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

Correlation

The correlation between ZS and NET is 0.69, 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.

-10.00%0.00%10.00%20.00%30.00%40.00%50.00%JulyAugustSeptemberOctoberNovemberDecember
3.98%
38.41%
ZS
NET

Key characteristics

Sharpe Ratio

ZS:

-0.38

NET:

0.56

Sortino Ratio

ZS:

-0.24

NET:

1.13

Omega Ratio

ZS:

0.97

NET:

1.15

Calmar Ratio

ZS:

-0.29

NET:

0.39

Martin Ratio

ZS:

-0.67

NET:

1.34

Ulcer Index

ZS:

24.73%

NET:

20.20%

Daily Std Dev

ZS:

43.42%

NET:

48.24%

Max Drawdown

ZS:

-76.41%

NET:

-82.58%

Current Drawdown

ZS:

-49.65%

NET:

-50.02%

Fundamentals

Market Cap

ZS:

$30.76B

NET:

$40.35B

EPS

ZS:

-$0.25

NET:

-$0.27

PEG Ratio

ZS:

3.61

NET:

2.35

Total Revenue (TTM)

ZS:

$2.30B

NET:

$1.57B

Gross Profit (TTM)

ZS:

$1.79B

NET:

$1.22B

EBITDA (TTM)

ZS:

$93.53M

NET:

$81.56M

Returns By Period

In the year-to-date period, ZS achieves a -16.19% return, which is significantly lower than NET's 30.41% return.


ZS

YTD

-16.19%

1M

-8.46%

6M

3.50%

1Y

-17.12%

5Y*

30.57%

10Y*

N/A

NET

YTD

30.41%

1M

12.67%

6M

38.41%

1Y

31.09%

5Y*

43.18%

10Y*

N/A

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Risk-Adjusted Performance

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 -0.39, compared to the broader market-4.00-2.000.002.00-0.390.56
The chart of Sortino ratio for ZS, currently valued at -0.26, compared to the broader market-4.00-2.000.002.004.00-0.261.13
The chart of Omega ratio for ZS, currently valued at 0.96, compared to the broader market0.501.001.502.000.961.15
The chart of Calmar ratio for ZS, currently valued at -0.30, compared to the broader market0.002.004.006.00-0.300.39
The chart of Martin ratio for ZS, currently valued at -0.69, compared to the broader market0.0010.0020.00-0.691.34
ZS
NET

The current ZS Sharpe Ratio is -0.38, which is lower than the NET Sharpe Ratio of 0.56. 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 Ratio0.000.501.00JulyAugustSeptemberOctoberNovemberDecember
-0.39
0.56
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%JulyAugustSeptemberOctoberNovemberDecember
-49.65%
-50.02%
ZS
NET

Volatility

ZS vs. NET - Volatility Comparison

The current volatility for Zscaler, Inc. (ZS) is 13.62%, while Cloudflare, Inc. (NET) has a volatility of 14.61%. This indicates that ZS experiences smaller price fluctuations and is considered to be less risky than NET based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


10.00%15.00%20.00%JulyAugustSeptemberOctoberNovemberDecember
13.62%
14.61%
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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