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

Correlation

The correlation between Z and RDFN 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. RDFN - Performance Comparison

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

0.00%50.00%100.00%150.00%JulyAugustSeptemberOctoberNovemberDecember
63.10%
42.31%
Z
RDFN

Key characteristics

Sharpe Ratio

Z:

0.59

RDFN:

-0.13

Sortino Ratio

Z:

1.35

RDFN:

0.41

Omega Ratio

Z:

1.16

RDFN:

1.04

Calmar Ratio

Z:

0.38

RDFN:

-0.11

Martin Ratio

Z:

1.89

RDFN:

-0.33

Ulcer Index

Z:

16.17%

RDFN:

32.69%

Daily Std Dev

Z:

51.60%

RDFN:

80.94%

Max Drawdown

Z:

-86.51%

RDFN:

-96.61%

Current Drawdown

Z:

-61.64%

RDFN:

-91.16%

Fundamentals

Market Cap

Z:

$18.67B

RDFN:

$1.13B

EPS

Z:

-$0.58

RDFN:

-$1.27

PEG Ratio

Z:

0.73

RDFN:

0.00

Total Revenue (TTM)

Z:

$2.16B

RDFN:

$1.02B

Gross Profit (TTM)

Z:

$1.65B

RDFN:

$341.01M

EBITDA (TTM)

Z:

$82.00M

RDFN:

-$116.96M

Returns By Period

In the year-to-date period, Z achieves a 32.54% return, which is significantly higher than RDFN's -17.25% return.


Z

YTD

32.54%

1M

-8.45%

6M

63.10%

1Y

30.45%

5Y*

11.28%

10Y*

N/A

RDFN

YTD

-17.25%

1M

-6.77%

6M

42.33%

1Y

-11.23%

5Y*

-16.91%

10Y*

N/A

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Risk-Adjusted Performance

Z vs. RDFN - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Zillow Group, Inc. (Z) and Redfin Corporation (RDFN). 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 0.59, compared to the broader market-4.00-2.000.002.000.59-0.13
The chart of Sortino ratio for Z, currently valued at 1.35, compared to the broader market-4.00-2.000.002.004.001.350.41
The chart of Omega ratio for Z, currently valued at 1.16, compared to the broader market0.501.001.502.001.161.04
The chart of Calmar ratio for Z, currently valued at 0.38, compared to the broader market0.002.004.006.000.38-0.11
The chart of Martin ratio for Z, currently valued at 1.89, compared to the broader market-5.000.005.0010.0015.0020.0025.001.89-0.33
Z
RDFN

The current Z Sharpe Ratio is 0.59, which is higher than the RDFN Sharpe Ratio of -0.13. The chart below compares the historical Sharpe Ratios of Z and RDFN, 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-0.500.000.501.001.502.00JulyAugustSeptemberOctoberNovemberDecember
0.59
-0.13
Z
RDFN

Dividends

Z vs. RDFN - Dividend Comparison

Neither Z nor RDFN has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

Z vs. RDFN - Drawdown Comparison

The maximum Z drawdown since its inception was -86.51%, smaller than the maximum RDFN drawdown of -96.61%. Use the drawdown chart below to compare losses from any high point for Z and RDFN. For additional features, visit the drawdowns tool.


-90.00%-80.00%-70.00%-60.00%JulyAugustSeptemberOctoberNovemberDecember
-61.64%
-91.16%
Z
RDFN

Volatility

Z vs. RDFN - Volatility Comparison

The current volatility for Zillow Group, Inc. (Z) is 9.09%, while Redfin Corporation (RDFN) has a volatility of 18.95%. This indicates that Z experiences smaller price fluctuations and is considered to be less risky than RDFN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


10.00%15.00%20.00%25.00%30.00%35.00%JulyAugustSeptemberOctoberNovemberDecember
9.09%
18.95%
Z
RDFN

Financials

Z vs. RDFN - Financials Comparison

This section allows you to compare key financial metrics between Zillow Group, Inc. and Redfin Corporation. 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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