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

Correlation

The correlation between ZS and CRWD is 0.73, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


-0.50.00.51.00.7

Performance

ZS vs. CRWD - Performance Comparison

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

100.00%200.00%300.00%400.00%500.00%600.00%JulyAugustSeptemberOctoberNovemberDecember
140.62%
502.03%
ZS
CRWD

Key characteristics

Sharpe Ratio

ZS:

-0.38

CRWD:

0.73

Sortino Ratio

ZS:

-0.24

CRWD:

1.23

Omega Ratio

ZS:

0.97

CRWD:

1.17

Calmar Ratio

ZS:

-0.29

CRWD:

0.77

Martin Ratio

ZS:

-0.67

CRWD:

1.93

Ulcer Index

ZS:

24.73%

CRWD:

17.86%

Daily Std Dev

ZS:

43.42%

CRWD:

46.98%

Max Drawdown

ZS:

-76.41%

CRWD:

-67.69%

Current Drawdown

ZS:

-49.65%

CRWD:

-10.96%

Fundamentals

Market Cap

ZS:

$30.76B

CRWD:

$88.03B

EPS

ZS:

-$0.25

CRWD:

$0.53

PEG Ratio

ZS:

3.61

CRWD:

1.75

Total Revenue (TTM)

ZS:

$2.30B

CRWD:

$3.74B

Gross Profit (TTM)

ZS:

$1.79B

CRWD:

$2.81B

EBITDA (TTM)

ZS:

$93.53M

CRWD:

$297.12M

Returns By Period

In the year-to-date period, ZS achieves a -16.19% return, which is significantly lower than CRWD's 36.76% return.


ZS

YTD

-16.19%

1M

-8.46%

6M

3.50%

1Y

-17.12%

5Y*

30.57%

10Y*

N/A

CRWD

YTD

36.76%

1M

1.81%

6M

-10.35%

1Y

35.17%

5Y*

47.99%

10Y*

N/A

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Risk-Adjusted Performance

ZS vs. CRWD - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Zscaler, Inc. (ZS) and CrowdStrike Holdings, Inc. (CRWD). 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 ZS, currently valued at -0.38, compared to the broader market-4.00-2.000.002.00-0.380.73
The chart of Sortino ratio for ZS, currently valued at -0.24, compared to the broader market-4.00-2.000.002.004.00-0.241.23
The chart of Omega ratio for ZS, currently valued at 0.97, compared to the broader market0.501.001.502.000.971.17
The chart of Calmar ratio for ZS, currently valued at -0.29, compared to the broader market0.002.004.006.00-0.290.77
The chart of Martin ratio for ZS, currently valued at -0.67, compared to the broader market0.0010.0020.00-0.671.93
ZS
CRWD

The current ZS Sharpe Ratio is -0.38, which is lower than the CRWD Sharpe Ratio of 0.73. The chart below compares the historical Sharpe Ratios of ZS and CRWD, 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 Ratio0.001.002.003.004.00JulyAugustSeptemberOctoberNovemberDecember
-0.38
0.73
ZS
CRWD

Dividends

ZS vs. CRWD - Dividend Comparison

Neither ZS nor CRWD has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

ZS vs. CRWD - Drawdown Comparison

The maximum ZS drawdown since its inception was -76.41%, which is greater than CRWD's maximum drawdown of -67.69%. Use the drawdown chart below to compare losses from any high point for ZS and CRWD. For additional features, visit the drawdowns tool.


-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-49.65%
-10.96%
ZS
CRWD

Volatility

ZS vs. CRWD - Volatility Comparison

The current volatility for Zscaler, Inc. (ZS) is 13.67%, while CrowdStrike Holdings, Inc. (CRWD) has a volatility of 14.70%. This indicates that ZS experiences smaller price fluctuations and is considered to be less risky than CRWD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


10.00%15.00%20.00%JulyAugustSeptemberOctoberNovemberDecember
13.67%
14.70%
ZS
CRWD

Financials

ZS vs. CRWD - Financials Comparison

This section allows you to compare key financial metrics between Zscaler, Inc. and CrowdStrike Holdings, 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
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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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