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

Key characteristics


ZVNQ
YTD Return28.50%9.63%
1Y Return108.20%30.83%
3Y Return (Ann)5.17%-1.16%
5Y Return (Ann)13.85%4.31%
Sharpe Ratio1.891.74
Sortino Ratio2.952.51
Omega Ratio1.361.32
Calmar Ratio1.250.96
Martin Ratio6.386.66
Ulcer Index16.08%4.46%
Daily Std Dev54.37%17.11%
Max Drawdown-86.51%-73.07%
Current Drawdown-62.81%-9.56%

Correlation

-0.50.00.51.00.4

The correlation between Z and VNQ is 0.35, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

Performance

Z vs. VNQ - Performance Comparison

In the year-to-date period, Z achieves a 28.50% return, which is significantly higher than VNQ's 9.63% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-20.00%0.00%20.00%40.00%60.00%JuneJulyAugustSeptemberOctoberNovember
66.33%
14.62%
Z
VNQ

Compare stocks, funds, or ETFs

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


Risk-Adjusted Performance

Z vs. VNQ - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Zillow Group, Inc. (Z) and Vanguard Real Estate ETF (VNQ). 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.


Z
Sharpe ratio
The chart of Sharpe ratio for Z, currently valued at 1.89, compared to the broader market-4.00-2.000.002.004.001.89
Sortino ratio
The chart of Sortino ratio for Z, currently valued at 2.95, compared to the broader market-4.00-2.000.002.004.006.002.95
Omega ratio
The chart of Omega ratio for Z, currently valued at 1.36, compared to the broader market0.501.001.502.001.36
Calmar ratio
The chart of Calmar ratio for Z, currently valued at 1.25, compared to the broader market0.002.004.006.001.25
Martin ratio
The chart of Martin ratio for Z, currently valued at 6.38, compared to the broader market0.0010.0020.0030.006.38
VNQ
Sharpe ratio
The chart of Sharpe ratio for VNQ, currently valued at 1.74, compared to the broader market-4.00-2.000.002.004.001.74
Sortino ratio
The chart of Sortino ratio for VNQ, currently valued at 2.51, compared to the broader market-4.00-2.000.002.004.006.002.51
Omega ratio
The chart of Omega ratio for VNQ, currently valued at 1.32, compared to the broader market0.501.001.502.001.32
Calmar ratio
The chart of Calmar ratio for VNQ, currently valued at 0.96, compared to the broader market0.002.004.006.000.96
Martin ratio
The chart of Martin ratio for VNQ, currently valued at 6.66, compared to the broader market0.0010.0020.0030.006.66

Z vs. VNQ - Sharpe Ratio Comparison

The current Z Sharpe Ratio is 1.89, which is comparable to the VNQ Sharpe Ratio of 1.74. The chart below compares the historical Sharpe Ratios of Z and VNQ, 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
1.89
1.74
Z
VNQ

Dividends

Z vs. VNQ - Dividend Comparison

Z has not paid dividends to shareholders, while VNQ's dividend yield for the trailing twelve months is around 3.88%.


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%
VNQ
Vanguard Real Estate ETF
3.88%3.95%3.91%2.56%3.93%3.39%4.74%4.23%4.82%3.92%3.60%4.32%

Drawdowns

Z vs. VNQ - Drawdown Comparison

The maximum Z drawdown since its inception was -86.51%, which is greater than VNQ's maximum drawdown of -73.07%. Use the drawdown chart below to compare losses from any high point for Z and VNQ. For additional features, visit the drawdowns tool.


-80.00%-60.00%-40.00%-20.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-62.81%
-9.56%
Z
VNQ

Volatility

Z vs. VNQ - Volatility Comparison

Zillow Group, Inc. (Z) has a higher volatility of 24.07% compared to Vanguard Real Estate ETF (VNQ) at 5.37%. This indicates that Z's price experiences larger fluctuations and is considered to be riskier than VNQ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%25.00%JuneJulyAugustSeptemberOctoberNovember
24.07%
5.37%
Z
VNQ