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ZIVO vs. BYRN
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

ZIVO vs. BYRN - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ZIVO Bioscience, Inc. (ZIVO) and Byrna Technologies Inc. (BYRN). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, ZIVO achieves a -57.59% return, which is significantly higher than BYRN's -66.65% return. Over the past 10 years, ZIVO has outperformed BYRN with an annualized return of 26.00%, while BYRN has yielded a comparatively lower 8.84% annualized return.


ZIVO

1D
0.00%
1M
-10.10%
YTD
-57.59%
6M
-62.69%
1Y
-74.05%
3Y*
-34.81%
5Y*
-32.60%
10Y*
26.00%

BYRN

1D
-5.08%
1M
1.08%
YTD
-66.65%
6M
-68.00%
1Y
-81.54%
3Y*
7.64%
5Y*
-26.00%
10Y*
8.84%
*Multi-year figures are annualized to reflect compound growth (CAGR)

ZIVO vs. BYRN - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
ZIVO
ZIVO Bioscience, Inc.
-57.59%-59.53%1,691.67%-92.00%-12.89%1,813.33%-11.76%30.77%44.44%-5.26%
BYRN
Byrna Technologies Inc.
-66.65%-41.72%350.86%-18.49%-41.27%-7.93%663.16%26.67%7.14%-30.00%

Correlation

The correlation between ZIVO and BYRN is 0.14, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.14

Correlation (3Y)
Calculated over the trailing 3-year period

0.05

Correlation (5Y)
Calculated over the trailing 5-year period

0.07

Correlation (10Y)
Calculated over the trailing 10-year period

0.05

Correlation (All Time)
Calculated using the full available price history since Sep 24, 2012

0.03

The correlation between ZIVO and BYRN shifts across timeframes, from 0.03 (all time) to 0.14 (1 year), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap

ZIVO:

$14.33M

BYRN:

$133.45M

EPS

ZIVO:

-$2.58

BYRN:

$0.37

PS Ratio

ZIVO:

118.96

BYRN:

1.11

Total Revenue (TTM)

ZIVO:

$119.03K

BYRN:

$120.98M

Gross Profit (TTM)

ZIVO:

$39.21K

BYRN:

$72.95M

EBITDA (TTM)

ZIVO:

-$9.86M

BYRN:

$12.75M

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Return for Risk

ZIVO vs. BYRN — Risk / Return Rank

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

ZIVO
ZIVO Risk / Return Rank: 2222
Overall Rank
ZIVO Sharpe Ratio Rank: 2323
Sharpe Ratio Rank
ZIVO Sortino Ratio Rank: 3333
Sortino Ratio Rank
ZIVO Omega Ratio Rank: 3333
Omega Ratio Rank
ZIVO Calmar Ratio Rank: 1212
Calmar Ratio Rank
ZIVO Martin Ratio Rank: 88
Martin Ratio Rank

BYRN
BYRN Risk / Return Rank: 33
Overall Rank
BYRN Sharpe Ratio Rank: 33
Sharpe Ratio Rank
BYRN Sortino Ratio Rank: 11
Sortino Ratio Rank
BYRN Omega Ratio Rank: 22
Omega Ratio Rank
BYRN Calmar Ratio Rank: 44
Calmar Ratio Rank
BYRN Martin Ratio Rank: 77
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.

ZIVO vs. BYRN - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ZIVO Bioscience, Inc. (ZIVO) and Byrna Technologies Inc. (BYRN). 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.


ZIVOBYRNDifference
Sharpe ratioReturn per unit of total volatility

+0.68

Sortino ratioReturn per unit of downside risk

+2.45

Omega ratioGain probability vs. loss probability

1.01

0.70

+0.31

Calmar ratioReturn relative to maximum drawdown

-0.79

-0.96

+0.17

Martin ratioReturn relative to average drawdown

-1.42

-1.45

+0.02

ZIVO vs. BYRN - Sharpe Ratio Comparison

The current ZIVO Sharpe Ratio is -0.43, which is higher than the BYRN Sharpe Ratio of -1.10. The chart below compares the historical Sharpe Ratios of ZIVO and BYRN, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

ZIVO vs. BYRN - Drawdown Comparison

The maximum ZIVO drawdown since its inception was -98.52%, which is greater than BYRN's maximum drawdown of -92.51%. Use the drawdown chart below to compare losses from any high point for ZIVO and BYRN.


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Drawdown Indicators


ZIVOBYRNDifference

Max Drawdown

Largest peak-to-trough decline

-98.52%

-92.51%

-6.01%

Max Drawdown (1Y)

Largest decline over 1 year

-93.85%

-85.22%

-8.63%

Max Drawdown (3Y)

Largest decline over 3 years

-97.16%

-85.49%

-11.67%

Max Drawdown (5Y)

Largest decline over 5 years

-98.52%

-92.51%

-6.01%

Max Drawdown (10Y)

Largest decline over 10 years

-98.52%

-92.51%

-6.01%

Current Drawdown

Current decline from peak

-88.72%

-83.62%

-5.10%

Average Drawdown

Average peak-to-trough decline

-63.79%

-52.40%

-11.39%

Ulcer Index

Depth and duration of drawdowns from previous peaks

52.04%

56.38%

-4.34%

Volatility

ZIVO vs. BYRN - Volatility Comparison

ZIVO Bioscience, Inc. (ZIVO) has a higher volatility of 33.48% compared to Byrna Technologies Inc. (BYRN) at 18.97%. This indicates that ZIVO's price experiences larger fluctuations and is considered to be riskier than BYRN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ZIVOBYRNDifference

Volatility (1M)

Calculated over the trailing 1-month period

33.48%

18.97%

+14.51%

Volatility (6M)

Calculated over the trailing 6-month period

138.94%

60.14%

+78.80%

Volatility (1Y)

Calculated over the trailing 1-year period

173.90%

74.11%

+99.79%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

139.19%

73.40%

+65.79%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

1,082.89%

95.41%

+987.48%

Dividends

ZIVO vs. BYRN - Dividend Comparison

Neither ZIVO nor BYRN has paid dividends to shareholders.


Tickers have no history of dividend payments

Financials

ZIVO vs. BYRN - Financials Comparison

This section allows you to compare key financial metrics between ZIVO Bioscience, Inc. and Byrna Technologies 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


0.0010.00M20.00M30.00M40.00MAprilJulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober2025AprilJulyOctober20260
29.05M
(ZIVO) Total Revenue
(BYRN) Total Revenue
Values in USD except per share items

Frequently Asked Questions


ZIVO and BYRN have a correlation of 0.14, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

ZIVO has higher volatility (33.48%) compared to BYRN (18.97%). In terms of maximum drawdown, ZIVO dropped -98.52% vs BYRN's -92.51%.

ZIVO currently has the higher Sharpe Ratio (-0.43 vs -1.10), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

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