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ZM vs. BTC-USD
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Correlation

The correlation between ZM and BTC-USD is 0.15, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.00.2

Performance

ZM vs. BTC-USD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Zoom Video Communications, Inc. (ZM) and Bitcoin (BTC-USD). The values are adjusted to include any dividend payments, if applicable.

-20.00%0.00%20.00%40.00%60.00%JulyAugustSeptemberOctoberNovemberDecember
45.37%
52.14%
ZM
BTC-USD

Key characteristics

Sharpe Ratio

ZM:

0.71

BTC-USD:

1.41

Sortino Ratio

ZM:

1.25

BTC-USD:

2.14

Omega Ratio

ZM:

1.15

BTC-USD:

1.21

Calmar Ratio

ZM:

0.25

BTC-USD:

1.22

Martin Ratio

ZM:

1.65

BTC-USD:

6.70

Ulcer Index

ZM:

13.65%

BTC-USD:

10.77%

Daily Std Dev

ZM:

31.96%

BTC-USD:

44.31%

Max Drawdown

ZM:

-90.27%

BTC-USD:

-93.07%

Current Drawdown

ZM:

-84.94%

BTC-USD:

-7.90%

Returns By Period

In the year-to-date period, ZM achieves a 19.04% return, which is significantly lower than BTC-USD's 131.29% return.


ZM

YTD

19.04%

1M

5.42%

6M

45.38%

1Y

18.07%

5Y*

5.30%

10Y*

N/A

BTC-USD

YTD

131.29%

1M

3.62%

6M

52.51%

1Y

122.84%

5Y*

67.06%

10Y*

76.43%

Compare stocks, funds, or ETFs

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Risk-Adjusted Performance

ZM vs. BTC-USD - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Zoom Video Communications, Inc. (ZM) and Bitcoin (BTC-USD). 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 ZM, currently valued at 1.86, compared to the broader market-4.00-2.000.002.001.861.41
The chart of Sortino ratio for ZM, currently valued at 2.64, compared to the broader market-4.00-2.000.002.004.002.642.14
The chart of Omega ratio for ZM, currently valued at 1.33, compared to the broader market0.501.001.502.001.331.21
The chart of Calmar ratio for ZM, currently valued at 0.28, compared to the broader market0.002.004.006.000.281.22
The chart of Martin ratio for ZM, currently valued at 9.79, compared to the broader market-5.000.005.0010.0015.0020.0025.009.796.70
ZM
BTC-USD

The current ZM Sharpe Ratio is 0.71, which is lower than the BTC-USD Sharpe Ratio of 1.41. The chart below compares the historical Sharpe Ratios of ZM and BTC-USD, 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-1.000.001.002.003.004.005.00JulyAugustSeptemberOctoberNovemberDecember
1.86
1.41
ZM
BTC-USD

Drawdowns

ZM vs. BTC-USD - Drawdown Comparison

The maximum ZM drawdown since its inception was -90.27%, roughly equal to the maximum BTC-USD drawdown of -93.07%. Use the drawdown chart below to compare losses from any high point for ZM and BTC-USD. For additional features, visit the drawdowns tool.


-100.00%-80.00%-60.00%-40.00%-20.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-84.94%
-7.90%
ZM
BTC-USD

Volatility

ZM vs. BTC-USD - Volatility Comparison

The current volatility for Zoom Video Communications, Inc. (ZM) is 13.33%, while Bitcoin (BTC-USD) has a volatility of 14.07%. This indicates that ZM experiences smaller price fluctuations and is considered to be less risky than BTC-USD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%JulyAugustSeptemberOctoberNovemberDecember
13.33%
14.07%
ZM
BTC-USD
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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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