PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
Z vs. FXAIX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Performance

Z vs. FXAIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Zillow Group, Inc. (Z) and Fidelity 500 Index Fund (FXAIX). The values are adjusted to include any dividend payments, if applicable.

0.00%20.00%40.00%60.00%80.00%JuneJulyAugustSeptemberOctoberNovember
77.77%
11.92%
Z
FXAIX

Returns By Period

In the year-to-date period, Z achieves a 30.06% return, which is significantly higher than FXAIX's 25.56% return.


Z

YTD

30.06%

1M

18.11%

6M

77.77%

1Y

94.49%

5Y (annualized)

13.64%

10Y (annualized)

N/A

FXAIX

YTD

25.56%

1M

1.00%

6M

11.92%

1Y

31.93%

5Y (annualized)

15.65%

10Y (annualized)

13.05%

Key characteristics


ZFXAIX
Sharpe Ratio1.752.69
Sortino Ratio2.783.58
Omega Ratio1.341.50
Calmar Ratio1.143.90
Martin Ratio5.7517.55
Ulcer Index16.08%1.88%
Daily Std Dev52.87%12.25%
Max Drawdown-86.51%-33.79%
Current Drawdown-62.36%-1.35%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Correlation

-0.50.00.51.00.5

The correlation between Z and FXAIX is 0.46, 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.

Risk-Adjusted Performance

Z vs. FXAIX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Zillow Group, Inc. (Z) and Fidelity 500 Index Fund (FXAIX). 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 1.75, compared to the broader market-4.00-2.000.002.004.001.752.69
The chart of Sortino ratio for Z, currently valued at 2.78, compared to the broader market-4.00-2.000.002.004.002.783.58
The chart of Omega ratio for Z, currently valued at 1.34, compared to the broader market0.501.001.502.001.341.50
The chart of Calmar ratio for Z, currently valued at 1.14, compared to the broader market0.002.004.006.001.143.90
The chart of Martin ratio for Z, currently valued at 5.75, compared to the broader market-10.000.0010.0020.0030.005.7517.55
Z
FXAIX

The current Z Sharpe Ratio is 1.75, which is lower than the FXAIX Sharpe Ratio of 2.69. The chart below compares the historical Sharpe Ratios of Z and FXAIX, 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-1.000.001.002.003.004.00JuneJulyAugustSeptemberOctoberNovember
1.75
2.69
Z
FXAIX

Dividends

Z vs. FXAIX - Dividend Comparison

Z has not paid dividends to shareholders, while FXAIX's dividend yield for the trailing twelve months is around 1.23%.


TTM20232022202120202019201820172016201520142013
Z
Zillow Group, Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
FXAIX
Fidelity 500 Index Fund
1.23%1.45%1.69%1.22%1.60%1.95%2.07%1.81%2.01%2.56%2.63%1.84%

Drawdowns

Z vs. FXAIX - Drawdown Comparison

The maximum Z drawdown since its inception was -86.51%, which is greater than FXAIX's maximum drawdown of -33.79%. Use the drawdown chart below to compare losses from any high point for Z and FXAIX. For additional features, visit the drawdowns tool.


-80.00%-60.00%-40.00%-20.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-62.36%
-1.35%
Z
FXAIX

Volatility

Z vs. FXAIX - Volatility Comparison

Zillow Group, Inc. (Z) has a higher volatility of 24.09% compared to Fidelity 500 Index Fund (FXAIX) at 4.06%. This indicates that Z's price experiences larger fluctuations and is considered to be riskier than FXAIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%5.00%10.00%15.00%20.00%25.00%JuneJulyAugustSeptemberOctoberNovember
24.09%
4.06%
Z
FXAIX