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

Correlation

The correlation between LH and RDNT is 0.40, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Performance

LH vs. RDNT - Performance Comparison

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

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Key characteristics

Sharpe Ratio

LH:

0.70

RDNT:

0.08

Sortino Ratio

LH:

1.29

RDNT:

0.64

Omega Ratio

LH:

1.16

RDNT:

1.07

Calmar Ratio

LH:

0.70

RDNT:

0.17

Martin Ratio

LH:

3.13

RDNT:

0.37

Ulcer Index

LH:

5.93%

RDNT:

21.88%

Daily Std Dev

LH:

24.32%

RDNT:

45.87%

Max Drawdown

LH:

-96.05%

RDNT:

-92.15%

Current Drawdown

LH:

-5.27%

RDNT:

-30.24%

Fundamentals

Market Cap

LH:

$20.29B

RDNT:

$4.53B

EPS

LH:

$8.68

RDNT:

-$0.43

PEG Ratio

LH:

0.92

RDNT:

2.32

PS Ratio

LH:

1.54

RDNT:

2.42

PB Ratio

LH:

2.44

RDNT:

5.06

Total Revenue (TTM)

LH:

$13.18B

RDNT:

$1.42B

Gross Profit (TTM)

LH:

$3.61B

RDNT:

$580.09M

EBITDA (TTM)

LH:

$1.80B

RDNT:

$621.66M

Returns By Period

In the year-to-date period, LH achieves a 7.70% return, which is significantly higher than RDNT's -13.72% return. Over the past 10 years, LH has underperformed RDNT with an annualized return of 9.65%, while RDNT has yielded a comparatively higher 24.41% annualized return.


LH

YTD

7.70%

1M

8.96%

6M

4.00%

1Y

16.98%

5Y*

12.24%

10Y*

9.65%

RDNT

YTD

-13.72%

1M

13.53%

6M

-25.66%

1Y

3.47%

5Y*

32.25%

10Y*

24.41%

*Annualized

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Risk-Adjusted Performance

LH vs. RDNT — Risk-Adjusted Performance Rank

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

LH
The Risk-Adjusted Performance Rank of LH is 7575
Overall Rank
The Sharpe Ratio Rank of LH is 7777
Sharpe Ratio Rank
The Sortino Ratio Rank of LH is 7373
Sortino Ratio Rank
The Omega Ratio Rank of LH is 6969
Omega Ratio Rank
The Calmar Ratio Rank of LH is 7878
Calmar Ratio Rank
The Martin Ratio Rank of LH is 8080
Martin Ratio Rank

RDNT
The Risk-Adjusted Performance Rank of RDNT is 5656
Overall Rank
The Sharpe Ratio Rank of RDNT is 5555
Sharpe Ratio Rank
The Sortino Ratio Rank of RDNT is 5555
Sortino Ratio Rank
The Omega Ratio Rank of RDNT is 5252
Omega Ratio Rank
The Calmar Ratio Rank of RDNT is 6060
Calmar Ratio Rank
The Martin Ratio Rank of RDNT is 5656
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.

LH vs. RDNT - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Laboratory Corporation of America Holdings (LH) 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 current LH Sharpe Ratio is 0.70, which is higher than the RDNT Sharpe Ratio of 0.08. The chart below compares the historical Sharpe Ratios of LH 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.


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Dividends

LH vs. RDNT - Dividend Comparison

LH's dividend yield for the trailing twelve months is around 1.17%, while RDNT has not paid dividends to shareholders.


TTM202420232022
LH
Laboratory Corporation of America Holdings
1.17%1.26%1.18%0.92%
RDNT
RadNet, Inc.
0.00%0.00%0.00%0.00%

Drawdowns

LH vs. RDNT - Drawdown Comparison

The maximum LH drawdown since its inception was -96.05%, roughly equal to the maximum RDNT drawdown of -92.15%. Use the drawdown chart below to compare losses from any high point for LH and RDNT. For additional features, visit the drawdowns tool.


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Volatility

LH vs. RDNT - Volatility Comparison

The current volatility for Laboratory Corporation of America Holdings (LH) is 9.22%, while RadNet, Inc. (RDNT) has a volatility of 11.61%. This indicates that LH experiences smaller price fluctuations and is considered to be less risky than RDNT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Financials

LH vs. RDNT - Financials Comparison

This section allows you to compare key financial metrics between Laboratory Corporation of America Holdings 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


0.001.00B2.00B3.00B4.00B20212022202320242025
3.35B
19.22M
(LH) Total Revenue
(RDNT) Total Revenue
Values in USD except per share items