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

Correlation

The correlation between NET and ZS is 0.51, 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.


Performance

NET vs. ZS - Performance Comparison

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

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Key characteristics

Sharpe Ratio

NET:

1.57

ZS:

0.80

Sortino Ratio

NET:

2.21

ZS:

1.16

Omega Ratio

NET:

1.29

ZS:

1.16

Calmar Ratio

NET:

1.14

ZS:

0.55

Martin Ratio

NET:

4.90

ZS:

3.42

Ulcer Index

NET:

16.01%

ZS:

9.27%

Daily Std Dev

NET:

51.72%

ZS:

44.57%

Max Drawdown

NET:

-82.58%

ZS:

-76.41%

Current Drawdown

NET:

-39.08%

ZS:

-36.80%

Fundamentals

Market Cap

NET:

$43.05B

ZS:

$35.66B

EPS

NET:

-$0.24

ZS:

-$0.09

PEG Ratio

NET:

2.35

ZS:

3.26

PS Ratio

NET:

25.87

ZS:

14.88

PB Ratio

NET:

41.29

ZS:

22.19

Total Revenue (TTM)

NET:

$1.29B

ZS:

$1.87B

Gross Profit (TTM)

NET:

$997.36M

ZS:

$1.45B

EBITDA (TTM)

NET:

$81.64M

ZS:

$60.97M

Returns By Period

In the year-to-date period, NET achieves a 22.90% return, which is significantly lower than ZS's 29.18% return.


NET

YTD

22.90%

1M

17.57%

6M

45.03%

1Y

80.45%

5Y*

38.30%

10Y*

N/A

ZS

YTD

29.18%

1M

15.31%

6M

19.07%

1Y

35.53%

5Y*

25.85%

10Y*

N/A

*Annualized

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Risk-Adjusted Performance

NET vs. ZS — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

NET
The Risk-Adjusted Performance Rank of NET is 8888
Overall Rank
The Sharpe Ratio Rank of NET is 9292
Sharpe Ratio Rank
The Sortino Ratio Rank of NET is 8888
Sortino Ratio Rank
The Omega Ratio Rank of NET is 8787
Omega Ratio Rank
The Calmar Ratio Rank of NET is 8686
Calmar Ratio Rank
The Martin Ratio Rank of NET is 8686
Martin Ratio Rank

ZS
The Risk-Adjusted Performance Rank of ZS is 7575
Overall Rank
The Sharpe Ratio Rank of ZS is 8080
Sharpe Ratio Rank
The Sortino Ratio Rank of ZS is 7070
Sortino Ratio Rank
The Omega Ratio Rank of ZS is 7171
Omega Ratio Rank
The Calmar Ratio Rank of ZS is 7474
Calmar Ratio Rank
The Martin Ratio Rank of ZS is 8181
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.

NET vs. ZS - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Cloudflare, Inc. (NET) and Zscaler, Inc. (ZS). 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.


The current NET Sharpe Ratio is 1.57, which is higher than the ZS Sharpe Ratio of 0.80. The chart below compares the historical Sharpe Ratios of NET and ZS, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Dividends

NET vs. ZS - Dividend Comparison

Neither NET nor ZS has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

NET vs. ZS - Drawdown Comparison

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


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Volatility

NET vs. ZS - Volatility Comparison


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Financials

NET vs. ZS - Financials Comparison

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


100.00M200.00M300.00M400.00M500.00M600.00MAprilJulyOctober2021AprilJulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober2025
459.95M
647.90M
(NET) Total Revenue
(ZS) Total Revenue
Values in USD except per share items

NET vs. ZS - Profitability Comparison

The chart below illustrates the profitability comparison between Cloudflare, Inc. and Zscaler, Inc. over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

75.0%76.0%77.0%78.0%79.0%AprilJulyOctober2021AprilJulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober2025
76.4%
77.1%
(NET) Gross Margin
(ZS) Gross Margin
NET - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, Cloudflare, Inc. reported a gross profit of 351.26M and revenue of 459.95M. Therefore, the gross margin over that period was 76.4%.

ZS - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, Zscaler, Inc. reported a gross profit of 499.40M and revenue of 647.90M. Therefore, the gross margin over that period was 77.1%.

NET - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, Cloudflare, Inc. reported an operating income of -34.72M and revenue of 459.95M, resulting in an operating margin of -7.6%.

ZS - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, Zscaler, Inc. reported an operating income of -40.14M and revenue of 647.90M, resulting in an operating margin of -6.2%.

NET - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, Cloudflare, Inc. reported a net income of -12.85M and revenue of 459.95M, resulting in a net margin of -2.8%.

ZS - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, Zscaler, Inc. reported a net income of -7.72M and revenue of 647.90M, resulting in a net margin of -1.2%.