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ZTS vs. ZS
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

ZTS vs. ZS - Performance Comparison

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

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Returns By Period

In the year-to-date period, ZTS achieves a -36.21% return, which is significantly higher than ZS's -42.42% return.


ZTS

1D
-2.25%
1M
7.21%
YTD
-36.21%
6M
-32.36%
1Y
-50.83%
3Y*
-20.79%
5Y*
-14.41%
10Y*
6.24%

ZS

1D
2.70%
1M
-19.58%
YTD
-42.42%
6M
-45.18%
1Y
-57.11%
3Y*
-6.33%
5Y*
-9.02%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

ZTS vs. ZS - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
ZTS
Zoetis Inc.
-36.21%-21.75%-16.63%35.91%-39.51%48.26%25.76%55.71%1.44%
ZS
Zscaler, Inc.
-42.42%24.67%-18.57%98.00%-65.18%60.90%329.48%18.59%42.58%

Correlation

The correlation between ZTS and ZS is 0.09, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


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

0.09

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

0.18

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

0.32

Correlation (All Time)
Calculated using the full available price history since Mar 16, 2018

0.31

Over the past year, the correlation between ZTS and ZS has dropped to 0.09 - well below their long-term average of 0.31, suggesting their price drivers have been diverging.

Fundamentals

Market Cap

ZTS:

$33.61B

ZS:

$20.82B

EPS

ZTS:

$6.04

ZS:

-$0.49

PS Ratio

ZTS:

3.66

ZS:

6.48

PB Ratio

ZTS:

10.40

ZS:

8.80

Total Revenue (TTM)

ZTS:

$9.51B

ZS:

$3.17B

Gross Profit (TTM)

ZTS:

$6.73B

ZS:

$2.43B

EBITDA (TTM)

ZTS:

$3.95B

ZS:

$69.08M

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Return for Risk

ZTS vs. ZS — Risk / Return Rank

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

ZTS
ZTS Risk / Return Rank: 22
Overall Rank
ZTS Sharpe Ratio Rank: 11
Sharpe Ratio Rank
ZTS Sortino Ratio Rank: 22
Sortino Ratio Rank
ZTS Omega Ratio Rank: 11
Omega Ratio Rank
ZTS Calmar Ratio Rank: 33
Calmar Ratio Rank
ZTS Martin Ratio Rank: 11
Martin Ratio Rank

ZS
ZS Risk / Return Rank: 66
Overall Rank
ZS Sharpe Ratio Rank: 66
Sharpe Ratio Rank
ZS Sortino Ratio Rank: 88
Sortino Ratio Rank
ZS Omega Ratio Rank: 55
Omega Ratio Rank
ZS Calmar Ratio Rank: 88
Calmar Ratio Rank
ZS Martin Ratio Rank: 55
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.

ZTS vs. ZS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Zoetis Inc. (ZTS) 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.

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.


ZTSZSDifference
Sharpe ratioReturn per unit of total volatility

-0.49

Sortino ratioReturn per unit of downside risk

-0.76

Omega ratioGain probability vs. loss probability

0.66

0.79

-0.13

Calmar ratioReturn relative to maximum drawdown

-0.97

-0.88

-0.08

Martin ratioReturn relative to average drawdown

-2.09

-1.55

-0.55

ZTS vs. ZS - Sharpe Ratio Comparison

The current ZTS Sharpe Ratio is -1.46, which is lower than the ZS Sharpe Ratio of -0.97. The chart below compares the historical Sharpe Ratios of ZTS and ZS, 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

ZTS vs. ZS - Drawdown Comparison

The maximum ZTS drawdown since its inception was -68.48%, smaller than the maximum ZS drawdown of -76.41%. Use the drawdown chart below to compare losses from any high point for ZTS and ZS.


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Drawdown Indicators


ZTSZSDifference

Max Drawdown

Largest peak-to-trough decline

-68.48%

-76.41%

+7.93%

Max Drawdown (1Y)

Largest decline over 1 year

-54.15%

-64.89%

+10.74%

Max Drawdown (3Y)

Largest decline over 3 years

-61.77%

-64.89%

+3.12%

Max Drawdown (5Y)

Largest decline over 5 years

-68.48%

-76.41%

+7.93%

Max Drawdown (10Y)

Largest decline over 10 years

-68.48%

Current Drawdown

Current decline from peak

-66.20%

-64.88%

-1.32%

Average Drawdown

Average peak-to-trough decline

-14.85%

-32.68%

+17.83%

Ulcer Index

Depth and duration of drawdowns from previous peaks

26.53%

36.90%

-10.37%

Volatility

ZTS vs. ZS - Volatility Comparison

The current volatility for Zoetis Inc. (ZTS) is 8.65%, while Zscaler, Inc. (ZS) has a volatility of 44.34%. This indicates that ZTS experiences smaller price fluctuations and is considered to be less risky than ZS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ZTSZSDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.65%

44.34%

-35.69%

Volatility (6M)

Calculated over the trailing 6-month period

31.45%

57.43%

-25.98%

Volatility (1Y)

Calculated over the trailing 1-year period

35.73%

58.73%

-23.00%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

28.77%

56.07%

-27.30%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

27.10%

58.78%

-31.68%

Dividends

ZTS vs. ZS - Dividend Comparison

ZTS's dividend yield for the trailing twelve months is around 2.59%, while ZS has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
ZS
Zscaler, Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
ZTS
Zoetis Inc.
2.59%1.59%1.06%0.76%0.89%0.41%0.48%0.50%0.59%0.58%0.71%0.69%

Financials

ZTS vs. ZS - Financials Comparison

This section allows you to compare key financial metrics between Zoetis 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


0.00500.00M1.00B1.50B2.00B2.50B20222023202420252026
2.26B
850.48M
(ZTS) Total Revenue
(ZS) Total Revenue
Values in USD except per share items

ZTS vs. ZS - Profitability Comparison

The chart below illustrates the profitability comparison between Zoetis 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

66.0%68.0%70.0%72.0%74.0%76.0%78.0%20222023202420252026
71.7%
77.4%
Portfolio components
ZTS - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Zoetis Inc. reported a gross profit of 1.62B and revenue of 2.26B. Therefore, the gross margin over that period was 71.7%.

ZS - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Zscaler, Inc. reported a gross profit of 657.82M and revenue of 850.48M. Therefore, the gross margin over that period was 77.4%.

ZTS - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Zoetis Inc. reported an operating income of 853.00M and revenue of 2.26B, resulting in an operating margin of 37.7%.

ZS - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Zscaler, Inc. reported an operating income of -29.64M and revenue of 850.48M, resulting in an operating margin of -3.5%.

ZTS - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Zoetis Inc. reported a net income of 601.00M and revenue of 2.26B, resulting in a net margin of 26.6%.

ZS - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Zscaler, Inc. reported a net income of -13.88M and revenue of 850.48M, resulting in a net margin of -1.6%.


Frequently Asked Questions


ZTS and ZS have a correlation of 0.09, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

ZS has higher volatility (44.34%) compared to ZTS (8.65%). In terms of maximum drawdown, ZTS dropped -68.48% vs ZS's -76.41%.

ZS currently has the higher Sharpe Ratio (-0.97 vs -1.46), 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.

Portfolio Optimizer

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