TRMB vs ZBRA: returns, Sharpe ratio and drawdown

Over the past year, ZBRA returned +27.90% against -24.42% for TRMB. Over five years, ZBRA averaged -5.84% a year, compared with -6.78% for TRMB. ZBRA had the higher Sharpe ratio over the past year (0.65 vs -0.86), meaning more return for each unit of volatility. The worst peak-to-trough drop over the past year was -36.51% for ZBRA and -41.49% for TRMB.