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

Correlation

The correlation between RDFN 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.


-0.50.00.51.00.6

Performance

RDFN vs. Z - Performance Comparison

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

-50.00%0.00%50.00%100.00%JulyAugustSeptemberOctoberNovemberDecember
-60.74%
70.48%
RDFN
Z

Key characteristics

Sharpe Ratio

RDFN:

-0.09

Z:

0.69

Sortino Ratio

RDFN:

0.49

Z:

1.49

Omega Ratio

RDFN:

1.05

Z:

1.18

Calmar Ratio

RDFN:

-0.08

Z:

0.44

Martin Ratio

RDFN:

-0.22

Z:

2.20

Ulcer Index

RDFN:

32.58%

Z:

16.15%

Daily Std Dev

RDFN:

80.88%

Z:

51.59%

Max Drawdown

RDFN:

-96.61%

Z:

-86.51%

Current Drawdown

RDFN:

-91.18%

Z:

-61.44%

Fundamentals

Market Cap

RDFN:

$1.13B

Z:

$18.67B

EPS

RDFN:

-$1.27

Z:

-$0.58

PEG Ratio

RDFN:

0.00

Z:

0.73

Total Revenue (TTM)

RDFN:

$1.02B

Z:

$2.16B

Gross Profit (TTM)

RDFN:

$341.01M

Z:

$1.65B

EBITDA (TTM)

RDFN:

-$116.96M

Z:

$82.00M

Returns By Period

In the year-to-date period, RDFN achieves a -17.44% return, which is significantly lower than Z's 33.24% return.


RDFN

YTD

-17.44%

1M

6.90%

6M

41.29%

1Y

-10.88%

5Y*

-16.85%

10Y*

N/A

Z

YTD

33.24%

1M

-6.16%

6M

57.62%

1Y

31.13%

5Y*

11.70%

10Y*

N/A

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Risk-Adjusted Performance

RDFN vs. Z - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Redfin Corporation (RDFN) 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 RDFN, currently valued at -0.09, compared to the broader market-4.00-2.000.002.00-0.090.69
The chart of Sortino ratio for RDFN, currently valued at 0.49, compared to the broader market-4.00-2.000.002.004.000.491.49
The chart of Omega ratio for RDFN, currently valued at 1.05, compared to the broader market0.501.001.502.001.051.18
The chart of Calmar ratio for RDFN, currently valued at -0.08, compared to the broader market0.002.004.006.00-0.080.44
The chart of Martin ratio for RDFN, currently valued at -0.22, compared to the broader market-5.000.005.0010.0015.0020.0025.00-0.222.20
RDFN
Z

The current RDFN Sharpe Ratio is -0.09, which is lower than the Z Sharpe Ratio of 0.69. The chart below compares the historical Sharpe Ratios of RDFN 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-0.500.000.501.001.502.00JulyAugustSeptemberOctoberNovemberDecember
-0.09
0.69
RDFN
Z

Dividends

RDFN vs. Z - Dividend Comparison

Neither RDFN nor Z has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

RDFN vs. Z - Drawdown Comparison

The maximum RDFN drawdown since its inception was -96.61%, which is greater than Z's maximum drawdown of -86.51%. Use the drawdown chart below to compare losses from any high point for RDFN and Z. For additional features, visit the drawdowns tool.


-90.00%-80.00%-70.00%-60.00%JulyAugustSeptemberOctoberNovemberDecember
-91.18%
-61.44%
RDFN
Z

Volatility

RDFN vs. Z - Volatility Comparison

Redfin Corporation (RDFN) has a higher volatility of 19.07% compared to Zillow Group, Inc. (Z) at 10.70%. This indicates that RDFN'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.


10.00%15.00%20.00%25.00%30.00%35.00%JulyAugustSeptemberOctoberNovemberDecember
19.07%
10.70%
RDFN
Z

Financials

RDFN vs. Z - Financials Comparison

This section allows you to compare key financial metrics between Redfin Corporation 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
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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