to-date period, SRAD achieves a 37.89% return, which is significantly lower than ZS's 52.82% return.


SRAD

YTD

37.89%

1M

3.46%

6M

37.89%

1Y

138.15%

3Y*

36.55%

5Y*

N/A

10Y*

N/A

ZS

YTD

52.82%

1M

21.90%

6M

33.45%

1Y

76.00%

3Y*

21.66%

5Y*

22.96%

10Y*

N/A

*Annualized

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Sportradar Group AG

Zscaler, Inc.

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

Risk-Adjusted Performance

SRAD vs. ZS — Risk-Adjusted Performance Rank

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

SRAD
The Risk-Adjusted Performance Rank of SRAD is 9797
Overall Rank
The Sharpe Ratio Rank of SRAD is 9999
Sharpe Ratio Rank
The Sortino Ratio Rank of SRAD is 9898
Sortino Ratio Rank
The Omega Ratio Rank of SRAD is 9797
Omega Ratio Rank
The Calmar Ratio Rank of SRAD is 9393
Calmar Ratio Rank
The Martin Ratio Rank of SRAD is 9999
Martin Ratio Rank

ZS
The Risk-Adjusted Performance Rank of ZS is 8888
Overall Rank
The Sharpe Ratio Rank of ZS is 9292
Sharpe Ratio Rank
The Sortino Ratio Rank of ZS is 8484
Sortino Ratio Rank
The Omega Ratio Rank of ZS is 8686
Omega Ratio Rank
The Calmar Ratio Rank of ZS is 8585
Calmar Ratio Rank
The Martin Ratio Rank of ZS is 9191
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.

SRAD vs. ZS - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Sportradar Group AG (SRAD) 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 SRAD Sharpe Ratio is 3.45, which is higher than the ZS Sharpe Ratio of 1.70. The chart below compares the historical Sharpe Ratios of SRAD 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

SRAD vs. ZS - Dividend Comparison

Neither SRAD nor ZS has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

SRAD vs. ZS - Drawdown Comparison

The maximum SRAD drawdown since its inception was -72.74%, roughly equal to the maximum ZS drawdown of -76.41%. Use the drawdown chart below to compare losses from any high point for SRAD and ZS.


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

Volatility

SRAD vs. ZS - Volatility Comparison

The current volatility for Sportradar Group AG (SRAD) is 6.32%, while Zscaler, Inc. (ZS) has a volatility of 10.34%. This indicates that SRAD 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.


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Financials

SRAD vs. ZS - Financials Comparison

This section allows you to compare key financial metrics between Sportradar Group AG 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


100.00M200.00M300.00M400.00M500.00M600.00M20212022202320242025
311.23M
647.90M
(SRAD) Total Revenue
(ZS) Total Revenue
Values in USD except per share items

SRAD vs. ZS - Profitability Comparison

The chart below illustrates the profitability comparison between Sportradar Group AG and Zscaler, Inc. over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

20.0%30.0%40.0%50.0%60.0%70.0%80.0%20212022202320242025
54.6%
77.1%
(SRAD) Gross Margin
(ZS) Gross Margin
SRAD - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, Sportradar Group AG reported a gross profit of 169.87M and revenue of 311.23M. Therefore, the gross margin over that period was 54.6%.

ZS - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, Zscaler, Inc. reported a gross profit of 499.40M and revenue of 647.90M. Therefore, the gross margin over that period was 77.1%.

SRAD - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, Sportradar Group AG reported an operating income of 23.08M and revenue of 311.23M, resulting in an operating margin of 7.4%.

ZS - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, Zscaler, Inc. reported an operating income of -40.14M and revenue of 647.90M, resulting in an operating margin of -6.2%.

SRAD - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, Sportradar Group AG reported a net income of 24.21M and revenue of 311.23M, resulting in a net margin of 7.8%.

ZS - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, Zscaler, Inc. reported a net income of -7.72M and revenue of 647.90M, resulting in a net margin of -1.2%.