Z vs. COMP
Compare and contrast key facts about Zillow Group, Inc. (Z) and Compass, Inc. (COMP).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: Z or COMP.
Key characteristics
| Z | COMP | |
|---|---|---|
| YTD Return | 28.50% | 78.19% |
| 1Y Return | 108.20% | 243.59% |
| 3Y Return (Ann) | 5.17% | -16.34% |
| Sharpe Ratio | 1.89 | 3.35 |
| Sortino Ratio | 2.95 | 3.75 |
| Omega Ratio | 1.36 | 1.43 |
| Calmar Ratio | 1.25 | 2.68 |
| Martin Ratio | 6.38 | 21.18 |
| Ulcer Index | 16.08% | 11.42% |
| Daily Std Dev | 54.37% | 72.11% |
| Max Drawdown | -86.51% | -90.82% |
| Current Drawdown | -62.81% | -66.75% |
Fundamentals
| Z | COMP | |
|---|---|---|
| Market Cap | $17.54B | $3.40B |
| EPS | -$0.58 | -$0.40 |
| Total Revenue (TTM) | $2.16B | $5.35B |
| Gross Profit (TTM) | $1.65B | $564.40M |
| EBITDA (TTM) | $56.00M | -$47.50M |
Correlation
The correlation between Z and COMP is 0.57, 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.
Performance
Z vs. COMP - Performance Comparison
In the year-to-date period, Z achieves a 28.50% return, which is significantly lower than COMP's 78.19% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Risk-Adjusted Performance
Z vs. COMP - Risk-Adjusted Performance 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.
Dividends
Z vs. COMP - Dividend Comparison
Neither Z nor COMP has paid dividends to shareholders.
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. For additional features, visit the drawdowns tool.
Volatility
Z vs. COMP - Volatility Comparison
Zillow Group, Inc. (Z) has a higher volatility of 24.07% compared to Compass, Inc. (COMP) at 19.11%. This indicates that Z's price experiences larger fluctuations and is considered to be riskier than COMP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Financials
Z vs. COMP - Financials Comparison
This section allows you to compare key financial metrics between Zillow Group, Inc. and Compass, 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.
Total Revenue: Total amount of money received from sales and other business activities