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

Performance

DCO vs. RDFN - Performance Comparison

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

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Returns By Period


DCO

1D
0.10%
1M
9.33%
YTD
57.72%
6M
66.60%
1Y
103.39%
3Y*
48.55%
5Y*
22.05%
10Y*
22.92%

RDFN

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

DCO vs. RDFN - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
DCO
Ducommun Incorporated
57.72%49.43%22.28%4.20%6.82%-12.91%6.27%39.12%27.66%-4.59%
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 DCO 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

0.22

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

0.26

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

0.26

The correlation between DCO and RDFN shifts across timeframes, from 0.07 (1 year) to 0.26 (5 years), reflecting how their relationship changes across market environments.

Fundamentals

Total Revenue (TTM)

DCO:

$839.64M

RDFN:

$1.04B

Gross Profit (TTM)

DCO:

$226.25M

RDFN:

$364.02M

EBITDA (TTM)

DCO:

$11.47M

RDFN:

-$129.82M

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Return for Risk

DCO vs. RDFN — Risk / Return Rank

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

DCO
DCO Risk / Return Rank: 9494
Overall Rank
DCO Sharpe Ratio Rank: 9595
Sharpe Ratio Rank
DCO Sortino Ratio Rank: 9292
Sortino Ratio Rank
DCO Omega Ratio Rank: 9292
Omega Ratio Rank
DCO Calmar Ratio Rank: 9595
Calmar Ratio Rank
DCO Martin Ratio Rank: 9696
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.

DCO vs. RDFN - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Ducommun Incorporated (DCO) 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.


DCORDFNDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.45

Calmar ratioReturn relative to maximum drawdown

6.49

Martin ratioReturn relative to average drawdown

19.63

DCO vs. RDFN - Sharpe Ratio Comparison


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Sharpe Ratios by Period


DCORDFNDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.97

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.66

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.53

Sharpe Ratio (All Time)

Calculated using the full available price history

0.16

Drawdowns

DCO vs. RDFN - Drawdown Comparison


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Drawdown Indicators


DCORDFNDifference

Max Drawdown

Largest peak-to-trough decline

-95.13%

Max Drawdown (1Y)

Largest decline over 1 year

-16.03%

Max Drawdown (3Y)

Largest decline over 3 years

-23.46%

Max Drawdown (5Y)

Largest decline over 5 years

-30.81%

Max Drawdown (10Y)

Largest decline over 10 years

-70.83%

Current Drawdown

Current decline from peak

-1.45%

Average Drawdown

Average peak-to-trough decline

-38.18%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.29%

Volatility

DCO vs. RDFN - Volatility Comparison


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Volatility by Period


DCORDFNDifference

Volatility (1M)

Calculated over the trailing 1-month period

10.51%

Volatility (6M)

Calculated over the trailing 6-month period

26.06%

Volatility (1Y)

Calculated over the trailing 1-year period

35.06%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

33.47%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

43.67%

Dividends

DCO vs. RDFN - Dividend Comparison

Neither DCO nor RDFN has paid dividends to shareholders.


Tickers have no history of dividend payments

Financials

DCO vs. RDFN - Financials Comparison

This section allows you to compare key financial metrics between Ducommun Incorporated 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


200.00M300.00M400.00M500.00M600.00M20222023202420252026
209.02M
221.03M
(DCO) Total Revenue
(RDFN) Total Revenue
Values in USD except per share items

Frequently Asked Questions


DCO 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.

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