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ZS vs. MRVL
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

ZS vs. MRVL - Performance Comparison

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

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Returns By Period

In the year-to-date period, ZS achieves a -42.54% return, which is significantly lower than MRVL's 240.32% return.


ZS

1D
-1.17%
1M
-15.04%
YTD
-42.54%
6M
-47.22%
1Y
-57.35%
3Y*
-5.02%
5Y*
-7.99%
10Y*

MRVL

1D
9.63%
1M
69.78%
YTD
240.32%
6M
214.35%
1Y
323.75%
3Y*
69.41%
5Y*
42.37%
10Y*
41.26%
*Multi-year figures are annualized to reflect compound growth (CAGR)

ZS vs. MRVL - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
ZS
Zscaler, Inc.
-42.54%24.67%-18.57%98.00%-65.18%60.90%329.48%18.59%42.58%
MRVL
Marvell Technology, Inc.
240.32%-22.82%83.79%63.68%-57.48%84.62%80.25%65.74%-29.29%

Correlation

The correlation between ZS and MRVL is 0.08, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


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

0.08

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

0.31

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

0.44

Correlation (All Time)
Calculated using the full available price history since Mar 16, 2018

0.40

Over the past year, the correlation between ZS and MRVL has dropped to 0.08 - well below their long-term average of 0.40, suggesting their price drivers have been diverging.

Fundamentals

Market Cap

ZS:

$20.78B

MRVL:

$258.03B

EPS

ZS:

-$0.49

MRVL:

$2.90

PS Ratio

ZS:

6.47

MRVL:

28.91

PB Ratio

ZS:

8.78

MRVL:

14.17

Total Revenue (TTM)

ZS:

$3.17B

MRVL:

$8.72B

Gross Profit (TTM)

ZS:

$2.43B

MRVL:

$4.41B

EBITDA (TTM)

ZS:

$69.08M

MRVL:

$4.27B

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Return for Risk

ZS vs. MRVL — Risk / Return Rank

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

ZS
ZS Risk / Return Rank: 66
Overall Rank
ZS Sharpe Ratio Rank: 55
Sharpe Ratio Rank
ZS Sortino Ratio Rank: 77
Sortino Ratio Rank
ZS Omega Ratio Rank: 55
Omega Ratio Rank
ZS Calmar Ratio Rank: 77
Calmar Ratio Rank
ZS Martin Ratio Rank: 44
Martin Ratio Rank

MRVL
MRVL Risk / Return Rank: 9797
Overall Rank
MRVL Sharpe Ratio Rank: 9999
Sharpe Ratio Rank
MRVL Sortino Ratio Rank: 9696
Sortino Ratio Rank
MRVL Omega Ratio Rank: 9696
Omega Ratio Rank
MRVL Calmar Ratio Rank: 9898
Calmar Ratio Rank
MRVL Martin Ratio Rank: 9898
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.

ZS vs. MRVL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Zscaler, Inc. (ZS) and Marvell Technology, Inc. (MRVL). 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.


ZSMRVLDifference
Sharpe ratioReturn per unit of total volatility

-5.68

Sortino ratioReturn per unit of downside risk

-5.64

Omega ratioGain probability vs. loss probability

0.79

1.59

-0.80

Calmar ratioReturn relative to maximum drawdown

-0.89

12.37

-13.26

Martin ratioReturn relative to average drawdown

-1.59

28.64

-30.23

ZS vs. MRVL - Sharpe Ratio Comparison

The current ZS Sharpe Ratio is -0.98, which is lower than the MRVL Sharpe Ratio of 4.70. The chart below compares the historical Sharpe Ratios of ZS and MRVL, 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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Sharpe Ratios by Period


ZSMRVLDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.98

4.70

-5.68

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.14

0.69

-0.84

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.80

Sharpe Ratio (All Time)

Calculated using the full available price history

0.31

0.23

+0.08

Drawdowns

ZS vs. MRVL - Drawdown Comparison

The maximum ZS drawdown since its inception was -76.41%, smaller than the maximum MRVL drawdown of -91.60%. Use the drawdown chart below to compare losses from any high point for ZS and MRVL.


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Drawdown Indicators


ZSMRVLDifference

Max Drawdown

Largest peak-to-trough decline

-76.41%

-91.60%

+15.19%

Max Drawdown (1Y)

Largest decline over 1 year

-64.89%

-26.36%

-38.53%

Max Drawdown (3Y)

Largest decline over 3 years

-64.89%

-60.79%

-4.10%

Max Drawdown (5Y)

Largest decline over 5 years

-76.41%

-61.88%

-14.53%

Max Drawdown (10Y)

Largest decline over 10 years

-61.88%

Current Drawdown

Current decline from peak

-64.95%

-8.72%

-56.23%

Average Drawdown

Average peak-to-trough decline

-32.63%

-46.77%

+14.14%

Ulcer Index

Depth and duration of drawdowns from previous peaks

36.05%

11.37%

+24.68%

Volatility

ZS vs. MRVL - Volatility Comparison

Zscaler, Inc. (ZS) has a higher volatility of 44.44% compared to Marvell Technology, Inc. (MRVL) at 38.50%. This indicates that ZS's price experiences larger fluctuations and is considered to be riskier than MRVL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ZSMRVLDifference

Volatility (1M)

Calculated over the trailing 1-month period

44.44%

38.50%

+5.94%

Volatility (6M)

Calculated over the trailing 6-month period

57.30%

54.32%

+2.98%

Volatility (1Y)

Calculated over the trailing 1-year period

58.72%

69.56%

-10.84%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

56.10%

61.51%

-5.41%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

58.42%

51.77%

+6.65%

Dividends

ZS vs. MRVL - Dividend Comparison

ZS has not paid dividends to shareholders, while MRVL's dividend yield for the trailing twelve months is around 0.08%.


PositionTTM20252024202320222021202020192018201720162015
MRVL
Marvell Technology, Inc.
0.08%0.28%0.22%0.40%0.65%0.21%0.50%0.90%1.48%1.12%1.73%2.72%
ZS
Zscaler, Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Financials

ZS vs. MRVL - Financials Comparison

This section allows you to compare key financial metrics between Zscaler, Inc. and Marvell Technology, 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


0.00500.00M1.00B1.50B2.00B2.50B20222023202420252026
850.48M
2.42B
(ZS) Total Revenue
(MRVL) Total Revenue
Values in USD except per share items

ZS vs. MRVL - Profitability Comparison

The chart below illustrates the profitability comparison between Zscaler, Inc. and Marvell Technology, Inc. over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

20.0%30.0%40.0%50.0%60.0%70.0%80.0%20222023202420252026
77.4%
52.2%
Portfolio components
ZS - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Zscaler, Inc. reported a gross profit of 657.82M and revenue of 850.48M. Therefore, the gross margin over that period was 77.4%.

MRVL - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Marvell Technology, Inc. reported a gross profit of 1.26B and revenue of 2.42B. Therefore, the gross margin over that period was 52.2%.

ZS - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Zscaler, Inc. reported an operating income of -29.64M and revenue of 850.48M, resulting in an operating margin of -3.5%.

MRVL - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Marvell Technology, Inc. reported an operating income of 339.40M and revenue of 2.42B, resulting in an operating margin of 14.0%.

ZS - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Zscaler, Inc. reported a net income of -13.88M and revenue of 850.48M, resulting in a net margin of -1.6%.

MRVL - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Marvell Technology, Inc. reported a net income of 34.50M and revenue of 2.42B, resulting in a net margin of 1.4%.


Frequently Asked Questions


ZS and MRVL have a correlation of 0.08, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

ZS has higher volatility (44.44%) compared to MRVL (38.50%). In terms of maximum drawdown, ZS dropped -76.41% vs MRVL's -91.60%.

MRVL currently has the higher Sharpe Ratio (4.70 vs -0.98), 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.

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