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

Correlation

The correlation between ZG and VTI is 0.47, 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.


-0.50.00.51.00.5

Performance

ZG vs. VTI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Zillow Group, Inc. (ZG) and Vanguard Total Stock Market ETF (VTI). 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%
11.66%
ZG
VTI

Key characteristics

Sharpe Ratio

ZG:

0.51

VTI:

2.13

Sortino Ratio

ZG:

1.24

VTI:

2.83

Omega Ratio

ZG:

1.15

VTI:

1.39

Calmar Ratio

ZG:

0.33

VTI:

3.18

Martin Ratio

ZG:

1.60

VTI:

13.57

Ulcer Index

ZG:

16.62%

VTI:

2.01%

Daily Std Dev

ZG:

52.29%

VTI:

12.80%

Max Drawdown

ZG:

-86.74%

VTI:

-55.45%

Current Drawdown

ZG:

-63.99%

VTI:

-1.45%

Returns By Period

In the year-to-date period, ZG achieves a 29.37% return, which is significantly higher than VTI's 26.93% return. Over the past 10 years, ZG has underperformed VTI with an annualized return of 8.48%, while VTI has yielded a comparatively higher 12.66% annualized return.


ZG

YTD

29.37%

1M

-9.17%

6M

60.64%

1Y

26.36%

5Y*

10.45%

10Y*

8.48%

VTI

YTD

26.93%

1M

0.53%

6M

11.65%

1Y

27.25%

5Y*

14.35%

10Y*

12.66%

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Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

ZG vs. VTI - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Zillow Group, Inc. (ZG) and Vanguard Total Stock Market ETF (VTI). 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-4.00-2.000.002.000.512.13
The chart of Sortino ratio for ZG, currently valued at 1.24, compared to the broader market-4.00-2.000.002.004.001.242.83
The chart of Omega ratio for ZG, currently valued at 1.15, compared to the broader market0.501.001.502.001.151.39
The chart of Calmar ratio for ZG, currently valued at 0.33, compared to the broader market0.002.004.006.000.333.18
The chart of Martin ratio for ZG, currently valued at 1.58, compared to the broader market0.0010.0020.001.5913.57
ZG
VTI

The current ZG Sharpe Ratio is 0.51, which is lower than the VTI Sharpe Ratio of 2.13. The chart below compares the historical Sharpe Ratios of ZG and VTI, 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
2.13
ZG
VTI

Dividends

ZG vs. VTI - Dividend Comparison

ZG has not paid dividends to shareholders, while VTI's dividend yield for the trailing twelve months is around 1.24%.


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%
VTI
Vanguard Total Stock Market ETF
1.24%1.44%1.67%1.21%1.42%1.78%2.04%1.71%1.92%1.98%1.76%1.74%

Drawdowns

ZG vs. VTI - Drawdown Comparison

The maximum ZG drawdown since its inception was -86.74%, which is greater than VTI's maximum drawdown of -55.45%. Use the drawdown chart below to compare losses from any high point for ZG and VTI. For additional features, visit the drawdowns tool.


-80.00%-60.00%-40.00%-20.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-63.99%
-1.45%
ZG
VTI

Volatility

ZG vs. VTI - Volatility Comparison

Zillow Group, Inc. (ZG) has a higher volatility of 8.76% compared to Vanguard Total Stock Market ETF (VTI) at 4.09%. This indicates that ZG's price experiences larger fluctuations and is considered to be riskier than VTI 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%JulyAugustSeptemberOctoberNovemberDecember
8.76%
4.09%
ZG
VTI
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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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