PKZIP/SecureZIP’s compression works off of redundancy. The more redundant the data the better the compression ratio. PKZIP/SecureZIP will always get the best compression ratio possible and If a file is already compressed or encrypted it cannot be made smaller.
If you are compressing a lot of pictures, images, movies, etc they may not compress well as some file types are already compressed. Text documents or documents with a lot of text will compress extremely well.