COMP vs. Z
Compare and contrast key facts about Compass, Inc. (COMP) and Zillow Group, Inc. (Z).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: COMP or Z.
Key characteristics
| COMP | Z | |
|---|---|---|
| YTD Return | 78.19% | 28.50% |
| 1Y Return | 243.59% | 108.20% |
| 3Y Return (Ann) | -16.34% | 5.17% |
| Sharpe Ratio | 3.35 | 1.89 |
| Sortino Ratio | 3.75 | 2.95 |
| Omega Ratio | 1.43 | 1.36 |
| Calmar Ratio | 2.68 | 1.25 |
| Martin Ratio | 21.18 | 6.38 |
| Ulcer Index | 11.42% | 16.08% |
| Daily Std Dev | 72.11% | 54.37% |
| Max Drawdown | -90.82% | -86.51% |
| Current Drawdown | -66.75% | -62.81% |
Fundamentals
| COMP | Z | |
|---|---|---|
| Market Cap | $3.40B | $17.54B |
| EPS | -$0.40 | -$0.58 |
| Total Revenue (TTM) | $5.35B | $2.16B |
| Gross Profit (TTM) | $564.40M | $1.65B |
| EBITDA (TTM) | -$47.50M | $56.00M |
Correlation
The correlation between COMP and Z is 0.57, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
COMP vs. Z - Performance Comparison
In the year-to-date period, COMP achieves a 78.19% return, which is significantly higher than Z's 28.50% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
COMP vs. Z - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Compass, Inc. (COMP) and Zillow Group, Inc. (Z). 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.
Dividends
COMP vs. Z - Dividend Comparison
Neither COMP nor Z has paid dividends to shareholders.
Drawdowns
COMP vs. Z - Drawdown Comparison
The maximum COMP drawdown since its inception was -90.82%, roughly equal to the maximum Z drawdown of -86.51%. Use the drawdown chart below to compare losses from any high point for COMP and Z. For additional features, visit the drawdowns tool.
Volatility
COMP vs. Z - Volatility Comparison
The current volatility for Compass, Inc. (COMP) is 19.11%, while Zillow Group, Inc. (Z) has a volatility of 24.07%. This indicates that COMP experiences smaller price fluctuations and is considered to be less risky than Z based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Financials
COMP vs. Z - Financials Comparison
This section allows you to compare key financial metrics between Compass, Inc. and Zillow Group, 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.
Total Revenue: Total amount of money received from sales and other business activities