ZG vs. TMHC
Compare and contrast key facts about Zillow Group, Inc. (ZG) and Taylor Morrison Home Corporation (TMHC).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ZG or TMHC.
Performance
ZG vs. TMHC - Performance Comparison
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
39.74%
35.12%
101.47%
107.16%
14.34%
8.12%
TMHC
30.16%
7.09%
22.02%
54.45%
25.12%
13.39%
Fundamentals
ZG | TMHC | |
---|---|---|
Market Cap | $17.41B | $7.17B |
EPS | -$0.58 | $7.55 |
PEG Ratio | 0.72 | 1.51 |
Total Revenue (TTM) | $2.16B | $7.83B |
Gross Profit (TTM) | $1.65B | $1.91B |
EBITDA (TTM) | $82.00M | $1.19B |
Key characteristics
ZG | TMHC | |
---|---|---|
Sharpe Ratio | 2.10 | 1.76 |
Sortino Ratio | 3.13 | 2.44 |
Omega Ratio | 1.38 | 1.30 |
Calmar Ratio | 1.40 | 4.01 |
Martin Ratio | 6.90 | 9.13 |
Ulcer Index | 16.53% | 6.10% |
Daily Std Dev | 54.25% | 31.66% |
Max Drawdown | -86.74% | -75.18% |
Current Drawdown | -61.11% | -5.32% |
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Correlation
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.
Dividends
ZG vs. TMHC - Dividend Comparison
Neither ZG nor TMHC has paid dividends to shareholders.
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.
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.
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.
Total Revenue: Total amount of money received from sales and other business activities