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

Correlation

The correlation between Z and VOO is 0.47, 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.


Performance

Z vs. VOO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Zillow Group, Inc. (Z) and Vanguard S&P 500 ETF (VOO). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

Z:

1.26

VOO:

0.74

Sortino Ratio

Z:

2.20

VOO:

1.15

Omega Ratio

Z:

1.26

VOO:

1.17

Calmar Ratio

Z:

0.79

VOO:

0.77

Martin Ratio

Z:

5.06

VOO:

2.94

Ulcer Index

Z:

12.47%

VOO:

4.87%

Daily Std Dev

Z:

51.20%

VOO:

19.40%

Max Drawdown

Z:

-86.51%

VOO:

-33.99%

Current Drawdown

Z:

-64.84%

VOO:

-3.97%

Returns By Period

In the year-to-date period, Z achieves a -5.08% return, which is significantly lower than VOO's 0.46% return.


Z

YTD

-5.08%

1M

14.93%

6M

-5.46%

1Y

64.08%

5Y*

8.21%

10Y*

N/A

VOO

YTD

0.46%

1M

9.97%

6M

-1.04%

1Y

14.18%

5Y*

17.41%

10Y*

12.74%

*Annualized

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Risk-Adjusted Performance

Z vs. VOO — Risk-Adjusted Performance Rank

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

Z
The Risk-Adjusted Performance Rank of Z is 8585
Overall Rank
The Sharpe Ratio Rank of Z is 8888
Sharpe Ratio Rank
The Sortino Ratio Rank of Z is 8989
Sortino Ratio Rank
The Omega Ratio Rank of Z is 8484
Omega Ratio Rank
The Calmar Ratio Rank of Z is 7979
Calmar Ratio Rank
The Martin Ratio Rank of Z is 8787
Martin Ratio Rank

VOO
The Risk-Adjusted Performance Rank of VOO is 6969
Overall Rank
The Sharpe Ratio Rank of VOO is 6868
Sharpe Ratio Rank
The Sortino Ratio Rank of VOO is 6767
Sortino Ratio Rank
The Omega Ratio Rank of VOO is 7070
Omega Ratio Rank
The Calmar Ratio Rank of VOO is 7171
Calmar Ratio Rank
The Martin Ratio Rank of VOO is 7070
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Z vs. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Zillow Group, Inc. (Z) and Vanguard S&P 500 ETF (VOO). 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.


The current Z Sharpe Ratio is 1.26, which is higher than the VOO Sharpe Ratio of 0.74. The chart below compares the historical Sharpe Ratios of Z and VOO, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Dividends

Z vs. VOO - Dividend Comparison

Z has not paid dividends to shareholders, while VOO's dividend yield for the trailing twelve months is around 1.29%.


TTM20242023202220212020201920182017201620152014
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%
VOO
Vanguard S&P 500 ETF
1.29%1.24%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%

Drawdowns

Z vs. VOO - Drawdown Comparison

The maximum Z drawdown since its inception was -86.51%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for Z and VOO. For additional features, visit the drawdowns tool.


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Volatility

Z vs. VOO - Volatility Comparison

Zillow Group, Inc. (Z) has a higher volatility of 9.57% compared to Vanguard S&P 500 ETF (VOO) at 6.22%. This indicates that Z's price experiences larger fluctuations and is considered to be riskier than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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