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ZG vs. TMHC
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
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.

0.00%20.00%40.00%60.00%80.00%100.00%JuneJulyAugustSeptemberOctoberNovember
101.48%
22.02%
ZG
TMHC

Returns By Period

In the year-to-date period, ZG achieves a 39.74% return, which is significantly higher than TMHC's 30.16% return. Over the past 10 years, ZG has underperformed TMHC with an annualized return of 8.12%, while TMHC has yielded a comparatively higher 13.39% annualized return.


ZG

YTD

39.74%

1M

35.12%

6M

101.47%

1Y

107.16%

5Y (annualized)

14.34%

10Y (annualized)

8.12%

TMHC

YTD

30.16%

1M

7.09%

6M

22.02%

1Y

54.45%

5Y (annualized)

25.12%

10Y (annualized)

13.39%

Fundamentals


ZGTMHC
Market Cap$17.41B$7.17B
EPS-$0.58$7.55
PEG Ratio0.721.51
Total Revenue (TTM)$2.16B$7.83B
Gross Profit (TTM)$1.65B$1.91B
EBITDA (TTM)$82.00M$1.19B

Key characteristics


ZGTMHC
Sharpe Ratio2.101.76
Sortino Ratio3.132.44
Omega Ratio1.381.30
Calmar Ratio1.404.01
Martin Ratio6.909.13
Ulcer Index16.53%6.10%
Daily Std Dev54.25%31.66%
Max Drawdown-86.74%-75.18%
Current Drawdown-61.11%-5.32%

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Correlation

-0.50.00.51.00.4

The correlation between ZG and TMHC is 0.37, 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.

Risk-Adjusted Performance

ZG vs. TMHC - Risk-Adjusted Performance 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.


Sharpe ratio
The chart of Sharpe ratio for ZG, currently valued at 2.10, compared to the broader market-4.00-2.000.002.004.002.101.76
The chart of Sortino ratio for ZG, currently valued at 3.13, compared to the broader market-4.00-2.000.002.004.003.132.44
The chart of Omega ratio for ZG, currently valued at 1.38, compared to the broader market0.501.001.502.001.381.30
The chart of Calmar ratio for ZG, currently valued at 1.40, compared to the broader market0.002.004.006.001.404.01
The chart of Martin ratio for ZG, currently valued at 6.90, compared to the broader market0.0010.0020.0030.006.909.13
ZG
TMHC

The current ZG Sharpe Ratio is 2.10, which is comparable to the TMHC Sharpe Ratio of 1.76. The chart below compares the historical Sharpe Ratios of ZG and TMHC, 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
2.10
1.76
ZG
TMHC

Dividends

ZG vs. TMHC - Dividend Comparison

Neither ZG nor TMHC has paid dividends to shareholders.


Tickers have no history of dividend payments

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. For additional features, visit the drawdowns tool.


-80.00%-60.00%-40.00%-20.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-61.11%
-5.32%
ZG
TMHC

Volatility

ZG vs. TMHC - Volatility Comparison

Zillow Group, Inc. (ZG) has a higher volatility of 25.04% compared to Taylor Morrison Home Corporation (TMHC) at 6.88%. This indicates that ZG's price experiences larger fluctuations and is considered to be riskier than TMHC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


10.00%15.00%20.00%25.00%JuneJulyAugustSeptemberOctoberNovember
25.04%
6.88%
ZG
TMHC

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


Values in USD except per share items