XLK vs ZM: returns, Sharpe ratio and drawdown

Over the past year, XLK returned +27.33% against +14.99% for ZM. Over five years, XLK averaged +17.96% a year, compared with -19.38% for ZM. XLK had the higher Sharpe ratio over the past year (0.89 vs 0.44), meaning more return for each unit of volatility. The worst peak-to-trough drop over the past year was -16.15% for XLK and -25.92% for ZM.