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

Performance

MPTI vs. RDVT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in M-tron Industries Inc (MPTI) 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, MPTI achieves a 72.42% return, which is significantly higher than RDVT's -6.08% return.


MPTI

1D
3.82%
1M
13.00%
YTD
72.42%
6M
72.71%
1Y
96.74%
3Y*
110.83%
5Y*
10Y*

RDVT

1D
1.00%
1M
7.63%
YTD
-6.08%
6M
-3.98%
1Y
17.20%
3Y*
36.51%
5Y*
19.97%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

MPTI vs. RDVT - Yearly Performance Comparison


2026 (YTD)2025202420232022
MPTI
M-tron Industries Inc
72.42%31.87%35.66%308.00%-33.21%
RDVT
Red Violet, Inc.
-6.08%58.63%81.27%-13.25%25.18%

Correlation

The correlation between MPTI and RDVT is 0.20, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.20

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

0.10

Correlation (All Time)
Calculated using the full available price history since Oct 4, 2022

0.07

The correlation between MPTI and RDVT shifts across timeframes, from 0.07 (all time) to 0.20 (1 year), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap

MPTI:

$327.77M

RDVT:

$769.95M

EPS

MPTI:

$2.86

RDVT:

$0.97

PE Ratio

MPTI:

32.07

RDVT:

54.97

PEG Ratio

MPTI:

0.56

RDVT:

0.11

PS Ratio

MPTI:

5.24

RDVT:

8.24

PB Ratio

MPTI:

4.49

RDVT:

7.37

Total Revenue (TTM)

MPTI:

$56.37M

RDVT:

$94.08M

Gross Profit (TTM)

MPTI:

$25.34M

RDVT:

$79.25M

EBITDA (TTM)

MPTI:

$12.24M

RDVT:

$23.76M

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Return for Risk

MPTI vs. RDVT — Risk / Return Rank

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

MPTI
MPTI Risk / Return Rank: 8686
Overall Rank
MPTI Sharpe Ratio Rank: 8686
Sharpe Ratio Rank
MPTI Sortino Ratio Rank: 8282
Sortino Ratio Rank
MPTI Omega Ratio Rank: 8181
Omega Ratio Rank
MPTI Calmar Ratio Rank: 8989
Calmar Ratio Rank
MPTI Martin Ratio Rank: 8989
Martin Ratio Rank

RDVT
RDVT Risk / Return Rank: 5353
Overall Rank
RDVT Sharpe Ratio Rank: 5656
Sharpe Ratio Rank
RDVT Sortino Ratio Rank: 5252
Sortino Ratio Rank
RDVT Omega Ratio Rank: 5151
Omega Ratio Rank
RDVT Calmar Ratio Rank: 5252
Calmar Ratio Rank
RDVT Martin Ratio Rank: 5353
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.

MPTI vs. RDVT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for M-tron Industries Inc (MPTI) 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.


MPTIRDVTDifference
Sharpe ratioReturn per unit of total volatility

+1.39

Sortino ratioReturn per unit of downside risk

+1.59

Omega ratioGain probability vs. loss probability

1.31

1.10

+0.20

Calmar ratioReturn relative to maximum drawdown

4.20

0.41

+3.79

Martin ratioReturn relative to average drawdown

10.96

0.91

+10.05

MPTI vs. RDVT - Sharpe Ratio Comparison

The current MPTI Sharpe Ratio is 1.76, which is higher than the RDVT Sharpe Ratio of 0.38. The chart below compares the historical Sharpe Ratios of MPTI 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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Sharpe Ratios by Period


MPTIRDVTDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.76

0.38

+1.39

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.41

Sharpe Ratio (All Time)

Calculated using the full available price history

1.12

0.03

+1.09

Drawdowns

MPTI vs. RDVT - Drawdown Comparison

The maximum MPTI drawdown since its inception was -49.99%, smaller than the maximum RDVT drawdown of -90.17%. Use the drawdown chart below to compare losses from any high point for MPTI and RDVT.


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Drawdown Indicators


MPTIRDVTDifference

Max Drawdown

Largest peak-to-trough decline

-49.99%

-90.17%

+40.18%

Max Drawdown (1Y)

Largest decline over 1 year

-23.16%

-42.11%

+18.95%

Max Drawdown (3Y)

Largest decline over 3 years

-49.99%

-42.11%

-7.88%

Max Drawdown (5Y)

Largest decline over 5 years

-63.73%

Current Drawdown

Current decline from peak

-0.75%

-9.98%

+9.23%

Average Drawdown

Average peak-to-trough decline

-18.87%

-50.47%

+31.60%

Ulcer Index

Depth and duration of drawdowns from previous peaks

8.86%

18.92%

-10.06%

Volatility

MPTI vs. RDVT - Volatility Comparison

The current volatility for M-tron Industries Inc (MPTI) is 14.33%, while Red Violet, Inc. (RDVT) has a volatility of 15.61%. This indicates that MPTI experiences smaller price fluctuations and is considered to be less risky 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


MPTIRDVTDifference

Volatility (1M)

Calculated over the trailing 1-month period

14.33%

15.61%

-1.28%

Volatility (6M)

Calculated over the trailing 6-month period

40.01%

37.64%

+2.37%

Volatility (1Y)

Calculated over the trailing 1-year period

55.35%

46.14%

+9.21%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

70.56%

49.36%

+21.20%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

70.56%

68.31%

+2.25%

Dividends

MPTI vs. RDVT - Dividend Comparison

Neither MPTI nor RDVT has paid dividends to shareholders.


PositionTTM2025
MPTI
M-tron Industries Inc
0.00%0.00%
RDVT
Red Violet, Inc.
0.00%0.53%

Financials

MPTI vs. RDVT - Financials Comparison

This section allows you to compare key financial metrics between M-tron Industries 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


10.00M15.00M20.00M25.00M20222023202420252026
14.69M
25.83M
(MPTI) Total Revenue
(RDVT) Total Revenue
Values in USD except per share items

MPTI vs. RDVT - Profitability Comparison

The chart below illustrates the profitability comparison between M-tron Industries 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

30.0%40.0%50.0%60.0%70.0%80.0%90.0%20222023202420252026
44.9%
85.2%
Portfolio components
MPTI - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, M-tron Industries Inc reported a gross profit of 6.59M and revenue of 14.69M. Therefore, the gross margin over that period was 44.9%.

RDVT - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 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%.

MPTI - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, M-tron Industries Inc reported an operating income of 2.61M and revenue of 14.69M, resulting in an operating margin of 17.8%.

RDVT - Operating Margin

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

MPTI - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, M-tron Industries Inc reported a net income of 2.39M and revenue of 14.69M, resulting in a net margin of 16.3%.

RDVT - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 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


MPTI and RDVT have a correlation of 0.20, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

RDVT has higher volatility (15.61%) compared to MPTI (14.33%). In terms of maximum drawdown, MPTI dropped -49.99% vs RDVT's -90.17%.

MPTI currently has the higher Sharpe Ratio (1.76 vs 0.38), 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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