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COMP vs. Z
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Performance

COMP vs. Z - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Compass, Inc. (COMP) and Zillow Group, Inc. (Z). The values are adjusted to include any dividend payments, if applicable.

-20.00%0.00%20.00%40.00%60.00%80.00%100.00%120.00%JuneJulyAugustSeptemberOctoberNovember
67.41%
111.13%
COMP
Z

Returns By Period

In the year-to-date period, COMP achieves a 81.65% return, which is significantly higher than Z's 44.78% return.


COMP

YTD

81.65%

1M

22.62%

6M

67.40%

1Y

223.70%

5Y (annualized)

N/A

10Y (annualized)

N/A

Z

YTD

44.78%

1M

40.65%

6M

111.17%

1Y

110.69%

5Y (annualized)

15.33%

10Y (annualized)

N/A

Fundamentals


COMPZ
Market Cap$3.20B$16.98B
EPS-$0.40-$0.58
Total Revenue (TTM)$5.35B$2.16B
Gross Profit (TTM)$564.40M$1.65B
EBITDA (TTM)-$106.70M$82.00M

Key characteristics


COMPZ
Sharpe Ratio3.252.08
Sortino Ratio3.703.10
Omega Ratio1.431.38
Calmar Ratio2.501.38
Martin Ratio19.886.88
Ulcer Index11.25%16.08%
Daily Std Dev68.82%53.10%
Max Drawdown-90.82%-86.51%
Current Drawdown-66.10%-58.09%

Compare stocks, funds, or ETFs

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Correlation

-0.50.00.51.00.6

The correlation between COMP and Z is 0.58, 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.

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.


Sharpe ratio
The chart of Sharpe ratio for COMP, currently valued at 3.25, compared to the broader market-4.00-2.000.002.004.003.252.08
The chart of Sortino ratio for COMP, currently valued at 3.70, compared to the broader market-4.00-2.000.002.004.003.703.10
The chart of Omega ratio for COMP, currently valued at 1.43, compared to the broader market0.501.001.502.001.431.38
The chart of Calmar ratio for COMP, currently valued at 2.50, compared to the broader market0.002.004.006.002.501.51
The chart of Martin ratio for COMP, currently valued at 19.88, compared to the broader market0.0010.0020.0030.0019.886.88
COMP
Z

The current COMP Sharpe Ratio is 3.25, which is higher than the Z Sharpe Ratio of 2.08. The chart below compares the historical Sharpe Ratios of COMP and Z, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Rolling 12-month Sharpe Ratio-1.000.001.002.003.004.00JuneJulyAugustSeptemberOctoberNovember
3.25
2.08
COMP
Z

Dividends

COMP vs. Z - Dividend Comparison

Neither COMP nor Z has paid dividends to shareholders.


Tickers have no history of dividend payments

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.


-80.00%-70.00%-60.00%-50.00%-40.00%JuneJulyAugustSeptemberOctoberNovember
-66.10%
-42.90%
COMP
Z

Volatility

COMP vs. Z - Volatility Comparison

The current volatility for Compass, Inc. (COMP) is 19.53%, while Zillow Group, Inc. (Z) has a volatility of 23.83%. 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.


10.00%15.00%20.00%25.00%JuneJulyAugustSeptemberOctoberNovember
19.53%
23.83%
COMP
Z

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.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


Values in USD except per share items