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GKOS vs. RDNT
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between GKOS and RDNT is 0.42, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.0
Correlation: 0.4

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.

200.00%400.00%600.00%800.00%1,000.00%1,200.00%NovemberDecember2025FebruaryMarchApril
209.67%
626.30%
GKOS
RDNT

Key characteristics

Sharpe Ratio

GKOS:

-0.09

RDNT:

0.06

Sortino Ratio

GKOS:

0.19

RDNT:

0.47

Omega Ratio

GKOS:

1.03

RDNT:

1.05

Calmar Ratio

GKOS:

-0.09

RDNT:

0.06

Martin Ratio

GKOS:

-0.27

RDNT:

0.15

Ulcer Index

GKOS:

16.45%

RDNT:

20.14%

Daily Std Dev

GKOS:

47.02%

RDNT:

46.05%

Max Drawdown

GKOS:

-69.57%

RDNT:

-92.15%

Current Drawdown

GKOS:

-40.03%

RDNT:

-41.82%

Fundamentals

Market Cap

GKOS:

$5.45B

RDNT:

$3.74B

EPS

GKOS:

-$2.77

RDNT:

$0.04

PEG Ratio

GKOS:

1.64

RDNT:

2.32

PS Ratio

GKOS:

14.21

RDNT:

2.04

PB Ratio

GKOS:

7.10

RDNT:

4.02

Total Revenue (TTM)

GKOS:

$297.86M

RDNT:

$1.40B

Gross Profit (TTM)

GKOS:

$224.09M

RDNT:

$562.17M

EBITDA (TTM)

GKOS:

-$62.85M

RDNT:

$627.77M

Returns By Period

In the year-to-date period, GKOS achieves a -35.52% return, which is significantly lower than RDNT's -28.04% return.


GKOS

YTD

-35.52%

1M

-6.25%

6M

-25.97%

1Y

-3.43%

5Y*

22.54%

10Y*

N/A

RDNT

YTD

-28.04%

1M

-0.91%

6M

-24.27%

1Y

2.89%

5Y*

32.20%

10Y*

18.88%

*Annualized

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Risk-Adjusted Performance

GKOS vs. RDNT — Risk-Adjusted Performance Rank

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

GKOS
The Risk-Adjusted Performance Rank of GKOS is 4545
Overall Rank
The Sharpe Ratio Rank of GKOS is 4747
Sharpe Ratio Rank
The Sortino Ratio Rank of GKOS is 4343
Sortino Ratio Rank
The Omega Ratio Rank of GKOS is 4444
Omega Ratio Rank
The Calmar Ratio Rank of GKOS is 4747
Calmar Ratio Rank
The Martin Ratio Rank of GKOS is 4747
Martin Ratio Rank

RDNT
The Risk-Adjusted Performance Rank of RDNT is 5252
Overall Rank
The Sharpe Ratio Rank of RDNT is 5555
Sharpe Ratio Rank
The Sortino Ratio Rank of RDNT is 5050
Sortino Ratio Rank
The Omega Ratio Rank of RDNT is 4949
Omega Ratio Rank
The Calmar Ratio Rank of RDNT is 5555
Calmar Ratio Rank
The Martin Ratio Rank of RDNT is 5454
Martin 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.

GKOS vs. RDNT - Risk-Adjusted Performance 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.


The chart of Sharpe ratio for GKOS, currently valued at -0.09, compared to the broader market-2.00-1.000.001.002.003.00
GKOS: -0.09
RDNT: 0.06
The chart of Sortino ratio for GKOS, currently valued at 0.19, compared to the broader market-6.00-4.00-2.000.002.004.00
GKOS: 0.19
RDNT: 0.47
The chart of Omega ratio for GKOS, currently valued at 1.03, compared to the broader market0.501.001.502.00
GKOS: 1.03
RDNT: 1.05
The chart of Calmar ratio for GKOS, currently valued at -0.09, compared to the broader market0.001.002.003.004.005.00
GKOS: -0.09
RDNT: 0.06
The chart of Martin ratio for GKOS, currently valued at -0.27, compared to the broader market-5.000.005.0010.0015.0020.00
GKOS: -0.27
RDNT: 0.15

The current GKOS Sharpe Ratio is -0.09, which is lower than the RDNT Sharpe Ratio of 0.06. The chart below compares the historical Sharpe Ratios of GKOS and RDNT, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.001.002.003.004.00NovemberDecember2025FebruaryMarchApril
-0.09
0.06
GKOS
RDNT

Dividends

GKOS vs. RDNT - Dividend Comparison

Neither GKOS nor RDNT has paid dividends to shareholders.


Tickers have no history of dividend payments

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. For additional features, visit the drawdowns tool.


-50.00%-40.00%-30.00%-20.00%-10.00%0.00%NovemberDecember2025FebruaryMarchApril
-40.03%
-41.82%
GKOS
RDNT

Volatility

GKOS vs. RDNT - Volatility Comparison

Glaukos Corporation (GKOS) has a higher volatility of 23.57% compared to RadNet, Inc. (RDNT) at 16.65%. 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.


10.00%15.00%20.00%25.00%30.00%NovemberDecember2025FebruaryMarchApril
23.57%
16.65%
GKOS
RDNT

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


Values in USD except per share items