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TMHC vs. ZG
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between TMHC and ZG is 0.37, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.00.4

Performance

TMHC vs. ZG - Performance Comparison

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

-20.00%0.00%20.00%40.00%60.00%80.00%AugustSeptemberOctoberNovemberDecember2025
-1.10%
63.71%
TMHC
ZG

Key characteristics

Sharpe Ratio

TMHC:

0.99

ZG:

0.93

Sortino Ratio

TMHC:

1.56

ZG:

1.80

Omega Ratio

TMHC:

1.19

ZG:

1.22

Calmar Ratio

TMHC:

1.49

ZG:

0.59

Martin Ratio

TMHC:

3.81

ZG:

3.18

Ulcer Index

TMHC:

8.19%

ZG:

15.14%

Daily Std Dev

TMHC:

31.51%

ZG:

52.17%

Max Drawdown

TMHC:

-75.18%

ZG:

-86.74%

Current Drawdown

TMHC:

-10.40%

ZG:

-61.53%

Fundamentals

Market Cap

TMHC:

$6.85B

ZG:

$18.84B

EPS

TMHC:

$7.55

ZG:

-$0.58

PEG Ratio

TMHC:

1.51

ZG:

0.72

Total Revenue (TTM)

TMHC:

$5.81B

ZG:

$1.68B

Gross Profit (TTM)

TMHC:

$1.42B

ZG:

$1.29B

EBITDA (TTM)

TMHC:

$885.46M

ZG:

$68.00M

Returns By Period

In the year-to-date period, TMHC achieves a 9.49% return, which is significantly lower than ZG's 10.66% return. Over the past 10 years, TMHC has outperformed ZG with an annualized return of 14.24%, while ZG has yielded a comparatively lower 10.03% annualized return.


TMHC

YTD

9.49%

1M

10.52%

6M

-1.11%

1Y

28.05%

5Y*

21.05%

10Y*

14.24%

ZG

YTD

10.66%

1M

7.78%

6M

63.71%

1Y

42.62%

5Y*

10.48%

10Y*

10.03%

*Annualized

Compare stocks, funds, or ETFs

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Risk-Adjusted Performance

TMHC vs. ZG — Risk-Adjusted Performance Rank

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

TMHC
The Risk-Adjusted Performance Rank of TMHC is 7676
Overall Rank
The Sharpe Ratio Rank of TMHC is 7878
Sharpe Ratio Rank
The Sortino Ratio Rank of TMHC is 7272
Sortino Ratio Rank
The Omega Ratio Rank of TMHC is 6969
Omega Ratio Rank
The Calmar Ratio Rank of TMHC is 8686
Calmar Ratio Rank
The Martin Ratio Rank of TMHC is 7777
Martin Ratio Rank

ZG
The Risk-Adjusted Performance Rank of ZG is 7474
Overall Rank
The Sharpe Ratio Rank of ZG is 7676
Sharpe Ratio Rank
The Sortino Ratio Rank of ZG is 7777
Sortino Ratio Rank
The Omega Ratio Rank of ZG is 7474
Omega Ratio Rank
The Calmar Ratio Rank of ZG is 7070
Calmar Ratio Rank
The Martin Ratio Rank of ZG is 7474
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

TMHC vs. ZG - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Taylor Morrison Home Corporation (TMHC) and Zillow Group, Inc. (ZG). 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 TMHC, currently valued at 0.99, compared to the broader market-2.000.002.000.990.93
The chart of Sortino ratio for TMHC, currently valued at 1.56, compared to the broader market-4.00-2.000.002.004.001.561.80
The chart of Omega ratio for TMHC, currently valued at 1.19, compared to the broader market0.501.001.502.001.191.22
The chart of Calmar ratio for TMHC, currently valued at 1.49, compared to the broader market0.002.004.006.001.490.59
The chart of Martin ratio for TMHC, currently valued at 3.81, compared to the broader market-10.000.0010.0020.003.813.18
TMHC
ZG

The current TMHC Sharpe Ratio is 0.99, which is comparable to the ZG Sharpe Ratio of 0.93. The chart below compares the historical Sharpe Ratios of TMHC and ZG, 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-1.000.001.002.003.00AugustSeptemberOctoberNovemberDecember2025
0.99
0.93
TMHC
ZG

Dividends

TMHC vs. ZG - Dividend Comparison

Neither TMHC nor ZG has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

TMHC vs. ZG - Drawdown Comparison

The maximum TMHC drawdown since its inception was -75.18%, smaller than the maximum ZG drawdown of -86.74%. Use the drawdown chart below to compare losses from any high point for TMHC and ZG. For additional features, visit the drawdowns tool.


-80.00%-60.00%-40.00%-20.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-10.40%
-61.53%
TMHC
ZG

Volatility

TMHC vs. ZG - Volatility Comparison

The current volatility for Taylor Morrison Home Corporation (TMHC) is 7.76%, while Zillow Group, Inc. (ZG) has a volatility of 8.22%. This indicates that TMHC experiences smaller price fluctuations and is considered to be less risky than ZG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


10.00%15.00%20.00%25.00%AugustSeptemberOctoberNovemberDecember2025
7.76%
8.22%
TMHC
ZG

Financials

TMHC vs. ZG - Financials Comparison

This section allows you to compare key financial metrics between Taylor Morrison Home 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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