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

Correlation

The correlation between ZS and NET is 0.68, 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.


-0.50.00.51.00.7

Performance

ZS vs. NET - Performance Comparison

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

-20.00%0.00%20.00%40.00%AugustSeptemberOctoberNovemberDecember2025
-2.53%
42.07%
ZS
NET

Key characteristics

Sharpe Ratio

ZS:

-0.41

NET:

0.92

Sortino Ratio

ZS:

-0.28

NET:

1.57

Omega Ratio

ZS:

0.96

NET:

1.20

Calmar Ratio

ZS:

-0.31

NET:

0.64

Martin Ratio

ZS:

-0.69

NET:

2.20

Ulcer Index

ZS:

25.70%

NET:

20.14%

Daily Std Dev

ZS:

43.24%

NET:

47.97%

Max Drawdown

ZS:

-76.41%

NET:

-82.58%

Current Drawdown

ZS:

-48.48%

NET:

-47.30%

Fundamentals

Market Cap

ZS:

$29.15B

NET:

$39.29B

EPS

ZS:

-$0.25

NET:

-$0.27

PEG Ratio

ZS:

3.26

NET:

2.35

Total Revenue (TTM)

ZS:

$2.30B

NET:

$1.21B

Gross Profit (TTM)

ZS:

$1.79B

NET:

$939.66M

EBITDA (TTM)

ZS:

$93.53M

NET:

$70.12M

Returns By Period

In the year-to-date period, ZS achieves a 5.31% return, which is significantly lower than NET's 6.32% return.


ZS

YTD

5.31%

1M

-7.05%

6M

-2.53%

1Y

-18.17%

5Y*

26.28%

10Y*

N/A

NET

YTD

6.32%

1M

-0.15%

6M

42.07%

1Y

45.93%

5Y*

44.04%

10Y*

N/A

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

ZS vs. NET — 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 2828
Overall Rank
The Sharpe Ratio Rank of ZS is 2626
Sharpe Ratio Rank
The Sortino Ratio Rank of ZS is 2626
Sortino Ratio Rank
The Omega Ratio Rank of ZS is 2525
Omega Ratio Rank
The Calmar Ratio Rank of ZS is 2929
Calmar Ratio Rank
The Martin Ratio Rank of ZS is 3434
Martin Ratio Rank

NET
The Risk-Adjusted Performance Rank of NET is 7474
Overall Rank
The Sharpe Ratio Rank of NET is 7878
Sharpe Ratio Rank
The Sortino Ratio Rank of NET is 7575
Sortino Ratio Rank
The Omega Ratio Rank of NET is 7373
Omega Ratio Rank
The Calmar Ratio Rank of NET is 7373
Calmar Ratio Rank
The Martin Ratio Rank of NET is 7070
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. NET - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Zscaler, Inc. (ZS) and Cloudflare, Inc. (NET). 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 -0.41, compared to the broader market-2.000.002.00-0.410.92
The chart of Sortino ratio for ZS, currently valued at -0.28, compared to the broader market-4.00-2.000.002.004.00-0.281.57
The chart of Omega ratio for ZS, currently valued at 0.96, compared to the broader market0.501.001.502.000.961.20
The chart of Calmar ratio for ZS, currently valued at -0.31, compared to the broader market0.002.004.006.00-0.310.64
The chart of Martin ratio for ZS, currently valued at -0.69, compared to the broader market-30.00-20.00-10.000.0010.0020.00-0.692.20
ZS
NET

The current ZS Sharpe Ratio is -0.41, which is lower than the NET Sharpe Ratio of 0.92. The chart below compares the historical Sharpe Ratios of ZS and NET, 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-0.500.000.501.00AugustSeptemberOctoberNovemberDecember2025
-0.41
0.92
ZS
NET

Dividends

ZS vs. NET - Dividend Comparison

Neither ZS nor NET has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

ZS vs. NET - Drawdown Comparison

The maximum ZS drawdown since its inception was -76.41%, smaller than the maximum NET drawdown of -82.58%. Use the drawdown chart below to compare losses from any high point for ZS and NET. For additional features, visit the drawdowns tool.


-65.00%-60.00%-55.00%-50.00%-45.00%AugustSeptemberOctoberNovemberDecember2025
-48.48%
-47.30%
ZS
NET

Volatility

ZS vs. NET - Volatility Comparison

Zscaler, Inc. (ZS) and Cloudflare, Inc. (NET) have volatilities of 11.61% and 11.68%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


10.00%15.00%20.00%AugustSeptemberOctoberNovemberDecember2025
11.61%
11.68%
ZS
NET

Financials

ZS vs. NET - Financials Comparison

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