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CODX vs. RTX
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

CODX vs. RTX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Co-Diagnostics, Inc. (CODX) and RTX Corporation (RTX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, CODX achieves a -71.53% return, which is significantly lower than RTX's 18.23% return.


CODX

1D
-7.69%
1M
-51.84%
6M
-39.46%
YTD
-71.53%
1Y
-80.66%
3Y*
-67.55%
5Y*
-65.70%
10Y*
ALL TIME*
-41.34%

RTX

1D
0.39%
1M
8.02%
6M
7.92%
YTD
18.23%
1Y
39.44%
3Y*
37.63%
5Y*
22.54%
10Y*
16.97%
ALL TIME*
12.56%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$801.44K$728.15K$25.39M
$1.30B$1.06B$1.02B

CODX vs. RTX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
CODX
Co-Diagnostics, Inc.
-71.53%-77.52%-43.61%-47.22%-71.78%-3.98%939.11%-39.93%-43.56%-56.00%
RTX
RTX Corporation
18.23%61.44%40.76%-14.44%20.01%23.27%-7.70%43.82%-14.66%4.51%

Correlation

The correlation between CODX and RTX is 0.02, meaning there was essentially no consistent relationship between their historical price movements. Each responded to its own set of market drivers.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.02

Correlation (3Y)
Balances recent behavior with more history.

0.00

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.09

Correlation (All Time)
Calculated using the full available price history since Jul 12, 2017

0.04

Fundamentals

Market Cap

CODX:

$1.61M

RTX:

$290.06B

EPS

CODX:

-$36.17

RTX:

$5.68

PS Ratio

CODX:

3.00

RTX:

3.14

PB Ratio

CODX:

0.09

RTX:

4.42

Total Revenue (TTM)

CODX:

$622.49K

RTX:

$93.50B

Gross Profit (TTM)

CODX:

$400.11K

RTX:

$19.02B

EBITDA (TTM)

CODX:

-$47.41M

RTX:

$16.07B

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Return for Risk

CODX vs. RTX — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

CODX
CODX Risk / Return Rank: 4343
Overall Rank
CODX Sharpe Ratio Rank: 3434
Sharpe Ratio Rank
CODX Sortino Ratio Rank: 7474
Sortino Ratio Rank
CODX Omega Ratio Rank: 7575
Omega Ratio Rank
CODX Calmar Ratio Rank: 1111
Calmar Ratio Rank
CODX Martin Ratio Rank: 2121
Martin Ratio Rank

RTX
RTX Risk / Return Rank: 8282
Overall Rank
RTX Sharpe Ratio Rank: 8686
Sharpe Ratio Rank
RTX Sortino Ratio Rank: 8484
Sortino Ratio Rank
RTX Omega Ratio Rank: 8282
Omega Ratio Rank
RTX Calmar Ratio Rank: 7979
Calmar Ratio Rank
RTX Martin Ratio Rank: 8080
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

CODX vs. RTX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Co-Diagnostics, Inc. (CODX) and RTX Corporation (RTX). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


CODXRTXDifference
Sharpe ratioReturn per unit of total volatility

-1.75

Sortino ratioReturn per unit of downside risk

-0.62

Omega ratioGain probability vs. loss probability

1.23

1.28

-0.05

Calmar ratioReturn relative to maximum drawdown

-0.84

2.02

-2.86

Martin ratioReturn relative to average drawdown

-1.05

5.05

-6.10

CODX vs. RTX - Sharpe Ratio Comparison

The current CODX Sharpe Ratio is -0.23, which is lower than the RTX Sharpe Ratio of 1.52. The chart below compares the historical Sharpe Ratios of CODX and RTX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

CODX vs. RTX - Drawdown Comparison

The maximum CODX drawdown since its inception was -99.86%, which is greater than RTX's maximum drawdown of -55.14%. Use the drawdown chart below to compare losses from any high point for CODX and RTX.


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Drawdown Indicators


CODXRTXDifference

Max Drawdown

Largest peak-to-trough decline

-99.86%

-55.14%

-44.72%

Max Drawdown (1Y)

Largest decline over 1 year

-96.60%

-19.32%

-77.28%

Max Drawdown (3Y)

Largest decline over 3 years

-97.55%

-20.40%

-77.15%

Max Drawdown (5Y)

Largest decline over 5 years

-99.62%

-32.84%

-66.78%

Max Drawdown (10Y)

Largest decline over 10 years

-51.98%

Current Drawdown

Current decline from peak

-99.84%

-1.54%

-98.30%

Average Drawdown

Average peak-to-trough decline

-76.96%

-13.01%

-63.95%

Ulcer Index

Depth and duration of drawdowns from previous peaks

77.89%

7.70%

+70.19%

Volatility

CODX vs. RTX - Volatility Comparison

Co-Diagnostics, Inc. (CODX) has a higher volatility of 38.23% compared to RTX Corporation (RTX) at 9.54%. This indicates that CODX's price experiences larger fluctuations and is considered to be riskier than RTX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CODXRTXDifference

Volatility (1M)

Calculated over the trailing 1-month period

38.23%

9.54%

+28.69%

Volatility (6M)

Calculated over the trailing 6-month period

163.45%

20.04%

+143.41%

Volatility (1Y)

Calculated over the trailing 1-year period

352.99%

25.67%

+327.32%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

173.06%

24.21%

+148.85%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

171.02%

27.94%

+143.08%

Dividends

CODX vs. RTX - Dividend Comparison

CODX has not paid dividends to shareholders, while RTX's dividend yield for the trailing twelve months is around 1.29%.


PositionTTM20252024202320222021202020192018201720162015
CODX
Co-Diagnostics, 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%
RTX
RTX Corporation
1.29%1.46%2.14%2.76%2.14%2.33%21.21%1.96%2.66%2.13%2.39%2.66%

Financials

CODX vs. RTX - Financials Comparison

This section allows you to compare key financial metrics between Co-Diagnostics, Inc. and RTX 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

Frequently Asked Questions


CODX and RTX have a correlation of 0.02, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

CODX has higher volatility (38.23%) compared to RTX (9.54%). In terms of maximum drawdown, CODX dropped -99.86% vs RTX's -55.14%.

RTX currently has the higher Sharpe Ratio (1.52 vs -0.23), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

Find the right allocation for CODX and RTX

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