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

Performance

Z vs. VTI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Zillow Group, Inc. (Z) and Vanguard Total Stock Market ETF (VTI). The values are adjusted to include any dividend payments, if applicable.

0.00%20.00%40.00%60.00%80.00%100.00%JuneJulyAugustSeptemberOctoberNovember
106.00%
14.24%
Z
VTI

Returns By Period

In the year-to-date period, Z achieves a 41.98% return, which is significantly higher than VTI's 25.64% return.


Z

YTD

41.98%

1M

35.40%

6M

105.99%

1Y

106.61%

5Y (annualized)

14.89%

10Y (annualized)

N/A

VTI

YTD

25.64%

1M

2.57%

6M

14.24%

1Y

32.95%

5Y (annualized)

15.11%

10Y (annualized)

12.67%

Key characteristics


ZVTI
Sharpe Ratio2.152.68
Sortino Ratio3.163.57
Omega Ratio1.391.49
Calmar Ratio1.423.91
Martin Ratio7.1117.13
Ulcer Index16.08%1.96%
Daily Std Dev53.18%12.51%
Max Drawdown-86.51%-55.45%
Current Drawdown-58.90%-0.84%

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Correlation

-0.50.00.51.00.5

The correlation between Z and VTI is 0.48, 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. VTI - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Zillow Group, Inc. (Z) and Vanguard Total Stock Market ETF (VTI). 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-4.00-2.000.002.004.002.152.68
The chart of Sortino ratio for Z, currently valued at 3.16, compared to the broader market-4.00-2.000.002.004.003.163.57
The chart of Omega ratio for Z, currently valued at 1.39, compared to the broader market0.501.001.502.001.391.49
The chart of Calmar ratio for Z, currently valued at 1.42, compared to the broader market0.002.004.006.001.423.91
The chart of Martin ratio for Z, currently valued at 7.11, compared to the broader market0.0010.0020.0030.007.1117.13
Z
VTI

The current Z Sharpe Ratio is 2.15, which is comparable to the VTI Sharpe Ratio of 2.68. The chart below compares the historical Sharpe Ratios of Z and VTI, 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-1.000.001.002.003.00JuneJulyAugustSeptemberOctoberNovember
2.15
2.68
Z
VTI

Dividends

Z vs. VTI - Dividend Comparison

Z has not paid dividends to shareholders, while VTI's dividend yield for the trailing twelve months is around 1.27%.


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%
VTI
Vanguard Total Stock Market ETF
1.27%1.44%1.67%1.21%1.42%1.78%2.04%1.71%1.92%1.98%1.76%1.74%

Drawdowns

Z vs. VTI - Drawdown Comparison

The maximum Z drawdown since its inception was -86.51%, which is greater than VTI's maximum drawdown of -55.45%. Use the drawdown chart below to compare losses from any high point for Z and VTI. For additional features, visit the drawdowns tool.


-80.00%-60.00%-40.00%-20.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-58.90%
-0.84%
Z
VTI

Volatility

Z vs. VTI - Volatility Comparison

Zillow Group, Inc. (Z) has a higher volatility of 23.86% compared to Vanguard Total Stock Market ETF (VTI) at 4.19%. This indicates that Z's price experiences larger fluctuations and is considered to be riskier than VTI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%5.00%10.00%15.00%20.00%25.00%JuneJulyAugustSeptemberOctoberNovember
23.86%
4.19%
Z
VTI