ZS vs. TENB
Compare and contrast key facts about Zscaler, Inc. (ZS) and Tenable Holdings, Inc. (TENB).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ZS or TENB.
Performance
ZS vs. TENB - Performance Comparison
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
-9.07%
5.18%
12.64%
8.21%
34.53%
N/A
TENB
-11.44%
-4.45%
-7.30%
4.86%
8.73%
N/A
Fundamentals
ZS | TENB | |
---|---|---|
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
ZS | TENB | |
---|---|---|
Sharpe Ratio | 0.22 | 0.09 |
Sortino Ratio | 0.54 | 0.36 |
Omega Ratio | 1.08 | 1.04 |
Calmar Ratio | 0.16 | 0.08 |
Martin Ratio | 0.38 | 0.19 |
Ulcer Index | 24.02% | 15.22% |
Daily Std Dev | 41.94% | 31.13% |
Max Drawdown | -76.41% | -56.82% |
Current Drawdown | -45.37% | -34.90% |
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Correlation
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.
Dividends
ZS vs. TENB - Dividend Comparison
Neither ZS nor TENB has paid dividends to shareholders.
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.
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.
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.
Total Revenue: Total amount of money received from sales and other business activities