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MITK vs. RDVT
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

MITK vs. RDVT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Mitek Systems, Inc. (MITK) and Red Violet, Inc. (RDVT). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, MITK achieves a 58.29% return, which is significantly higher than RDVT's 21.83% return.


MITK

1D
-2.17%
1M
-13.07%
6M
66.67%
YTD
58.29%
1Y
89.77%
3Y*
14.90%
5Y*
-5.46%
10Y*
8.79%
ALL TIME*
8.85%

RDVT

1D
1.49%
1M
5.89%
6M
52.55%
YTD
21.83%
1Y
63.71%
3Y*
49.95%
5Y*
23.71%
10Y*
ALL TIME*
11.13%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$11.78M$12.43M$18.20M
$12.91M$11.87M$10.68M

MITK vs. RDVT - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
MITK
Mitek Systems, Inc.
58.29%-5.21%-14.65%34.57%-45.41%-0.17%132.42%-29.23%41.31%
RDVT
Red Violet, Inc.
21.83%58.63%81.27%-13.25%-42.00%52.01%41.06%174.63%-76.76%

Correlation

The correlation between MITK and RDVT is 0.44, which is low. Their historical price movements had little consistent relationship.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.44

Correlation (3Y)
Balances recent behavior with more history.

0.31

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.31

Correlation (All Time)
Calculated using the full available price history since Mar 26, 2018

0.23

Over the past year, MITK and RDVT have become more correlated (0.44) than their long-term average of 0.23, meaning their price movements have been converging.

Fundamentals

Market Cap

MITK:

$754.15M

RDVT:

$978.88M

EPS

MITK:

$0.35

RDVT:

$0.97

PE Ratio

MITK:

48.06

RDVT:

71.19

PEG Ratio

MITK:

1.12

RDVT:

0.14

PS Ratio

MITK:

4.20

RDVT:

10.67

PB Ratio

MITK:

3.38

RDVT:

9.55

Total Revenue (TTM)

MITK:

$189.59M

RDVT:

$94.08M

Gross Profit (TTM)

MITK:

$166.84M

RDVT:

$79.25M

EBITDA (TTM)

MITK:

$43.01M

RDVT:

$23.76M

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Return for Risk

MITK vs. RDVT — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

MITK
MITK Risk / Return Rank: 8989
Overall Rank
MITK Sharpe Ratio Rank: 8787
Sharpe Ratio Rank
MITK Sortino Ratio Rank: 8888
Sortino Ratio Rank
MITK Omega Ratio Rank: 8686
Omega Ratio Rank
MITK Calmar Ratio Rank: 9292
Calmar Ratio Rank
MITK Martin Ratio Rank: 9191
Martin Ratio Rank

RDVT
RDVT Risk / Return Rank: 7575
Overall Rank
RDVT Sharpe Ratio Rank: 8080
Sharpe Ratio Rank
RDVT Sortino Ratio Rank: 7575
Sortino Ratio Rank
RDVT Omega Ratio Rank: 7575
Omega Ratio Rank
RDVT Calmar Ratio Rank: 7272
Calmar Ratio Rank
RDVT Martin Ratio Rank: 7171
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

MITK vs. RDVT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Mitek Systems, Inc. (MITK) and Red Violet, Inc. (RDVT). 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.


MITKRDVTDifference
Sharpe ratioReturn per unit of total volatility

+0.42

Sortino ratioReturn per unit of downside risk

+0.81

Omega ratioGain probability vs. loss probability

1.31

1.23

+0.09

Calmar ratioReturn relative to maximum drawdown

4.08

1.35

+2.73

Martin ratioReturn relative to average drawdown

10.45

3.06

+7.38

MITK vs. RDVT - Sharpe Ratio Comparison

The current MITK Sharpe Ratio is 1.64, which is higher than the RDVT Sharpe Ratio of 1.21. The chart below compares the historical Sharpe Ratios of MITK and RDVT, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

MITK vs. RDVT - Drawdown Comparison

The maximum MITK drawdown since its inception was -99.67%, which is greater than RDVT's maximum drawdown of -90.17%. Use the drawdown chart below to compare losses from any high point for MITK and RDVT.


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Drawdown Indicators


MITKRDVTDifference

Max Drawdown

Largest peak-to-trough decline

-99.67%

-90.17%

-9.50%

Max Drawdown (1Y)

Largest decline over 1 year

-21.00%

-42.11%

+21.11%

Max Drawdown (3Y)

Largest decline over 3 years

-52.06%

-42.11%

-9.95%

Max Drawdown (5Y)

Largest decline over 5 years

-69.13%

-63.73%

-5.40%

Max Drawdown (10Y)

Largest decline over 10 years

-69.13%

Current Drawdown

Current decline from peak

-27.49%

0.00%

-27.49%

Average Drawdown

Average peak-to-trough decline

-65.17%

-49.64%

-15.53%

Ulcer Index

Depth and duration of drawdowns from previous peaks

8.18%

18.50%

-10.32%

Volatility

MITK vs. RDVT - Volatility Comparison

Mitek Systems, Inc. (MITK) has a higher volatility of 15.74% compared to Red Violet, Inc. (RDVT) at 12.97%. This indicates that MITK's price experiences larger fluctuations and is considered to be riskier than RDVT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


MITKRDVTDifference

Volatility (1M)

Calculated over the trailing 1-month period

15.74%

12.97%

+2.77%

Volatility (6M)

Calculated over the trailing 6-month period

44.63%

37.65%

+6.98%

Volatility (1Y)

Calculated over the trailing 1-year period

52.32%

46.87%

+5.45%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

46.53%

49.45%

-2.92%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

47.13%

71.02%

-23.89%

Dividends

MITK vs. RDVT - Dividend Comparison

Neither MITK nor RDVT has paid dividends to shareholders.


PositionTTM2025
MITK
Mitek Systems, Inc.
0.00%0.00%
RDVT
Red Violet, Inc.
0.00%0.53%

Financials

MITK vs. RDVT - Financials Comparison

This section allows you to compare key financial metrics between Mitek Systems, Inc. and Red Violet, 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

MITK vs. RDVT - Profitability Comparison

The chart below illustrates the profitability comparison between Mitek Systems, Inc. and Red Violet, Inc. over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

MITK - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Aug 2026, Mitek Systems, Inc. reported a gross profit of 54.81M and revenue of 54.84M. Therefore, the gross margin over that period was 99.9%.

RDVT - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Aug 2026, Red Violet, Inc. reported a gross profit of 22.01M and revenue of 25.83M. Therefore, the gross margin over that period was 85.2%.

MITK - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Aug 2026, Mitek Systems, Inc. reported an operating income of 13.55M and revenue of 54.84M, resulting in an operating margin of 24.7%.

RDVT - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Aug 2026, Red Violet, Inc. reported an operating income of 5.44M and revenue of 25.83M, resulting in an operating margin of 21.1%.

MITK - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Aug 2026, Mitek Systems, Inc. reported a net income of 9.54M and revenue of 54.84M, resulting in a net margin of 17.4%.

RDVT - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Aug 2026, Red Violet, Inc. reported a net income of 4.39M and revenue of 25.83M, resulting in a net margin of 17.0%.


Frequently Asked Questions


MITK and RDVT have a correlation of 0.44, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

MITK has higher volatility (15.74%) compared to RDVT (12.97%). In terms of maximum drawdown, MITK dropped -99.67% vs RDVT's -90.17%.

MITK currently has the higher Sharpe Ratio (1.64 vs 1.21), 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

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