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Z vs. RDFN
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

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.

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Returns By Period


Z

1D
0.33%
1M
-19.68%
YTD
-46.69%
6M
-49.55%
1Y
-46.80%
3Y*
-7.98%
5Y*
-19.63%
10Y*
2.17%

RDFN

1D
1M
YTD
6M
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

Z vs. RDFN - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
Z
Zillow Group, Inc.
-46.69%-7.87%27.98%79.63%-49.55%-50.81%182.54%45.47%-22.83%-9.51%
RDFN
Redfin Corporation
0.00%42.19%-23.74%143.40%-88.96%-44.06%224.65%46.81%-54.02%44.33%

Correlation

The correlation between Z and RDFN is 0.10, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.10

Correlation (3Y)
Calculated over the trailing 3-year period

0.44

Correlation (5Y)
Calculated over the trailing 5-year period

0.58

Correlation (All Time)
Calculated using the full available price history since Jul 31, 2017

0.54

Over the past year, the correlation between Z and RDFN has dropped to 0.10 - well below their long-term average of 0.54, suggesting their price drivers have been diverging.

Fundamentals

Total Revenue (TTM)

Z:

$2.69B

RDFN:

$1.04B

Gross Profit (TTM)

Z:

$1.98B

RDFN:

$364.02M

EBITDA (TTM)

Z:

$257.00M

RDFN:

-$129.82M

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Return for Risk

Z vs. RDFN — Risk / Return Rank

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

Z
Z Risk / Return Rank: 77
Overall Rank
Z Sharpe Ratio Rank: 33
Sharpe Ratio Rank
Z Sortino Ratio Rank: 55
Sortino Ratio Rank
Z Omega Ratio Rank: 66
Omega Ratio Rank
Z Calmar Ratio Rank: 1212
Calmar Ratio Rank
Z Martin Ratio Rank: 77
Martin Ratio Rank

RDFN
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. RDFN - Risk-Adjusted Trends 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.


ZRDFNDifference

Sharpe ratio

Return per unit of total volatility

-1.07

Sortino ratio

Return per unit of downside risk

-1.56

Omega ratio

Gain probability vs. loss probability

0.81

Calmar ratio

Return relative to maximum drawdown

-0.75

Martin ratio

Return relative to average drawdown

-1.40

Z vs. RDFN - Sharpe Ratio Comparison


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Sharpe Ratios by Period


ZRDFNDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-1.07

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.38

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.04

Sharpe Ratio (All Time)

Calculated using the full available price history

0.05

Drawdowns

Z vs. RDFN - Drawdown Comparison


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Drawdown Indicators


ZRDFNDifference

Max Drawdown

Largest peak-to-trough decline

-86.51%

Max Drawdown (1Y)

Largest decline over 1 year

-61.25%

Max Drawdown (3Y)

Largest decline over 3 years

-61.25%

Max Drawdown (5Y)

Largest decline over 5 years

-78.29%

Max Drawdown (10Y)

Largest decline over 10 years

-86.51%

Current Drawdown

Current decline from peak

-81.81%

Average Drawdown

Average peak-to-trough decline

-44.40%

Ulcer Index

Depth and duration of drawdowns from previous peaks

32.62%

Volatility

Z vs. RDFN - Volatility Comparison


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Volatility by Period


ZRDFNDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.54%

Volatility (6M)

Calculated over the trailing 6-month period

35.64%

Volatility (1Y)

Calculated over the trailing 1-year period

43.88%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

52.05%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

52.88%

Dividends

Z vs. RDFN - Dividend Comparison

Neither Z nor RDFN has paid dividends to shareholders.


Tickers have no history of dividend payments

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


200.00M400.00M600.00M800.00M1.00B1.20B1.40B20222023202420252026
708.00M
221.03M
(Z) Total Revenue
(RDFN) Total Revenue
Values in USD except per share items

Frequently Asked Questions


Z and RDFN have a correlation of 0.10, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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Find the right allocation for Z and RDFN

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