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

Performance

ZG vs. VOO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Zillow Group, Inc. (ZG) and Vanguard S&P 500 ETF (VOO). The values are adjusted to include any dividend payments, if applicable.

0.00%20.00%40.00%60.00%80.00%100.00%120.00%JuneJulyAugustSeptemberOctoberNovember
111.39%
14.95%
ZG
VOO

Returns By Period

In the year-to-date period, ZG achieves a 44.34% return, which is significantly higher than VOO's 27.70% return. Over the past 10 years, ZG has underperformed VOO with an annualized return of 8.31%, while VOO has yielded a comparatively higher 13.32% annualized return.


ZG

YTD

44.34%

1M

42.16%

6M

109.07%

1Y

106.53%

5Y (annualized)

16.08%

10Y (annualized)

8.31%

VOO

YTD

27.70%

1M

3.77%

6M

14.14%

1Y

34.11%

5Y (annualized)

15.63%

10Y (annualized)

13.32%

Key characteristics


ZGVOO
Sharpe Ratio1.972.80
Sortino Ratio3.013.71
Omega Ratio1.371.52
Calmar Ratio1.314.04
Martin Ratio6.4518.30
Ulcer Index16.53%1.86%
Daily Std Dev54.08%12.17%
Max Drawdown-86.74%-33.99%
Current Drawdown-59.83%0.00%

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Correlation

The correlation between ZG and VOO is 0.44, 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.


-0.50.00.51.00.4

Risk-Adjusted Performance

ZG vs. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Zillow Group, Inc. (ZG) and Vanguard S&P 500 ETF (VOO). 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 1.97, compared to the broader market-4.00-2.000.002.004.001.972.80
The chart of Sortino ratio for ZG, currently valued at 3.01, compared to the broader market-4.00-2.000.002.004.003.013.71
The chart of Omega ratio for ZG, currently valued at 1.37, compared to the broader market0.501.001.502.001.371.52
The chart of Calmar ratio for ZG, currently valued at 1.31, compared to the broader market0.002.004.006.001.314.04
The chart of Martin ratio for ZG, currently valued at 6.45, compared to the broader market0.0010.0020.0030.006.4518.30
ZG
VOO

The current ZG Sharpe Ratio is 1.97, which is comparable to the VOO Sharpe Ratio of 2.80. The chart below compares the historical Sharpe Ratios of ZG and VOO, 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-1.000.001.002.003.004.00JuneJulyAugustSeptemberOctoberNovember
1.97
2.80
ZG
VOO

Dividends

ZG vs. VOO - Dividend Comparison

ZG has not paid dividends to shareholders, while VOO's dividend yield for the trailing twelve months is around 1.23%.


TTM20232022202120202019201820172016201520142013
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%0.00%
VOO
Vanguard S&P 500 ETF
1.23%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%1.84%

Drawdowns

ZG vs. VOO - Drawdown Comparison

The maximum ZG drawdown since its inception was -86.74%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for ZG and VOO. For additional features, visit the drawdowns tool.


-80.00%-60.00%-40.00%-20.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-59.83%
0
ZG
VOO

Volatility

ZG vs. VOO - Volatility Comparison

Zillow Group, Inc. (ZG) has a higher volatility of 24.94% compared to Vanguard S&P 500 ETF (VOO) at 4.01%. This indicates that ZG's price experiences larger fluctuations and is considered to be riskier than VOO 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
24.94%
4.01%
ZG
VOO
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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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