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

Correlation

The correlation between Z and COMP 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

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.

-20.00%0.00%20.00%40.00%60.00%80.00%100.00%120.00%JulyAugustSeptemberOctoberNovemberDecember
63.96%
79.04%
Z
COMP

Key characteristics

Sharpe Ratio

Z:

0.69

COMP:

1.49

Sortino Ratio

Z:

1.49

COMP:

2.36

Omega Ratio

Z:

1.18

COMP:

1.27

Calmar Ratio

Z:

0.44

COMP:

1.20

Martin Ratio

Z:

2.20

COMP:

8.93

Ulcer Index

Z:

16.15%

COMP:

11.46%

Daily Std Dev

Z:

51.59%

COMP:

68.50%

Max Drawdown

Z:

-86.51%

COMP:

-90.82%

Current Drawdown

Z:

-61.44%

COMP:

-69.08%

Fundamentals

Market Cap

Z:

$18.67B

COMP:

$3.47B

EPS

Z:

-$0.58

COMP:

-$0.40

Total Revenue (TTM)

Z:

$2.16B

COMP:

$5.35B

Gross Profit (TTM)

Z:

$1.65B

COMP:

$564.40M

EBITDA (TTM)

Z:

$82.00M

COMP:

-$106.70M

Returns By Period

In the year-to-date period, Z achieves a 33.24% return, which is significantly lower than COMP's 65.69% return.


Z

YTD

33.24%

1M

-6.16%

6M

57.62%

1Y

31.13%

5Y*

11.70%

10Y*

N/A

COMP

YTD

65.69%

1M

-3.26%

6M

75.49%

1Y

93.48%

5Y*

N/A

10Y*

N/A

Compare stocks, funds, or ETFs

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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.


Sharpe ratio
The chart of Sharpe ratio for Z, currently valued at 0.69, compared to the broader market-4.00-2.000.002.000.691.49
The chart of Sortino ratio for Z, currently valued at 1.49, compared to the broader market-4.00-2.000.002.004.001.492.36
The chart of Omega ratio for Z, currently valued at 1.18, compared to the broader market0.501.001.502.001.181.27
The chart of Calmar ratio for Z, currently valued at 0.49, compared to the broader market0.002.004.006.000.491.20
The chart of Martin ratio for Z, currently valued at 2.20, compared to the broader market-5.000.005.0010.0015.0020.0025.002.208.93
Z
COMP

The current Z Sharpe Ratio is 0.69, which is lower than the COMP Sharpe Ratio of 1.49. The chart below compares the historical Sharpe Ratios of Z and COMP, 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-1.000.001.002.003.004.00JulyAugustSeptemberOctoberNovemberDecember
0.69
1.49
Z
COMP

Dividends

Z vs. COMP - Dividend Comparison

Neither Z nor COMP has paid dividends to shareholders.


Tickers have no history of dividend payments

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.


-80.00%-70.00%-60.00%-50.00%-40.00%JulyAugustSeptemberOctoberNovemberDecember
-47.45%
-69.08%
Z
COMP

Volatility

Z vs. COMP - Volatility Comparison

The current volatility for Zillow Group, Inc. (Z) is 10.70%, while Compass, Inc. (COMP) has a volatility of 15.27%. 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.


10.00%15.00%20.00%25.00%JulyAugustSeptemberOctoberNovemberDecember
10.70%
15.27%
Z
COMP

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.


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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