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ZS vs. ALAR
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between ZS and ALAR is 0.50, 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.


-0.50.00.51.0
Correlation: 0.5

Performance

ZS vs. ALAR - Performance Comparison

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

0.00%10,000.00%20,000.00%30,000.00%40,000.00%NovemberDecember2025FebruaryMarchApril
438.50%
18,334.34%
ZS
ALAR

Key characteristics

Sharpe Ratio

ZS:

0.42

ALAR:

-0.58

Sortino Ratio

ZS:

0.83

ALAR:

-0.56

Omega Ratio

ZS:

1.12

ALAR:

0.94

Calmar Ratio

ZS:

0.32

ALAR:

-0.65

Martin Ratio

ZS:

2.00

ALAR:

-1.00

Ulcer Index

ZS:

9.29%

ALAR:

64.84%

Daily Std Dev

ZS:

44.68%

ALAR:

110.97%

Max Drawdown

ZS:

-76.41%

ALAR:

-99.94%

Current Drawdown

ZS:

-45.61%

ALAR:

-99.71%

Fundamentals

Market Cap

ZS:

$31.11B

ALAR:

$50.69M

EPS

ZS:

-$0.10

ALAR:

$0.80

PS Ratio

ZS:

12.85

ALAR:

1.59

PB Ratio

ZS:

18.65

ALAR:

1.90

Total Revenue (TTM)

ZS:

$2.42B

ALAR:

$23.45M

Gross Profit (TTM)

ZS:

$1.88B

ALAR:

$17.34M

EBITDA (TTM)

ZS:

$105.28M

ALAR:

$4.91M

Returns By Period

In the year-to-date period, ZS achieves a 11.19% return, which is significantly higher than ALAR's -31.20% return.


ZS

YTD

11.19%

1M

-4.42%

6M

10.82%

1Y

13.38%

5Y*

24.45%

10Y*

N/A

ALAR

YTD

-31.20%

1M

1.81%

6M

-53.44%

1Y

-72.26%

5Y*

-8.56%

10Y*

N/A

*Annualized

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Risk-Adjusted Performance

ZS vs. ALAR — Risk-Adjusted Performance Rank

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

ZS
The Risk-Adjusted Performance Rank of ZS is 6767
Overall Rank
The Sharpe Ratio Rank of ZS is 6969
Sharpe Ratio Rank
The Sortino Ratio Rank of ZS is 6363
Sortino Ratio Rank
The Omega Ratio Rank of ZS is 6363
Omega Ratio Rank
The Calmar Ratio Rank of ZS is 6868
Calmar Ratio Rank
The Martin Ratio Rank of ZS is 7474
Martin Ratio Rank

ALAR
The Risk-Adjusted Performance Rank of ALAR is 2323
Overall Rank
The Sharpe Ratio Rank of ALAR is 2121
Sharpe Ratio Rank
The Sortino Ratio Rank of ALAR is 2323
Sortino Ratio Rank
The Omega Ratio Rank of ALAR is 2626
Omega Ratio Rank
The Calmar Ratio Rank of ALAR is 1313
Calmar Ratio Rank
The Martin Ratio Rank of ALAR is 3030
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.

ZS vs. ALAR - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Zscaler, Inc. (ZS) and Alarum Technologies Ltd. (ALAR). 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.


The chart of Sharpe ratio for ZS, currently valued at 0.42, compared to the broader market-2.00-1.000.001.002.003.00
ZS: 0.42
ALAR: -0.58
The chart of Sortino ratio for ZS, currently valued at 0.83, compared to the broader market-6.00-4.00-2.000.002.004.00
ZS: 0.83
ALAR: -0.56
The chart of Omega ratio for ZS, currently valued at 1.12, compared to the broader market0.501.001.502.00
ZS: 1.12
ALAR: 0.94
The chart of Calmar ratio for ZS, currently valued at 0.32, compared to the broader market0.001.002.003.004.005.00
ZS: 0.32
ALAR: -0.65
The chart of Martin ratio for ZS, currently valued at 2.00, compared to the broader market-5.000.005.0010.0015.0020.00
ZS: 2.00
ALAR: -1.00

The current ZS Sharpe Ratio is 0.42, which is higher than the ALAR Sharpe Ratio of -0.58. The chart below compares the historical Sharpe Ratios of ZS and ALAR, 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-1.000.001.002.003.00NovemberDecember2025FebruaryMarchApril
0.42
-0.58
ZS
ALAR

Dividends

ZS vs. ALAR - Dividend Comparison

Neither ZS nor ALAR has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

ZS vs. ALAR - Drawdown Comparison

The maximum ZS drawdown since its inception was -76.41%, smaller than the maximum ALAR drawdown of -99.94%. Use the drawdown chart below to compare losses from any high point for ZS and ALAR. For additional features, visit the drawdowns tool.


-100.00%-90.00%-80.00%-70.00%-60.00%-50.00%-40.00%NovemberDecember2025FebruaryMarchApril
-45.61%
-99.71%
ZS
ALAR

Volatility

ZS vs. ALAR - Volatility Comparison

The current volatility for Zscaler, Inc. (ZS) is 20.96%, while Alarum Technologies Ltd. (ALAR) has a volatility of 28.92%. This indicates that ZS experiences smaller price fluctuations and is considered to be less risky than ALAR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


10.00%20.00%30.00%40.00%50.00%NovemberDecember2025FebruaryMarchApril
20.96%
28.92%
ZS
ALAR

Financials

ZS vs. ALAR - Financials Comparison

This section allows you to compare key financial metrics between Zscaler, Inc. and Alarum Technologies Ltd.. 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