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CPAY vs. RDFN
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

CPAY vs. RDFN - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Corpay, Inc. (CPAY) and Redfin Corporation (RDFN). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period


CPAY

1D
0.45%
1M
1.46%
YTD
15.98%
6M
14.92%
1Y
3.42%
3Y*
13.39%
5Y*
5.17%
10Y*
9.01%

RDFN

1D
1M
YTD
6M
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

CPAY vs. RDFN - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
CPAY
Corpay, Inc.
15.98%-11.08%19.75%53.86%-17.94%-17.96%-5.18%54.92%-3.49%26.56%
RDFN
Redfin Corporation
0.00%42.19%-23.74%143.40%-88.96%-44.06%224.65%46.81%-54.02%44.33%

Correlation

The correlation between CPAY and RDFN is 0.07, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.07

Correlation (3Y)
Calculated over the trailing 3-year period

0.25

Correlation (5Y)
Calculated over the trailing 5-year period

0.34

Correlation (All Time)
Calculated using the full available price history since Jul 31, 2017

0.31

Over the past year, the correlation between CPAY and RDFN has dropped to 0.07 - well below their long-term average of 0.31, suggesting their price drivers have been diverging.

Fundamentals

Total Revenue (TTM)

CPAY:

$4.78B

RDFN:

$1.04B

Gross Profit (TTM)

CPAY:

$2.57B

RDFN:

$364.02M

EBITDA (TTM)

CPAY:

$2.55B

RDFN:

-$129.82M

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Return for Risk

CPAY vs. RDFN — Risk / Return Rank

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

CPAY
CPAY Risk / Return Rank: 4444
Overall Rank
CPAY Sharpe Ratio Rank: 4646
Sharpe Ratio Rank
CPAY Sortino Ratio Rank: 4242
Sortino Ratio Rank
CPAY Omega Ratio Rank: 4141
Omega Ratio Rank
CPAY Calmar Ratio Rank: 4646
Calmar Ratio Rank
CPAY Martin Ratio Rank: 4545
Martin Ratio Rank

RDFN
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

CPAY vs. RDFN - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Corpay, Inc. (CPAY) and Redfin Corporation (RDFN). 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.


CPAYRDFNDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.05

Calmar ratioReturn relative to maximum drawdown

0.13

Martin ratioReturn relative to average drawdown

0.28

CPAY vs. RDFN - Sharpe Ratio Comparison


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Sharpe Ratios by Period


CPAYRDFNDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.09

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.16

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.27

Sharpe Ratio (All Time)

Calculated using the full available price history

0.57

Drawdowns

CPAY vs. RDFN - Drawdown Comparison


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Drawdown Indicators


CPAYRDFNDifference

Max Drawdown

Largest peak-to-trough decline

-50.13%

Max Drawdown (1Y)

Largest decline over 1 year

-27.27%

Max Drawdown (3Y)

Largest decline over 3 years

-34.54%

Max Drawdown (5Y)

Largest decline over 5 years

-41.63%

Max Drawdown (10Y)

Largest decline over 10 years

-50.13%

Current Drawdown

Current decline from peak

-10.41%

Average Drawdown

Average peak-to-trough decline

-13.33%

Ulcer Index

Depth and duration of drawdowns from previous peaks

12.42%

Volatility

CPAY vs. RDFN - Volatility Comparison


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Volatility by Period


CPAYRDFNDifference

Volatility (1M)

Calculated over the trailing 1-month period

14.65%

Volatility (6M)

Calculated over the trailing 6-month period

29.92%

Volatility (1Y)

Calculated over the trailing 1-year period

37.68%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

32.40%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

32.93%

Dividends

CPAY vs. RDFN - Dividend Comparison

Neither CPAY nor RDFN has paid dividends to shareholders.


Tickers have no history of dividend payments

Financials

CPAY vs. RDFN - Financials Comparison

This section allows you to compare key financial metrics between Corpay, Inc. and Redfin 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


200.00M400.00M600.00M800.00M1.00B1.20B20222023202420252026
1.26B
221.03M
(CPAY) Total Revenue
(RDFN) Total Revenue
Values in USD except per share items

Frequently Asked Questions


CPAY and RDFN have a correlation of 0.07, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Portfolio Optimizer

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