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

Correlation

The correlation between ZG and VTI is 0.45, 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.


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.

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Key characteristics

Sharpe Ratio

ZG:

1.38

VTI:

0.68

Sortino Ratio

ZG:

2.28

VTI:

0.98

Omega Ratio

ZG:

1.28

VTI:

1.14

Calmar Ratio

ZG:

0.85

VTI:

0.63

Martin Ratio

ZG:

5.29

VTI:

2.36

Ulcer Index

ZG:

13.03%

VTI:

5.17%

Daily Std Dev

ZG:

51.97%

VTI:

20.37%

Max Drawdown

ZG:

-86.74%

VTI:

-55.45%

Current Drawdown

ZG:

-67.53%

VTI:

-4.03%

Returns By Period

In the year-to-date period, ZG achieves a -6.61% return, which is significantly lower than VTI's 0.38% return. Over the past 10 years, ZG has underperformed VTI with an annualized return of 8.60%, while VTI has yielded a comparatively higher 12.13% annualized return.


ZG

YTD

-6.61%

1M

0.29%

6M

-18.84%

1Y

71.16%

3Y*

18.31%

5Y*

2.68%

10Y*

8.60%

VTI

YTD

0.38%

1M

6.25%

6M

-2.68%

1Y

13.67%

3Y*

13.71%

5Y*

15.23%

10Y*

12.13%

*Annualized

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Zillow Group, Inc.

Vanguard Total Stock Market ETF

Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

ZG vs. VTI — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

ZG
The Risk-Adjusted Performance Rank of ZG is 8686
Overall Rank
The Sharpe Ratio Rank of ZG is 8989
Sharpe Ratio Rank
The Sortino Ratio Rank of ZG is 8989
Sortino Ratio Rank
The Omega Ratio Rank of ZG is 8585
Omega Ratio Rank
The Calmar Ratio Rank of ZG is 8181
Calmar Ratio Rank
The Martin Ratio Rank of ZG is 8686
Martin Ratio Rank

VTI
The Risk-Adjusted Performance Rank of VTI is 5959
Overall Rank
The Sharpe Ratio Rank of VTI is 5757
Sharpe Ratio Rank
The Sortino Ratio Rank of VTI is 5757
Sortino Ratio Rank
The Omega Ratio Rank of VTI is 6060
Omega Ratio Rank
The Calmar Ratio Rank of VTI is 6262
Calmar Ratio Rank
The Martin Ratio Rank of VTI is 6060
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.


The current ZG Sharpe Ratio is 1.38, which is higher than the VTI Sharpe Ratio of 0.68. 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.


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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

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 1.29%.


TTM20242023202220212020201920182017201620152014
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
1.29%1.27%1.44%1.67%1.21%1.42%1.78%2.04%1.71%1.92%1.98%1.76%

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.


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Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

ZG vs. VTI - Volatility Comparison

Zillow Group, Inc. (ZG) has a higher volatility of 8.55% compared to Vanguard Total Stock Market ETF (VTI) at 4.90%. 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.


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