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ZG vs. TMHC
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

ZG vs. TMHC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Zillow Group, Inc. (ZG) and Taylor Morrison Home Corporation (TMHC). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, ZG achieves a -47.84% return, which is significantly lower than TMHC's 21.52% return. Over the past 10 years, ZG has underperformed TMHC with an annualized return of 1.81%, while TMHC has yielded a comparatively higher 16.89% annualized return.


ZG

1D
-2.71%
1M
-19.61%
YTD
-47.84%
6M
-51.82%
1Y
-47.66%
3Y*
-8.04%
5Y*
-20.27%
10Y*
1.81%

TMHC

1D
0.06%
1M
22.12%
YTD
21.52%
6M
10.79%
1Y
26.44%
3Y*
17.19%
5Y*
19.21%
10Y*
16.89%
*Multi-year figures are annualized to reflect compound growth (CAGR)

ZG vs. TMHC - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
ZG
Zillow Group, Inc.
-47.84%-3.70%24.91%81.74%-49.84%-54.23%197.20%45.53%-22.85%11.77%
TMHC
Taylor Morrison Home Corporation
21.52%-3.82%14.73%75.78%-13.19%36.30%17.34%37.48%-35.02%27.05%

Correlation

The correlation between ZG and TMHC is 0.34, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.34

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

0.45

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

0.45

Correlation (10Y)
Calculated over the trailing 10-year period

0.39

Correlation (All Time)
Calculated using the full available price history since Apr 11, 2013

0.37

The correlation between ZG and TMHC shifts across timeframes, from 0.34 (1 year) to 0.45 (5 years), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap

ZG:

$8.53B

TMHC:

$6.98B

EPS

ZG:

$0.24

TMHC:

$6.75

PE Ratio

ZG:

145.85

TMHC:

10.60

PEG Ratio

ZG:

0.96

TMHC:

0.66

PS Ratio

ZG:

3.30

TMHC:

0.94

PB Ratio

ZG:

1.93

TMHC:

1.12

Total Revenue (TTM)

ZG:

$2.69B

TMHC:

$7.61B

Gross Profit (TTM)

ZG:

$1.98B

TMHC:

$1.71B

EBITDA (TTM)

ZG:

$263.00M

TMHC:

$1.00B

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Return for Risk

ZG vs. TMHC — Risk / Return Rank

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

ZG
ZG Risk / Return Rank: 66
Overall Rank
ZG Sharpe Ratio Rank: 33
Sharpe Ratio Rank
ZG Sortino Ratio Rank: 55
Sortino Ratio Rank
ZG Omega Ratio Rank: 66
Omega Ratio Rank
ZG Calmar Ratio Rank: 1010
Calmar Ratio Rank
ZG Martin Ratio Rank: 55
Martin Ratio Rank

TMHC
TMHC Risk / Return Rank: 6262
Overall Rank
TMHC Sharpe Ratio Rank: 6363
Sharpe Ratio Rank
TMHC Sortino Ratio Rank: 6666
Sortino Ratio Rank
TMHC Omega Ratio Rank: 6060
Omega Ratio Rank
TMHC Calmar Ratio Rank: 6363
Calmar Ratio Rank
TMHC Martin Ratio Rank: 6161
Martin Ratio Rank
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.

ZG vs. TMHC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Zillow Group, Inc. (ZG) and Taylor Morrison Home Corporation (TMHC). 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.


ZGTMHCDifference
Sharpe ratioReturn per unit of total volatility

-1.78

Sortino ratioReturn per unit of downside risk

-3.15

Omega ratioGain probability vs. loss probability

0.80

1.17

-0.37

Calmar ratioReturn relative to maximum drawdown

-0.81

1.12

-1.92

Martin ratioReturn relative to average drawdown

-1.52

2.07

-3.59

ZG vs. TMHC - Sharpe Ratio Comparison

The current ZG Sharpe Ratio is -1.10, which is lower than the TMHC Sharpe Ratio of 0.67. The chart below compares the historical Sharpe Ratios of ZG and TMHC, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


ZGTMHCDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-1.10

0.67

-1.78

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.39

0.51

-0.90

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.03

0.38

-0.34

Sharpe Ratio (All Time)

Calculated using the full available price history

0.20

0.21

-0.01

Drawdowns

ZG vs. TMHC - Drawdown Comparison

The maximum ZG drawdown since its inception was -86.74%, which is greater than TMHC's maximum drawdown of -75.18%. Use the drawdown chart below to compare losses from any high point for ZG and TMHC.


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Drawdown Indicators


ZGTMHCDifference

Max Drawdown

Largest peak-to-trough decline

-86.74%

-75.18%

-11.56%

Max Drawdown (1Y)

Largest decline over 1 year

-59.24%

-23.80%

-35.44%

Max Drawdown (3Y)

Largest decline over 3 years

-59.24%

-27.90%

-31.34%

Max Drawdown (5Y)

Largest decline over 5 years

-78.31%

-40.84%

-37.47%

Max Drawdown (10Y)

Largest decline over 10 years

-86.74%

-75.18%

-11.56%

Current Drawdown

Current decline from peak

-82.54%

-4.36%

-78.18%

Average Drawdown

Average peak-to-trough decline

-38.29%

-20.30%

-17.99%

Ulcer Index

Depth and duration of drawdowns from previous peaks

31.49%

12.79%

+18.70%

Volatility

ZG vs. TMHC - Volatility Comparison

The current volatility for Zillow Group, Inc. (ZG) is 8.96%, while Taylor Morrison Home Corporation (TMHC) has a volatility of 21.66%. This indicates that ZG experiences smaller price fluctuations and is considered to be less risky than TMHC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ZGTMHCDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.96%

21.66%

-12.70%

Volatility (6M)

Calculated over the trailing 6-month period

35.42%

29.96%

+5.46%

Volatility (1Y)

Calculated over the trailing 1-year period

43.31%

39.38%

+3.93%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

52.43%

37.90%

+14.53%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

53.04%

44.83%

+8.21%

Dividends

ZG vs. TMHC - Dividend Comparison

Neither ZG nor TMHC has paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
TMHC
Taylor Morrison Home Corporation
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
ZG
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%223.86%

Financials

ZG vs. TMHC - Financials Comparison

This section allows you to compare key financial metrics between Zillow Group, Inc. and Taylor Morrison Home 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


500.00M1.00B1.50B2.00B2.50B20222023202420252026
708.00M
1.39B
(ZG) Total Revenue
(TMHC) Total Revenue
Values in USD except per share items

ZG vs. TMHC - Profitability Comparison

The chart below illustrates the profitability comparison between Zillow Group, Inc. and Taylor Morrison Home Corporation over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

20.0%40.0%60.0%80.0%20222023202420252026
73.3%
21.0%
Portfolio components
ZG - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Zillow Group, Inc. reported a gross profit of 519.00M and revenue of 708.00M. Therefore, the gross margin over that period was 73.3%.

TMHC - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Taylor Morrison Home Corporation reported a gross profit of 290.64M and revenue of 1.39B. Therefore, the gross margin over that period was 21.0%.

ZG - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Zillow Group, Inc. reported an operating income of 36.00M and revenue of 708.00M, resulting in an operating margin of 5.1%.

TMHC - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Taylor Morrison Home Corporation reported an operating income of 141.79M and revenue of 1.39B, resulting in an operating margin of 10.2%.

ZG - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Zillow Group, Inc. reported a net income of 46.00M and revenue of 708.00M, resulting in a net margin of 6.5%.

TMHC - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Taylor Morrison Home Corporation reported a net income of 100.43M and revenue of 1.39B, resulting in a net margin of 7.2%.


Frequently Asked Questions


ZG and TMHC have a correlation of 0.34, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

TMHC has higher volatility (21.66%) compared to ZG (8.96%). In terms of maximum drawdown, ZG dropped -86.74% vs TMHC's -75.18%.

TMHC currently has the higher Sharpe Ratio (0.67 vs -1.10), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

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