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USD=X vs. ZS
Performance
Return for Risk
Drawdowns
Volatility

Performance

USD=X vs. ZS - Performance Comparison

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

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Returns By Period


USD=X

1D
0.00%
1M
0.00%
6M
0.00%
YTD
0.00%
1Y
0.00%
3Y*
0.00%
5Y*
0.00%
10Y*
0.00%
ALL TIME*
0.00%

ZS

1D
1.89%
1M
3.24%
6M
-24.40%
YTD
-32.78%
1Y
-47.05%
3Y*
-2.43%
5Y*
-8.51%
10Y*
ALL TIME*
22.57%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$301.30M$351.13M$636.73M

USD=X vs. ZS - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
USD=X
USD Cash
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
ZS
Zscaler, Inc.
-32.78%24.67%-18.57%98.00%-65.18%60.90%329.48%18.59%42.58%

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Return for Risk

USD=X vs. ZS — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

USD=X

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.


ZS
ZS Risk / Return Rank: 1414
Overall Rank
ZS Sharpe Ratio Rank: 1010
Sharpe Ratio Rank
ZS Sortino Ratio Rank: 1414
Sortino Ratio Rank
ZS Omega Ratio Rank: 1212
Omega Ratio Rank
ZS Calmar Ratio Rank: 1616
Calmar Ratio Rank
ZS Martin Ratio Rank: 1919
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

USD=X vs. ZS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for USD Cash (USD=X) 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


USD=XZSDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

0.87

Calmar ratioReturn relative to maximum drawdown

-0.73

Martin ratioReturn relative to average drawdown

-1.12

USD=X vs. ZS - Sharpe Ratio Comparison


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Drawdowns

USD=X vs. ZS - Drawdown Comparison

The maximum USD=X drawdown since its inception was 0.00%, smaller than the maximum ZS drawdown of -76.41%. Use the drawdown chart below to compare losses from any high point for USD=X and ZS.


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Drawdown Indicators


USD=XZSDifference

Max Drawdown

Largest peak-to-trough decline

0.00%

-76.41%

+76.41%

Max Drawdown (1Y)

Largest decline over 1 year

0.00%

-64.89%

+64.89%

Max Drawdown (3Y)

Largest decline over 3 years

0.00%

-64.89%

+64.89%

Max Drawdown (5Y)

Largest decline over 5 years

0.00%

-76.41%

+76.41%

Max Drawdown (10Y)

Largest decline over 10 years

0.00%

Current Drawdown

Current decline from peak

0.00%

-59.00%

+59.00%

Average Drawdown

Average peak-to-trough decline

0.00%

-33.13%

+33.13%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.00%

42.16%

-42.16%

Volatility

USD=X vs. ZS - Volatility Comparison

The current volatility for USD Cash (USD=X) is 0.00%, while Zscaler, Inc. (ZS) has a volatility of 14.07%. This indicates that USD=X 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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Volatility by Period


USD=XZSDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.00%

14.07%

-14.07%

Volatility (6M)

Calculated over the trailing 6-month period

0.00%

58.81%

-58.81%

Volatility (1Y)

Calculated over the trailing 1-year period

0.00%

60.68%

-60.68%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

0.00%

56.47%

-56.47%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

0.00%

58.62%

-58.62%

Frequently Asked Questions


ZS has higher volatility (14.07%) compared to USD=X (0.00%). In terms of maximum drawdown, USD=X dropped 0.00% vs ZS's -76.41%.

Portfolio Optimizer

Find the right allocation for USD=X and ZS

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