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

Correlation

The correlation between ZS and TENB is 0.58, 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.


-0.50.00.51.0
Correlation: 0.6

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%NovemberDecember2025FebruaryMarchApril
421.91%
16.23%
ZS
TENB

Key characteristics

Sharpe Ratio

ZS:

0.19

TENB:

-0.92

Sortino Ratio

ZS:

0.52

TENB:

-1.26

Omega Ratio

ZS:

1.07

TENB:

0.85

Calmar Ratio

ZS:

0.13

TENB:

-0.65

Martin Ratio

ZS:

0.83

TENB:

-1.63

Ulcer Index

ZS:

9.34%

TENB:

17.66%

Daily Std Dev

ZS:

40.57%

TENB:

31.21%

Max Drawdown

ZS:

-76.41%

TENB:

-56.82%

Current Drawdown

ZS:

-43.86%

TENB:

-43.89%

Fundamentals

Market Cap

ZS:

$32.03B

TENB:

$4.23B

EPS

ZS:

-$0.10

TENB:

-$0.31

Total Revenue (TTM)

ZS:

$2.42B

TENB:

$684.06M

Gross Profit (TTM)

ZS:

$1.88B

TENB:

$533.32M

EBITDA (TTM)

ZS:

$105.28M

TENB:

$42.63M

Returns By Period

In the year-to-date period, ZS achieves a 14.76% return, which is significantly higher than TENB's -10.72% return.


ZS

YTD

14.76%

1M

9.67%

6M

22.01%

1Y

9.70%

5Y*

26.82%

10Y*

N/A

TENB

YTD

-10.72%

1M

-6.61%

6M

-13.70%

1Y

-26.66%

5Y*

11.96%

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. TENB — 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 5858
Overall Rank
The Sharpe Ratio Rank of ZS is 6060
Sharpe Ratio Rank
The Sortino Ratio Rank of ZS is 5353
Sortino Ratio Rank
The Omega Ratio Rank of ZS is 5353
Omega Ratio Rank
The Calmar Ratio Rank of ZS is 5959
Calmar Ratio Rank
The Martin Ratio Rank of ZS is 6262
Martin Ratio Rank

TENB
The Risk-Adjusted Performance Rank of TENB is 1010
Overall Rank
The Sharpe Ratio Rank of TENB is 77
Sharpe Ratio Rank
The Sortino Ratio Rank of TENB is 1010
Sortino Ratio Rank
The Omega Ratio Rank of TENB is 1212
Omega Ratio Rank
The Calmar Ratio Rank of TENB is 1313
Calmar Ratio Rank
The Martin Ratio Rank of TENB is 66
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. 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 0.19, compared to the broader market-2.00-1.000.001.002.003.00
ZS: 0.19
TENB: -0.92
The chart of Sortino ratio for ZS, currently valued at 0.52, compared to the broader market-6.00-4.00-2.000.002.004.00
ZS: 0.52
TENB: -1.26
The chart of Omega ratio for ZS, currently valued at 1.07, compared to the broader market0.501.001.502.00
ZS: 1.07
TENB: 0.85
The chart of Calmar ratio for ZS, currently valued at 0.13, compared to the broader market0.001.002.003.004.005.00
ZS: 0.13
TENB: -0.65
The chart of Martin ratio for ZS, currently valued at 0.83, compared to the broader market-5.000.005.0010.0015.0020.00
ZS: 0.83
TENB: -1.63

The current ZS Sharpe Ratio is 0.19, which is higher than the TENB Sharpe Ratio of -0.92. 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-1.00-0.500.000.50NovemberDecember2025FebruaryMarchApril
0.19
-0.92
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.


-50.00%-45.00%-40.00%-35.00%-30.00%NovemberDecember2025FebruaryMarchApril
-43.86%
-43.89%
ZS
TENB

Volatility

ZS vs. TENB - Volatility Comparison

Zscaler, Inc. (ZS) has a higher volatility of 13.16% compared to Tenable Holdings, Inc. (TENB) at 7.68%. This indicates that ZS's price experiences larger fluctuations and is considered to be riskier than TENB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


4.00%6.00%8.00%10.00%12.00%14.00%NovemberDecember2025FebruaryMarchApril
13.16%
7.68%
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
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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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