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

0.00%50.00%100.00%JuneJulyAugustSeptemberOctoberNovember
106.00%
31.38%
Z
RDFN

Returns By Period

In the year-to-date period, Z achieves a 41.98% return, which is significantly higher than RDFN's -20.93% return.


Z

YTD

41.98%

1M

35.40%

6M

105.99%

1Y

106.61%

5Y (annualized)

14.89%

10Y (annualized)

N/A

RDFN

YTD

-20.93%

1M

-22.21%

6M

31.40%

1Y

20.89%

5Y (annualized)

-16.53%

10Y (annualized)

N/A

Fundamentals


ZRDFN
Market Cap$16.98B$1.01B
EPS-$0.58-$1.27
PEG Ratio0.730.00
Total Revenue (TTM)$2.16B$1.02B
Gross Profit (TTM)$1.65B$341.01M
EBITDA (TTM)$82.00M-$116.96M

Key characteristics


ZRDFN
Sharpe Ratio2.150.30
Sortino Ratio3.161.12
Omega Ratio1.391.12
Calmar Ratio1.420.26
Martin Ratio7.110.80
Ulcer Index16.08%30.97%
Daily Std Dev53.18%82.61%
Max Drawdown-86.51%-96.61%
Current Drawdown-58.90%-91.55%

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Correlation

-0.50.00.51.00.6

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.

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 2.15, compared to the broader market-4.00-2.000.002.004.002.150.30
The chart of Sortino ratio for Z, currently valued at 3.16, compared to the broader market-4.00-2.000.002.004.003.161.12
The chart of Omega ratio for Z, currently valued at 1.39, compared to the broader market0.501.001.502.001.391.12
The chart of Calmar ratio for Z, currently valued at 1.42, compared to the broader market0.002.004.006.001.420.26
The chart of Martin ratio for Z, currently valued at 7.11, compared to the broader market0.0010.0020.0030.007.110.80
Z
RDFN

The current Z Sharpe Ratio is 2.15, which is higher than the RDFN Sharpe Ratio of 0.30. 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-0.500.000.501.001.502.00JuneJulyAugustSeptemberOctoberNovember
2.15
0.30
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%JuneJulyAugustSeptemberOctoberNovember
-58.90%
-91.55%
Z
RDFN

Volatility

Z vs. RDFN - Volatility Comparison

Zillow Group, Inc. (Z) and Redfin Corporation (RDFN) have volatilities of 23.86% and 23.39%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


10.00%15.00%20.00%25.00%30.00%35.00%JuneJulyAugustSeptemberOctoberNovember
23.86%
23.39%
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