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ZTEK vs. ITRN
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

ZTEK vs. ITRN - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ZEN Graphene Solutions Ltd (ZTEK) and Ituran Location and Control Ltd. (ITRN). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, ZTEK achieves a -37.50% return, which is significantly lower than ITRN's 53.81% return. Over the past 10 years, ZTEK has underperformed ITRN with an annualized return of -2.42%, while ITRN has yielded a comparatively higher 15.37% annualized return.


ZTEK

1D
-3.12%
1M
-38.17%
YTD
-37.50%
6M
-45.23%
1Y
-69.81%
3Y*
-37.26%
5Y*
-31.38%
10Y*
-2.42%

ITRN

1D
-1.99%
1M
6.79%
YTD
53.81%
6M
53.73%
1Y
90.77%
3Y*
46.47%
5Y*
23.84%
10Y*
15.37%
*Multi-year figures are annualized to reflect compound growth (CAGR)

ZTEK vs. ITRN - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
ZTEK
ZEN Graphene Solutions Ltd
-37.50%-31.91%-12.96%-30.32%-60.05%37.10%910.71%-5.08%-45.37%-15.36%
ITRN
Ituran Location and Control Ltd.
53.81%45.63%21.02%32.47%-18.79%45.32%-22.93%-18.98%-3.46%33.71%

Correlation

The correlation between ZTEK and ITRN is 0.15, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.15

Correlation (3Y)
Calculated over the trailing 3-year period

0.07

Correlation (5Y)
Calculated over the trailing 5-year period

0.10

Correlation (10Y)
Calculated over the trailing 10-year period

0.07

Correlation (All Time)
Calculated using the full available price history since Jan 4, 2016

0.07

Fundamentals

Market Cap

ZTEK:

$42.70M

ITRN:

$1.27B

EPS

ZTEK:

-CA$0.07

ITRN:

$3.03

PS Ratio

ZTEK:

66.28

ITRN:

3.40

PB Ratio

ZTEK:

4.91

ITRN:

6.13

Total Revenue (TTM)

ZTEK:

CA$942.82K

ITRN:

$375.23M

Gross Profit (TTM)

ZTEK:

-CA$704.07K

ITRN:

$186.00M

EBITDA (TTM)

ZTEK:

-CA$7.85M

ITRN:

$99.51M

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Return for Risk

ZTEK vs. ITRN — Risk / Return Rank

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

ZTEK
ZTEK Risk / Return Rank: 88
Overall Rank
ZTEK Sharpe Ratio Rank: 1212
Sharpe Ratio Rank
ZTEK Sortino Ratio Rank: 99
Sortino Ratio Rank
ZTEK Omega Ratio Rank: 1111
Omega Ratio Rank
ZTEK Calmar Ratio Rank: 11
Calmar Ratio Rank
ZTEK Martin Ratio Rank: 66
Martin Ratio Rank

ITRN
ITRN Risk / Return Rank: 9292
Overall Rank
ITRN Sharpe Ratio Rank: 9595
Sharpe Ratio Rank
ITRN Sortino Ratio Rank: 9393
Sortino Ratio Rank
ITRN Omega Ratio Rank: 9292
Omega Ratio Rank
ITRN Calmar Ratio Rank: 8989
Calmar Ratio Rank
ITRN Martin Ratio Rank: 9090
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

ZTEK vs. ITRN - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ZEN Graphene Solutions Ltd (ZTEK) and Ituran Location and Control Ltd. (ITRN). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


ZTEKITRNDifference
Sharpe ratioReturn per unit of total volatility

-3.59

Sortino ratioReturn per unit of downside risk

-4.70

Omega ratioGain probability vs. loss probability

0.86

1.46

-0.60

Calmar ratioReturn relative to maximum drawdown

-1.00

3.97

-4.97

Martin ratioReturn relative to average drawdown

-1.51

11.74

-13.25

ZTEK vs. ITRN - Sharpe Ratio Comparison

The current ZTEK Sharpe Ratio is -0.71, which is lower than the ITRN Sharpe Ratio of 2.88. The chart below compares the historical Sharpe Ratios of ZTEK and ITRN, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

ZTEK vs. ITRN - Drawdown Comparison

The maximum ZTEK drawdown since its inception was -92.98%, which is greater than ITRN's maximum drawdown of -68.39%. Use the drawdown chart below to compare losses from any high point for ZTEK and ITRN.


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Drawdown Indicators


ZTEKITRNDifference

Max Drawdown

Largest peak-to-trough decline

-92.98%

-68.39%

-24.59%

Max Drawdown (1Y)

Largest decline over 1 year

-69.92%

-22.99%

-46.93%

Max Drawdown (3Y)

Largest decline over 3 years

-77.53%

-26.82%

-50.71%

Max Drawdown (5Y)

Largest decline over 5 years

-92.98%

-30.03%

-62.95%

Max Drawdown (10Y)

Largest decline over 10 years

-92.98%

-68.39%

-24.59%

Current Drawdown

Current decline from peak

-92.98%

-3.28%

-89.70%

Average Drawdown

Average peak-to-trough decline

-59.59%

-19.47%

-40.12%

Ulcer Index

Depth and duration of drawdowns from previous peaks

46.17%

7.76%

+38.41%

Volatility

ZTEK vs. ITRN - Volatility Comparison

ZEN Graphene Solutions Ltd (ZTEK) has a higher volatility of 16.06% compared to Ituran Location and Control Ltd. (ITRN) at 9.02%. This indicates that ZTEK's price experiences larger fluctuations and is considered to be riskier than ITRN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ZTEKITRNDifference

Volatility (1M)

Calculated over the trailing 1-month period

16.06%

9.02%

+7.04%

Volatility (6M)

Calculated over the trailing 6-month period

77.09%

22.63%

+54.46%

Volatility (1Y)

Calculated over the trailing 1-year period

98.40%

31.78%

+66.62%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

79.55%

30.39%

+49.16%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

85.76%

33.54%

+52.22%

Dividends

ZTEK vs. ITRN - Dividend Comparison

ZTEK has not paid dividends to shareholders, while ITRN's dividend yield for the trailing twelve months is around 3.89%.


PositionTTM20252024202320222021202020192018201720162015
ITRN
Ituran Location and Control Ltd.
3.89%4.65%5.01%2.50%2.65%3.37%1.26%3.78%2.96%3.27%3.25%4.12%
ZTEK
ZEN Graphene Solutions Ltd
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Financials

ZTEK vs. ITRN - Financials Comparison

This section allows you to compare key financial metrics between ZEN Graphene Solutions Ltd and Ituran Location and Control Ltd.. 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


0.0020.00M40.00M60.00M80.00M100.00M20222023202420252026
65.23K
102.67M
(ZTEK) Total Revenue
(ITRN) Total Revenue
Please note, different currencies. ZTEK values in CAD, ITRN values in USD

Frequently Asked Questions


ZTEK and ITRN have a correlation of 0.15, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

ZTEK has higher volatility (16.06%) compared to ITRN (9.02%). In terms of maximum drawdown, ZTEK dropped -92.98% vs ITRN's -68.39%.

ITRN currently has the higher Sharpe Ratio (2.88 vs -0.71), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

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