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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%
YTD
0.00%
6M
0.00%
1Y
0.00%
3Y*
0.00%
5Y*
0.00%
10Y*
0.00%

ZS

1D
2.70%
1M
-15.03%
YTD
-42.42%
6M
-45.18%
1Y
-57.03%
3Y*
-6.33%
5Y*
-9.02%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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.
-42.42%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 risk-adjusted metric ranks to identify better-performing investments 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: 66
Overall Rank
ZS Sharpe Ratio Rank: 66
Sharpe Ratio Rank
ZS Sortino Ratio Rank: 88
Sortino Ratio Rank
ZS Omega Ratio Rank: 55
Omega Ratio Rank
ZS Calmar Ratio Rank: 88
Calmar Ratio Rank
ZS Martin Ratio Rank: 55
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.

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

0.79

Calmar ratioReturn relative to maximum drawdown

-0.88

Martin ratioReturn relative to average drawdown

-1.55

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%

-64.88%

+64.88%

Average Drawdown

Average peak-to-trough decline

0.00%

-32.68%

+32.68%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.00%

36.90%

-36.90%

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 44.34%. 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%

44.34%

-44.34%

Volatility (6M)

Calculated over the trailing 6-month period

0.00%

57.43%

-57.43%

Volatility (1Y)

Calculated over the trailing 1-year period

0.00%

58.73%

-58.73%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

0.00%

56.07%

-56.07%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

0.00%

58.78%

-58.78%

Frequently Asked Questions


ZS has higher volatility (44.34%) 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

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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