PortfoliosLab logoPortfoliosLab logo
GKOS vs. RDNT
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

GKOS vs. RDNT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Glaukos Corporation (GKOS) and RadNet, Inc. (RDNT). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, GKOS achieves a 19.25% return, which is significantly higher than RDNT's -21.23% return. Over the past 10 years, GKOS has underperformed RDNT with an annualized return of 16.93%, while RDNT has yielded a comparatively higher 26.97% annualized return.


GKOS

1D
2.64%
1M
11.99%
YTD
19.25%
6M
15.90%
1Y
39.10%
3Y*
25.90%
5Y*
9.32%
10Y*
16.93%

RDNT

1D
0.79%
1M
3.31%
YTD
-21.23%
6M
-22.76%
1Y
2.42%
3Y*
18.89%
5Y*
10.19%
10Y*
26.97%
*Multi-year figures are annualized to reflect compound growth (CAGR)

GKOS vs. RDNT - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
GKOS
Glaukos Corporation
19.25%-24.70%88.63%81.98%-1.71%-40.95%38.17%-3.03%118.99%-25.22%
RDNT
RadNet, Inc.
-21.23%2.16%100.86%84.65%-37.46%53.86%-3.60%99.61%0.69%56.59%

Correlation

The correlation between GKOS and RDNT is 0.24, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.24

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

0.33

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

0.38

Correlation (10Y)
Calculated over the trailing 10-year period

0.29

Correlation (All Time)
Calculated using the full available price history since Jun 25, 2015

0.29

The correlation between GKOS and RDNT shifts across timeframes, from 0.24 (1 year) to 0.38 (5 years), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap

GKOS:

$7.81B

RDNT:

$4.33B

EPS

GKOS:

-$3.30

RDNT:

-$0.19

PS Ratio

GKOS:

14.01

RDNT:

1.97

PB Ratio

GKOS:

11.64

RDNT:

4.01

Total Revenue (TTM)

GKOS:

$551.35M

RDNT:

$2.14B

Gross Profit (TTM)

GKOS:

$439.11M

RDNT:

$197.72M

EBITDA (TTM)

GKOS:

-$158.75M

RDNT:

$319.35M

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

GKOS vs. RDNT — Risk / Return Rank

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

GKOS
GKOS Risk / Return Rank: 6666
Overall Rank
GKOS Sharpe Ratio Rank: 6666
Sharpe Ratio Rank
GKOS Sortino Ratio Rank: 6666
Sortino Ratio Rank
GKOS Omega Ratio Rank: 6464
Omega Ratio Rank
GKOS Calmar Ratio Rank: 6767
Calmar Ratio Rank
GKOS Martin Ratio Rank: 6767
Martin Ratio Rank

RDNT
RDNT Risk / Return Rank: 4343
Overall Rank
RDNT Sharpe Ratio Rank: 4545
Sharpe Ratio Rank
RDNT Sortino Ratio Rank: 4141
Sortino Ratio Rank
RDNT Omega Ratio Rank: 4040
Omega Ratio Rank
RDNT Calmar Ratio Rank: 4444
Calmar Ratio Rank
RDNT Martin Ratio Rank: 4343
Martin Ratio Rank
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.

GKOS vs. RDNT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Glaukos Corporation (GKOS) and RadNet, Inc. (RDNT). 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.


GKOSRDNTDifference
Sharpe ratioReturn per unit of total volatility

+0.69

Sortino ratioReturn per unit of downside risk

+1.08

Omega ratioGain probability vs. loss probability

1.18

1.05

+0.13

Calmar ratioReturn relative to maximum drawdown

1.31

0.06

+1.25

Martin ratioReturn relative to average drawdown

2.89

0.12

+2.77

GKOS vs. RDNT - Sharpe Ratio Comparison

The current GKOS Sharpe Ratio is 0.75, which is higher than the RDNT Sharpe Ratio of 0.06. The chart below compares the historical Sharpe Ratios of GKOS and RDNT, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Drawdowns

GKOS vs. RDNT - Drawdown Comparison

The maximum GKOS drawdown since its inception was -69.57%, smaller than the maximum RDNT drawdown of -92.15%. Use the drawdown chart below to compare losses from any high point for GKOS and RDNT.


Loading charts...

Drawdown Indicators


GKOSRDNTDifference

Max Drawdown

Largest peak-to-trough decline

-69.57%

-92.15%

+22.58%

Max Drawdown (1Y)

Largest decline over 1 year

-29.92%

-38.60%

+8.68%

Max Drawdown (3Y)

Largest decline over 3 years

-53.68%

-46.84%

-6.84%

Max Drawdown (5Y)

Largest decline over 5 years

-59.58%

-60.24%

+0.66%

Max Drawdown (10Y)

Largest decline over 10 years

-69.57%

-73.43%

+3.86%

Current Drawdown

Current decline from peak

-16.48%

-34.94%

+18.46%

Average Drawdown

Average peak-to-trough decline

-27.75%

-44.06%

+16.31%

Ulcer Index

Depth and duration of drawdowns from previous peaks

13.56%

19.51%

-5.95%

Volatility

GKOS vs. RDNT - Volatility Comparison

Glaukos Corporation (GKOS) has a higher volatility of 21.50% compared to RadNet, Inc. (RDNT) at 13.24%. This indicates that GKOS's price experiences larger fluctuations and is considered to be riskier than RDNT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


GKOSRDNTDifference

Volatility (1M)

Calculated over the trailing 1-month period

21.50%

13.24%

+8.26%

Volatility (6M)

Calculated over the trailing 6-month period

41.00%

31.61%

+9.39%

Volatility (1Y)

Calculated over the trailing 1-year period

52.66%

43.30%

+9.36%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

50.47%

44.07%

+6.40%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

52.36%

48.20%

+4.16%

Dividends

GKOS vs. RDNT - Dividend Comparison

Neither GKOS nor RDNT has paid dividends to shareholders.


Tickers have no history of dividend payments

Financials

GKOS vs. RDNT - Financials Comparison

This section allows you to compare key financial metrics between Glaukos Corporation and RadNet, Inc.. 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


100.00M200.00M300.00M400.00M500.00M600.00M20222023202420252026
150.57M
575.63M
(GKOS) Total Revenue
(RDNT) Total Revenue
Values in USD except per share items

GKOS vs. RDNT - Profitability Comparison

The chart below illustrates the profitability comparison between Glaukos Corporation and RadNet, Inc. over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

0.0%20.0%40.0%60.0%80.0%20222023202420252026
77.9%
-3.5%
Portfolio components
GKOS - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Glaukos Corporation reported a gross profit of 117.23M and revenue of 150.57M. Therefore, the gross margin over that period was 77.9%.

RDNT - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, RadNet, Inc. reported a gross profit of -19.85M and revenue of 575.63M. Therefore, the gross margin over that period was -3.5%.

GKOS - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Glaukos Corporation reported an operating income of -19.86M and revenue of 150.57M, resulting in an operating margin of -13.2%.

RDNT - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, RadNet, Inc. reported an operating income of -19.85M and revenue of 575.63M, resulting in an operating margin of -3.5%.

GKOS - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Glaukos Corporation reported a net income of -19.78M and revenue of 150.57M, resulting in a net margin of -13.1%.

RDNT - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, RadNet, Inc. reported a net income of -33.47M and revenue of 575.63M, resulting in a net margin of -5.8%.


Frequently Asked Questions


GKOS and RDNT have a correlation of 0.24, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

GKOS has higher volatility (21.50%) compared to RDNT (13.24%). In terms of maximum drawdown, GKOS dropped -69.57% vs RDNT's -92.15%.

GKOS currently has the higher Sharpe Ratio (0.75 vs 0.06), 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 GKOS and RDNT

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer