PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
ZI vs. SHOP
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between ZI and SHOP is 0.49, 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.


-0.50.00.51.00.5

Performance

ZI vs. SHOP - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ZoomInfo Technologies Inc. (ZI) and Shopify Inc. (SHOP). The values are adjusted to include any dividend payments, if applicable.

0.00%20.00%40.00%60.00%80.00%SeptemberOctoberNovemberDecember2025February
6.94%
71.82%
ZI
SHOP

Key characteristics

Sharpe Ratio

ZI:

-0.77

SHOP:

1.01

Sortino Ratio

ZI:

-0.85

SHOP:

1.71

Omega Ratio

ZI:

0.87

SHOP:

1.24

Calmar Ratio

ZI:

-0.47

SHOP:

0.75

Martin Ratio

ZI:

-1.24

SHOP:

3.72

Ulcer Index

ZI:

34.04%

SHOP:

13.96%

Daily Std Dev

ZI:

54.47%

SHOP:

51.24%

Max Drawdown

ZI:

-89.64%

SHOP:

-84.82%

Current Drawdown

ZI:

-86.85%

SHOP:

-24.49%

Fundamentals

Market Cap

ZI:

$3.71B

SHOP:

$141.30B

EPS

ZI:

$0.03

SHOP:

$0.99

PE Ratio

ZI:

339.00

SHOP:

110.02

Total Revenue (TTM)

ZI:

$905.20M

SHOP:

$8.88B

Gross Profit (TTM)

ZI:

$757.80M

SHOP:

$4.47B

EBITDA (TTM)

ZI:

$132.70M

SHOP:

$1.38B

Returns By Period

In the year-to-date period, ZI achieves a -3.24% return, which is significantly lower than SHOP's 20.06% return.


ZI

YTD

-3.24%

1M

0.69%

6M

4.95%

1Y

-40.28%

5Y*

N/A

10Y*

N/A

SHOP

YTD

20.06%

1M

23.52%

6M

67.66%

1Y

62.38%

5Y*

19.73%

10Y*

N/A

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

ZI vs. SHOP — Risk-Adjusted Performance Rank

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

ZI
The Risk-Adjusted Performance Rank of ZI is 1313
Overall Rank
The Sharpe Ratio Rank of ZI is 99
Sharpe Ratio Rank
The Sortino Ratio Rank of ZI is 1313
Sortino Ratio Rank
The Omega Ratio Rank of ZI is 1111
Omega Ratio Rank
The Calmar Ratio Rank of ZI is 1919
Calmar Ratio Rank
The Martin Ratio Rank of ZI is 1414
Martin Ratio Rank

SHOP
The Risk-Adjusted Performance Rank of SHOP is 7575
Overall Rank
The Sharpe Ratio Rank of SHOP is 7878
Sharpe Ratio Rank
The Sortino Ratio Rank of SHOP is 7474
Sortino Ratio Rank
The Omega Ratio Rank of SHOP is 7575
Omega Ratio Rank
The Calmar Ratio Rank of SHOP is 7474
Calmar Ratio Rank
The Martin Ratio Rank of SHOP is 7676
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.

ZI vs. SHOP - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for ZoomInfo Technologies Inc. (ZI) and Shopify Inc. (SHOP). 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 ZI, currently valued at -0.77, compared to the broader market-2.000.002.00-0.771.01
The chart of Sortino ratio for ZI, currently valued at -0.85, compared to the broader market-4.00-2.000.002.004.006.00-0.851.71
The chart of Omega ratio for ZI, currently valued at 0.87, compared to the broader market0.501.001.502.000.871.24
The chart of Calmar ratio for ZI, currently valued at -0.47, compared to the broader market0.002.004.006.00-0.470.75
The chart of Martin ratio for ZI, currently valued at -1.24, compared to the broader market0.0010.0020.0030.00-1.243.72
ZI
SHOP

The current ZI Sharpe Ratio is -0.77, which is lower than the SHOP Sharpe Ratio of 1.01. The chart below compares the historical Sharpe Ratios of ZI and SHOP, 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-1.00-0.500.000.501.001.50SeptemberOctoberNovemberDecember2025February
-0.77
1.01
ZI
SHOP

Dividends

ZI vs. SHOP - Dividend Comparison

Neither ZI nor SHOP has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

ZI vs. SHOP - Drawdown Comparison

The maximum ZI drawdown since its inception was -89.64%, which is greater than SHOP's maximum drawdown of -84.82%. Use the drawdown chart below to compare losses from any high point for ZI and SHOP. For additional features, visit the drawdowns tool.


-90.00%-80.00%-70.00%-60.00%-50.00%-40.00%-30.00%-20.00%SeptemberOctoberNovemberDecember2025February
-86.85%
-24.49%
ZI
SHOP

Volatility

ZI vs. SHOP - Volatility Comparison

The current volatility for ZoomInfo Technologies Inc. (ZI) is 8.78%, while Shopify Inc. (SHOP) has a volatility of 13.29%. This indicates that ZI experiences smaller price fluctuations and is considered to be less risky than SHOP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%25.00%SeptemberOctoberNovemberDecember2025February
8.78%
13.29%
ZI
SHOP

Financials

ZI vs. SHOP - Financials Comparison

This section allows you to compare key financial metrics between ZoomInfo Technologies Inc. and Shopify 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
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


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.

Copyright © 2025 PortfoliosLab