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

Correlation

The correlation between TENB and ZS is 0.58, 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.


-0.50.00.51.00.6

Performance

TENB vs. ZS - Performance Comparison

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

-25.00%-20.00%-15.00%-10.00%-5.00%0.00%5.00%10.00%SeptemberOctoberNovemberDecember2025February
-7.37%
8.18%
TENB
ZS

Key characteristics

Sharpe Ratio

TENB:

-0.69

ZS:

-0.34

Sortino Ratio

TENB:

-0.84

ZS:

-0.18

Omega Ratio

TENB:

0.90

ZS:

0.97

Calmar Ratio

TENB:

-0.57

ZS:

-0.25

Martin Ratio

TENB:

-1.25

ZS:

-0.55

Ulcer Index

TENB:

17.55%

ZS:

25.94%

Daily Std Dev

TENB:

32.00%

ZS:

42.72%

Max Drawdown

TENB:

-56.82%

ZS:

-76.41%

Current Drawdown

TENB:

-36.82%

ZS:

-41.19%

Fundamentals

Market Cap

TENB:

$4.73B

ZS:

$32.96B

EPS

TENB:

-$0.30

ZS:

-$0.23

Total Revenue (TTM)

TENB:

$900.02M

ZS:

$1.77B

Gross Profit (TTM)

TENB:

$700.35M

ZS:

$1.38B

EBITDA (TTM)

TENB:

$31.54M

ZS:

$91.72M

Returns By Period

In the year-to-date period, TENB achieves a 0.53% return, which is significantly lower than ZS's 20.21% return.


TENB

YTD

0.53%

1M

-3.04%

6M

-6.01%

1Y

-22.45%

5Y*

6.89%

10Y*

N/A

ZS

YTD

20.21%

1M

15.61%

6M

10.00%

1Y

-14.20%

5Y*

27.30%

10Y*

N/A

*Annualized

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Risk-Adjusted Performance

TENB vs. ZS — Risk-Adjusted Performance Rank

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

TENB
The Risk-Adjusted Performance Rank of TENB is 1313
Overall Rank
The Sharpe Ratio Rank of TENB is 1111
Sharpe Ratio Rank
The Sortino Ratio Rank of TENB is 1313
Sortino Ratio Rank
The Omega Ratio Rank of TENB is 1414
Omega Ratio Rank
The Calmar Ratio Rank of TENB is 1313
Calmar Ratio Rank
The Martin Ratio Rank of TENB is 1212
Martin Ratio Rank

ZS
The Risk-Adjusted Performance Rank of ZS is 2929
Overall Rank
The Sharpe Ratio Rank of ZS is 2828
Sharpe Ratio Rank
The Sortino Ratio Rank of ZS is 2727
Sortino Ratio Rank
The Omega Ratio Rank of ZS is 2626
Omega Ratio Rank
The Calmar Ratio Rank of ZS is 3030
Calmar Ratio Rank
The Martin Ratio Rank of ZS is 3535
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.

TENB vs. ZS - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Tenable Holdings, Inc. (TENB) 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 TENB, currently valued at -0.69, compared to the broader market-2.000.002.004.00-0.69-0.34
The chart of Sortino ratio for TENB, currently valued at -0.84, compared to the broader market-6.00-4.00-2.000.002.004.006.00-0.84-0.18
The chart of Omega ratio for TENB, currently valued at 0.90, compared to the broader market0.501.001.502.000.900.97
The chart of Calmar ratio for TENB, currently valued at -0.57, compared to the broader market0.002.004.006.00-0.57-0.25
The chart of Martin ratio for TENB, currently valued at -1.25, compared to the broader market0.0010.0020.0030.00-1.25-0.55
TENB
ZS

The current TENB Sharpe Ratio is -0.69, which is lower than the ZS Sharpe Ratio of -0.34. The chart below compares the historical Sharpe Ratios of TENB 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-0.500.000.501.00SeptemberOctoberNovemberDecember2025February
-0.69
-0.34
TENB
ZS

Dividends

TENB vs. ZS - Dividend Comparison

Neither TENB nor ZS has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

TENB vs. ZS - Drawdown Comparison

The maximum TENB drawdown since its inception was -56.82%, smaller than the maximum ZS drawdown of -76.41%. Use the drawdown chart below to compare losses from any high point for TENB and ZS. For additional features, visit the drawdowns tool.


-55.00%-50.00%-45.00%-40.00%-35.00%-30.00%SeptemberOctoberNovemberDecember2025February
-36.82%
-41.19%
TENB
ZS

Volatility

TENB vs. ZS - Volatility Comparison

Tenable Holdings, Inc. (TENB) has a higher volatility of 11.53% compared to Zscaler, Inc. (ZS) at 8.80%. This indicates that TENB'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%SeptemberOctoberNovemberDecember2025February
11.53%
8.80%
TENB
ZS

Financials

TENB vs. ZS - Financials Comparison

This section allows you to compare key financial metrics between Tenable Holdings, 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
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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.

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