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

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.


-0.50.00.51.00.4

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.

-20.00%0.00%20.00%40.00%60.00%80.00%JulyAugustSeptemberOctoberNovemberDecember
62.31%
10.98%
ZG
TMHC

Key characteristics

Sharpe Ratio

ZG:

0.51

TMHC:

0.43

Sortino Ratio

ZG:

1.24

TMHC:

0.84

Omega Ratio

ZG:

1.15

TMHC:

1.10

Calmar Ratio

ZG:

0.33

TMHC:

0.66

Martin Ratio

ZG:

1.60

TMHC:

1.97

Ulcer Index

ZG:

16.62%

TMHC:

6.99%

Daily Std Dev

ZG:

52.29%

TMHC:

31.84%

Max Drawdown

ZG:

-86.74%

TMHC:

-75.18%

Current Drawdown

ZG:

-63.99%

TMHC:

-18.24%

Fundamentals

Market Cap

ZG:

$18.67B

TMHC:

$6.61B

EPS

ZG:

-$0.58

TMHC:

$7.55

PEG Ratio

ZG:

0.72

TMHC:

1.51

Total Revenue (TTM)

ZG:

$2.16B

TMHC:

$7.83B

Gross Profit (TTM)

ZG:

$1.65B

TMHC:

$1.91B

EBITDA (TTM)

ZG:

$82.00M

TMHC:

$1.19B

Returns By Period

In the year-to-date period, ZG achieves a 29.37% return, which is significantly higher than TMHC's 14.64% return. Over the past 10 years, ZG has underperformed TMHC with an annualized return of 8.48%, while TMHC has yielded a comparatively higher 12.83% annualized return.


ZG

YTD

29.37%

1M

-9.17%

6M

60.64%

1Y

26.36%

5Y*

10.45%

10Y*

8.48%

TMHC

YTD

14.64%

1M

-13.96%

6M

10.74%

1Y

13.81%

5Y*

23.00%

10Y*

12.83%

Compare stocks, funds, or ETFs

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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 0.51, compared to the broader market-4.00-2.000.002.000.510.43
The chart of Sortino ratio for ZG, currently valued at 1.24, compared to the broader market-4.00-2.000.002.004.001.240.84
The chart of Omega ratio for ZG, currently valued at 1.15, compared to the broader market0.501.001.502.001.151.10
The chart of Calmar ratio for ZG, currently valued at 0.33, compared to the broader market0.002.004.006.000.330.66
The chart of Martin ratio for ZG, currently valued at 1.58, compared to the broader market0.0010.0020.001.591.97
ZG
TMHC

The current ZG Sharpe Ratio is 0.51, which is comparable to the TMHC Sharpe Ratio of 0.43. 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-1.000.001.002.003.00JulyAugustSeptemberOctoberNovemberDecember
0.51
0.43
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%JulyAugustSeptemberOctoberNovemberDecember
-63.99%
-18.24%
ZG
TMHC

Volatility

ZG vs. TMHC - Volatility Comparison

The current volatility for Zillow Group, Inc. (ZG) is 8.76%, while Taylor Morrison Home Corporation (TMHC) has a volatility of 9.40%. 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.


10.00%15.00%20.00%25.00%JulyAugustSeptemberOctoberNovemberDecember
8.76%
9.40%
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
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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