Z vs. COMP

Last updated Jun 4, 2026

Z (Zillow Group, Inc.) and COMP (Compass, Inc.) are both stocks. Z operates in Internet Content & Information (Communication Services), while COMP operates in Software - Application (Technology). Over the past 5 years, Z returned -20.06%/yr vs -11.41%/yr for COMP. A 0.58 correlation means they provide meaningful diversification when combined.

Performance

Z vs. COMP - Performance Comparison

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

Returns By Period

In the year-to-date period, Z achieves a -47.95% return, which is significantly lower than COMP's -28.00% return.

Z

• 1D: -2.36%
• 1M: -19.35%
• YTD: -47.95%
• 6M: -53.28%
• 1Y: -48.62%
• 3Y*: -8.71%
• 5Y*: -20.06%
• 10Y*: 1.93%

COMP

• 1D: -11.82%
• 1M: 7.79%
• YTD: -28.00%
• 6M: -27.52%
• 1Y: 25.58%
• 3Y*: 24.96%
• 5Y*: -11.41%
• 10Y*: —

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

Z vs. COMP - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021
Z Zillow Group, Inc.	-47.95%	-7.87%	27.98%	79.63%	-49.55%	-52.14%
COMP Compass, Inc.	-28.00%	80.68%	55.59%	61.37%	-74.37%	-54.89%

Correlation

The correlation between Z and COMP is 0.55, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.55
Correlation (3Y) Calculated over the trailing 3-year period	0.59
Correlation (5Y) Calculated over the trailing 5-year period	0.59
Correlation (All Time) Calculated using the full available price history since Apr 5, 2021	0.58

The correlation between Z and COMP has been stable across timeframes, ranging from 0.55 to 0.59 - a consistent structural relationship.

Fundamentals

Market Cap Z : $8.51B COMP : $6.27B
EPS Z : $0.25 COMP : $0.02
PE Ratio Z : 143.98 COMP : 342.00
PS Ratio Z : 3.26 COMP : 0.58
PB Ratio Z : 1.93 COMP : 2.22
Total Revenue (TTM) Z : $2.69B COMP : $8.31B
Gross Profit (TTM) Z : $1.98B COMP : $893.40M
EBITDA (TTM) Z : $257.00M COMP : -$177.70M

Return for Risk

Z vs. COMP — Risk / Return Rank

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

Z

Z Risk / Return Rank: 6
Z Sharpe Ratio Rank: 3
Z Sortino Ratio Rank: 4
Z Omega Ratio Rank: 5
Z Calmar Ratio Rank: 11
Z Martin Ratio Rank: 6

COMP

COMP Risk / Return Rank: 54
COMP Sharpe Ratio Rank: 55
COMP Sortino Ratio Rank: 55
COMP Omega Ratio Rank: 54
COMP Calmar Ratio Rank: 52
COMP Martin Ratio Rank: 53

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.

Z vs. COMP - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Zillow Group, Inc. (Z) and Compass, Inc. (COMP). 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.

	Z	COMP	Difference
Sharpe ratio Return per unit of total volatility	-1.11	0.41	-1.52
Sortino ratio Return per unit of downside risk	-1.66	1.07	-2.73
Omega ratio Gain probability vs. loss probability	0.80	1.13	-0.33
Calmar ratio Return relative to maximum drawdown	-0.80	0.51	-1.30
Martin ratio Return relative to average drawdown	-1.48	1.10	-2.58
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

Z vs. COMP - Sharpe Ratio Comparison

The current Z Sharpe Ratio is -1.11, which is lower than the COMP Sharpe Ratio of 0.41. The chart below compares the historical Sharpe Ratios of Z and COMP, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	Z	COMP	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	-1.11	0.41	-1.52
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	-0.39	-0.14	-0.24
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.04	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.04	-0.22	+0.26

Drawdowns

Z vs. COMP - Drawdown Comparison

The maximum Z drawdown since its inception was -86.51%, roughly equal to the maximum COMP drawdown of -90.82%. Use the drawdown chart below to compare losses from any high point for Z and COMP.

Drawdown Indicators

	Z	COMP	Difference
Max Drawdown Largest peak-to-trough decline	-86.51%	-90.82%	+4.31%
Max Drawdown (1Y) Largest decline over 1 year	-61.25%	-50.81%	-10.44%
Max Drawdown (3Y) Largest decline over 3 years	-61.25%	-57.24%	-4.01%
Max Drawdown (5Y) Largest decline over 5 years	-78.29%	-89.25%	+10.96%
Max Drawdown (10Y) Largest decline over 10 years	-86.51%	—	—
Current Drawdown Current decline from peak	-82.24%	-62.23%	-20.01%
Average Drawdown Average peak-to-trough decline	-44.42%	-66.54%	+22.12%
Ulcer Index Depth and duration of drawdowns from previous peaks	32.84%	23.34%	+9.50%

Volatility

Z vs. COMP - Volatility Comparison

The current volatility for Zillow Group, Inc. (Z) is 9.47%, while Compass, Inc. (COMP) has a volatility of 31.75%. This indicates that Z experiences smaller price fluctuations and is considered to be less risky than COMP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	Z	COMP	Difference
Volatility (1M) Calculated over the trailing 1-month period	9.47%	31.75%	-22.28%
Volatility (6M) Calculated over the trailing 6-month period	35.68%	50.63%	-14.95%
Volatility (1Y) Calculated over the trailing 1-year period	43.88%	63.27%	-19.39%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	52.05%	79.91%	-27.86%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	52.88%	79.14%	-26.26%

Dividends

Z vs. COMP - Dividend Comparison

Neither Z nor COMP has paid dividends to shareholders.

Tickers have no history of dividend payments

Financials

Z vs. COMP - Profitability Comparison

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

Z - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Zillow Group, Inc. reported a gross profit of 519.00M and revenue of 708.00M. Therefore, the gross margin over that period was 73.3%.

COMP - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Compass, Inc. reported a gross profit of 0.00 and revenue of 2.70B. Therefore, the gross margin over that period was 0.0%.

Z - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Zillow Group, Inc. reported an operating income of 36.00M and revenue of 708.00M, resulting in an operating margin of 5.1%.

COMP - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Compass, Inc. reported an operating income of -351.00M and revenue of 2.70B, resulting in an operating margin of -13.0%.

Z - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Zillow Group, Inc. reported a net income of 46.00M and revenue of 708.00M, resulting in a net margin of 6.5%.

COMP - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Compass, Inc. reported a net income of 22.00M and revenue of 2.70B, resulting in a net margin of 0.8%.

Frequently Asked Questions

Can I hold both Z and COMP in my portfolio?

Z and COMP have a correlation of 0.55, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, Z or COMP?

COMP has higher volatility (31.75%) compared to Z (9.47%). In terms of maximum drawdown, Z dropped -86.51% vs COMP's -90.82%.

Which has better risk-adjusted returns?

COMP currently has the higher Sharpe Ratio (0.41 vs -1.11), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.