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Redfin Corporation (RDFN)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Company Info

ISINUS75737F1084
CUSIP75737F108
SectorReal Estate
IndustryReal Estate Services

Highlights

Market Cap$671.43M
EPS-$1.13
Revenue (TTM)$976.67M
Gross Profit (TTM)$286.05M
EBITDA (TTM)-$147.36M
Year Range$4.26 - $17.68
Target Price$6.58
Short %21.85%
Short Ratio3.23

Share Price Chart


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Redfin Corporation

Popular comparisons: RDFN vs. Z, RDFN vs. RNG, RDFN vs. VOO, RDFN vs. AAPL, RDFN vs. ROKU, RDFN vs. SNAP, RDFN vs. SHOP, RDFN vs. SE, RDFN vs. TQQQ

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Redfin Corporation, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


-50.00%0.00%50.00%100.00%NovemberDecember2024FebruaryMarchApril
-74.10%
106.30%
RDFN (Redfin Corporation)
Benchmark (^GSPC)

S&P 500

Returns By Period

Redfin Corporation had a return of -45.54% year-to-date (YTD) and -21.62% in the last 12 months.


PeriodReturnBenchmark
Year-To-Date-45.54%6.92%
1 month-9.35%-2.83%
6 months11.95%23.86%
1 year-21.62%23.33%
5 years (annualized)-23.76%11.66%
10 years (annualized)N/A10.52%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
2024-20.93%-12.93%-6.40%
2023-26.05%-33.81%49.57%48.06%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of RDFN is 40, suggesting that the investment has average results relative to the market in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.

The Risk-Adjusted Performance Rank of RDFN is 4040
Redfin Corporation(RDFN)
The Sharpe Ratio Rank of RDFN is 3737Sharpe Ratio Rank
The Sortino Ratio Rank of RDFN is 4343Sortino Ratio Rank
The Omega Ratio Rank of RDFN is 4242Omega Ratio Rank
The Calmar Ratio Rank of RDFN is 3636Calmar Ratio Rank
The Martin Ratio Rank of RDFN is 4040Martin 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.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for Redfin Corporation (RDFN) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


RDFN
Sharpe ratio
The chart of Sharpe ratio for RDFN, currently valued at -0.22, compared to the broader market-2.00-1.000.001.002.003.004.00-0.22
Sortino ratio
The chart of Sortino ratio for RDFN, currently valued at 0.31, compared to the broader market-4.00-2.000.002.004.006.000.31
Omega ratio
The chart of Omega ratio for RDFN, currently valued at 1.04, compared to the broader market0.501.001.501.04
Calmar ratio
The chart of Calmar ratio for RDFN, currently valued at -0.21, compared to the broader market0.002.004.006.00-0.21
Martin ratio
The chart of Martin ratio for RDFN, currently valued at -0.41, compared to the broader market0.0010.0020.0030.00-0.41
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.19, compared to the broader market-2.00-1.000.001.002.003.004.002.19
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 3.18, compared to the broader market-4.00-2.000.002.004.006.003.18
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.38, compared to the broader market0.501.001.501.38
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.68, compared to the broader market0.002.004.006.001.68
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 8.62, compared to the broader market0.0010.0020.0030.008.62

Sharpe Ratio

The current Redfin Corporation Sharpe ratio is -0.22. A negative Sharpe ratio means that the risk-free rate is higher than the portfolio's return. This value does not convey any meaningful information.


Rolling 12-month Sharpe Ratio-0.500.000.501.001.502.002.503.00NovemberDecember2024FebruaryMarchApril
-0.22
2.19
RDFN (Redfin Corporation)
Benchmark (^GSPC)

Dividends

Dividend History


Redfin Corporation doesn't pay dividends

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-100.00%-80.00%-60.00%-40.00%-20.00%0.00%NovemberDecember2024FebruaryMarchApril
-94.18%
-2.94%
RDFN (Redfin Corporation)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the Redfin Corporation. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the Redfin Corporation was 96.61%, occurring on Nov 9, 2022. The portfolio has not yet recovered.

The current Redfin Corporation drawdown is 94.18%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-96.61%Feb 22, 2021435Nov 9, 2022
-68.15%Feb 24, 202018Mar 18, 202053Jun 3, 202071
-55.56%Jan 2, 2018247Dec 24, 2018289Feb 19, 2020536
-35.8%Aug 3, 201779Nov 22, 201725Dec 29, 2017104
-29.51%Oct 15, 202019Nov 10, 202020Dec 9, 202039

Volatility

Volatility Chart

The current Redfin Corporation volatility is 18.43%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


0.00%5.00%10.00%15.00%20.00%25.00%30.00%35.00%NovemberDecember2024FebruaryMarchApril
18.43%
3.65%
RDFN (Redfin Corporation)
Benchmark (^GSPC)

Financials

Financial Performance

The chart below illustrates the trends in the financial health of Redfin Corporation over time, highlighting three key metrics: Total Revenue, Earnings Before Interest and Taxes (EBIT), and Net Income.

Annual
Quarterly

0.0

Income Statement


Income Statement
Balance Sheet
Cash Flow
Annual
Quarterly

TTM
Revenue

Total Revenue

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Cost Of Revenue

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Gross Profit

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Operating Expenses

Selling, General & Admin Expenses

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R&D Expenses

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Total Operating Expenses

0.00
Income

Income Before Tax

0.00

Operating Income

0.00

EBIT

0.00

Earnings From Continuing Operations

0.00

Net Income

0.00

Income Tax Expense

0.00

Interest Expense

0.00

Other Non-Operating Income (Expenses)

0.00

Extraordinary Items

0.00

Discontinued Operations

0.00

Effect Of Accounting Charges

0.00

Non Recurring

0.00

Minority Interest

0.00

Other Items

0.00
Values in undefined except per share items