COMP vs. Z

Last updated Apr 1, 2026

Compare and contrast key facts about Compass, Inc. (COMP) and Zillow Group, Inc. (Z).

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.

COMP vs. Z - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021
COMP Compass, Inc.	-30.84%	80.68%	55.59%	61.37%	-74.37%	-54.89%
Z Zillow Group, Inc.	-39.34%	-7.87%	27.98%	79.63%	-49.55%	-52.14%

Fundamentals

Market Cap COMP : $4.18B Z : $10.44B
EPS COMP : -$0.10 Z : $0.09
PS Ratio COMP : 0.61 Z : 4.00
PB Ratio COMP : 5.35 Z : 2.14
Total Revenue (TTM) COMP : $6.96B Z : $2.58B
Gross Profit (TTM) COMP : $1.28B Z : $1.92B
EBITDA (TTM) COMP : $48.10M Z : $229.00M

Returns By Period

In the year-to-date period, COMP achieves a -30.84% return, which is significantly higher than Z's -39.34% return.

COMP

• 1D: 6.87%
• 1M: -25.03%
• YTD: -30.84%
• 6M: -8.97%
• 1Y: -16.27%
• 3Y*: 31.29%
• 5Y*: —
• 10Y*: —

Z

• 1D: 1.45%
• 1M: -7.26%
• YTD: -39.34%
• 6M: -46.29%
• 1Y: -39.64%
• 3Y*: -2.37%
• 5Y*: -20.87%
• 10Y*: 5.84%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Return for Risk

COMP vs. Z — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

COMP

COMP Risk / Return Rank: 29
COMP Sharpe Ratio Rank: 29
COMP Sortino Ratio Rank: 30
COMP Omega Ratio Rank: 30
COMP Calmar Ratio Rank: 30
COMP Martin Ratio Rank: 26

Z

Z Risk / Return Rank: 10
Z Sharpe Ratio Rank: 7
Z Sortino Ratio Rank: 9
Z Omega Ratio Rank: 10
Z Calmar Ratio Rank: 17
Z Martin Ratio Rank: 6

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

COMP vs. Z - Risk-Adjusted Trends 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.

	COMP	Z	Difference
Sharpe ratio Return per unit of total volatility	-0.29	-0.89	+0.61
Sortino ratio Return per unit of downside risk	-0.02	-1.17	+1.14
Omega ratio Gain probability vs. loss probability	1.00	0.86	+0.14
Calmar ratio Return relative to maximum drawdown	-0.40	-0.72	+0.32
Martin ratio Return relative to average drawdown	-0.95	-1.68	+0.73
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

COMP vs. Z - Sharpe Ratio Comparison

The current COMP Sharpe Ratio is -0.29, which is higher than the Z Sharpe Ratio of -0.89. 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.

Sharpe Ratios by Period

	COMP	Z	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	-0.29	-0.89	+0.61
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	-0.40	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.11	—
Sharpe Ratio (All Time) Calculated using the full available price history	-0.23	0.07	-0.31

Correlation

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.

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.

Drawdown Indicators

	COMP	Z	Difference
Max Drawdown Largest peak-to-trough decline	-90.82%	-86.51%	-4.31%
Max Drawdown (1Y) Largest decline over 1 year	-49.63%	-55.23%	+5.60%
Max Drawdown (5Y) Largest decline over 5 years	—	-81.62%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-86.51%	—
Current Drawdown Current decline from peak	-63.72%	-79.30%	+15.58%
Average Drawdown Average peak-to-trough decline	-66.73%	-43.84%	-22.89%
Ulcer Index Depth and duration of drawdowns from previous peaks	21.08%	23.73%	-2.65%

Volatility

COMP vs. Z - Volatility Comparison

Compass, Inc. (COMP) has a higher volatility of 19.98% compared to Zillow Group, Inc. (Z) at 15.77%. This indicates that COMP's price experiences larger fluctuations and is considered to be riskier than Z based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	COMP	Z	Difference
Volatility (1M) Calculated over the trailing 1-month period	19.98%	15.77%	+4.21%
Volatility (6M) Calculated over the trailing 6-month period	40.96%	35.57%	+5.39%
Volatility (1Y) Calculated over the trailing 1-year period	57.31%	44.59%	+12.72%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	78.64%	52.38%	+26.26%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	78.64%	53.07%	+25.57%

Financials

COMP vs. Z - Profitability Comparison

The chart below illustrates the profitability comparison between Compass, Inc. and Zillow Group, Inc. over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

COMP - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Apr 2026, Compass, Inc. reported a gross profit of 315.30M and revenue of 1.70B. Therefore, the gross margin over that period was 18.6%.

Z - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Apr 2026, Zillow Group, Inc. reported a gross profit of 476.00M and revenue of 654.00M. Therefore, the gross margin over that period was 72.8%.

COMP - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Apr 2026, Compass, Inc. reported an operating income of -41.90M and revenue of 1.70B, resulting in an operating margin of -2.5%.

Z - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Apr 2026, Zillow Group, Inc. reported an operating income of -11.00M and revenue of 654.00M, resulting in an operating margin of -1.7%.

COMP - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Apr 2026, Compass, Inc. reported a net income of -42.60M and revenue of 1.70B, resulting in a net margin of -2.5%.

Z - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Apr 2026, Zillow Group, Inc. reported a net income of 3.00M and revenue of 654.00M, resulting in a net margin of 0.5%.