PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
ZS vs. TENB
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Performance

ZS vs. TENB - Performance Comparison

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

0.00%100.00%200.00%300.00%400.00%JuneJulyAugustSeptemberOctoberNovember
407.86%
34.84%
ZS
TENB

Returns By Period

In the year-to-date period, ZS achieves a -9.07% return, which is significantly higher than TENB's -11.44% return.


ZS

YTD

-9.07%

1M

5.18%

6M

12.64%

1Y

8.21%

5Y (annualized)

34.53%

10Y (annualized)

N/A

TENB

YTD

-11.44%

1M

-4.45%

6M

-7.30%

1Y

4.86%

5Y (annualized)

8.73%

10Y (annualized)

N/A

Fundamentals


ZSTENB
Market Cap$30.43B$5.03B
EPS-$0.40-$0.51
Total Revenue (TTM)$1.67B$877.60M
Gross Profit (TTM)$1.31B$685.22M
EBITDA (TTM)-$14.51M$6.13M

Key characteristics


ZSTENB
Sharpe Ratio0.220.09
Sortino Ratio0.540.36
Omega Ratio1.081.04
Calmar Ratio0.160.08
Martin Ratio0.380.19
Ulcer Index24.02%15.22%
Daily Std Dev41.94%31.13%
Max Drawdown-76.41%-56.82%
Current Drawdown-45.37%-34.90%

Compare stocks, funds, or ETFs

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


Correlation

-0.50.00.51.00.6

The correlation between ZS and TENB is 0.59, 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.

Risk-Adjusted Performance

ZS vs. TENB - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Zscaler, Inc. (ZS) and Tenable Holdings, Inc. (TENB). 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 0.22, compared to the broader market-4.00-2.000.002.000.220.09
The chart of Sortino ratio for ZS, currently valued at 0.54, compared to the broader market-4.00-2.000.002.004.000.540.36
The chart of Omega ratio for ZS, currently valued at 1.08, compared to the broader market0.501.001.502.001.081.04
The chart of Calmar ratio for ZS, currently valued at 0.16, compared to the broader market0.002.004.006.000.160.08
The chart of Martin ratio for ZS, currently valued at 0.38, compared to the broader market0.0010.0020.0030.000.380.19
ZS
TENB

The current ZS Sharpe Ratio is 0.22, which is higher than the TENB Sharpe Ratio of 0.09. The chart below compares the historical Sharpe Ratios of ZS and TENB, 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-0.500.000.501.00JuneJulyAugustSeptemberOctoberNovember
0.22
0.09
ZS
TENB

Dividends

ZS vs. TENB - Dividend Comparison

Neither ZS nor TENB has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

ZS vs. TENB - Drawdown Comparison

The maximum ZS drawdown since its inception was -76.41%, which is greater than TENB's maximum drawdown of -56.82%. Use the drawdown chart below to compare losses from any high point for ZS and TENB. For additional features, visit the drawdowns tool.


-60.00%-50.00%-40.00%-30.00%-20.00%JuneJulyAugustSeptemberOctoberNovember
-45.37%
-34.90%
ZS
TENB

Volatility

ZS vs. TENB - Volatility Comparison

The current volatility for Zscaler, Inc. (ZS) is 9.37%, while Tenable Holdings, Inc. (TENB) has a volatility of 11.09%. This indicates that ZS experiences smaller price fluctuations and is considered to be less risky than TENB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%JuneJulyAugustSeptemberOctoberNovember
9.37%
11.09%
ZS
TENB

Financials

ZS vs. TENB - Financials Comparison

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