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RDFN vs. CGGR
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


RDFNCGGR
YTD Return-4.55%33.49%
1Y Return84.80%48.62%
Sharpe Ratio1.033.22
Sortino Ratio2.014.13
Omega Ratio1.221.58
Calmar Ratio0.925.18
Martin Ratio2.8921.19
Ulcer Index30.07%2.42%
Daily Std Dev84.92%15.86%
Max Drawdown-96.61%-28.90%
Current Drawdown-89.80%0.00%

Correlation

-0.50.00.51.00.6

The correlation between RDFN and CGGR is 0.57, 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.

Performance

RDFN vs. CGGR - Performance Comparison

In the year-to-date period, RDFN achieves a -4.55% return, which is significantly lower than CGGR's 33.49% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-20.00%0.00%20.00%40.00%60.00%80.00%JuneJulyAugustSeptemberOctoberNovember
23.12%
19.94%
RDFN
CGGR

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Risk-Adjusted Performance

RDFN vs. CGGR - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Redfin Corporation (RDFN) and Capital Group Growth ETF (CGGR). 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.


RDFN
Sharpe ratio
The chart of Sharpe ratio for RDFN, currently valued at 1.03, compared to the broader market-4.00-2.000.002.004.001.03
Sortino ratio
The chart of Sortino ratio for RDFN, currently valued at 2.01, compared to the broader market-4.00-2.000.002.004.006.002.01
Omega ratio
The chart of Omega ratio for RDFN, currently valued at 1.22, compared to the broader market0.501.001.502.001.22
Calmar ratio
The chart of Calmar ratio for RDFN, currently valued at 1.13, compared to the broader market0.002.004.006.001.13
Martin ratio
The chart of Martin ratio for RDFN, currently valued at 2.89, compared to the broader market0.0010.0020.0030.002.89
CGGR
Sharpe ratio
The chart of Sharpe ratio for CGGR, currently valued at 3.22, compared to the broader market-4.00-2.000.002.004.003.22
Sortino ratio
The chart of Sortino ratio for CGGR, currently valued at 4.13, compared to the broader market-4.00-2.000.002.004.006.004.13
Omega ratio
The chart of Omega ratio for CGGR, currently valued at 1.58, compared to the broader market0.501.001.502.001.58
Calmar ratio
The chart of Calmar ratio for CGGR, currently valued at 5.18, compared to the broader market0.002.004.006.005.18
Martin ratio
The chart of Martin ratio for CGGR, currently valued at 21.19, compared to the broader market0.0010.0020.0030.0021.19

RDFN vs. CGGR - Sharpe Ratio Comparison

The current RDFN Sharpe Ratio is 1.03, which is lower than the CGGR Sharpe Ratio of 3.22. The chart below compares the historical Sharpe Ratios of RDFN and CGGR, 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 Ratio-1.000.001.002.003.00JuneJulyAugustSeptemberOctoberNovember
1.03
3.22
RDFN
CGGR

Dividends

RDFN vs. CGGR - Dividend Comparison

RDFN has not paid dividends to shareholders, while CGGR's dividend yield for the trailing twelve months is around 0.31%.


TTM20232022
RDFN
Redfin Corporation
0.00%0.00%0.00%
CGGR
Capital Group Growth ETF
0.31%0.40%0.34%

Drawdowns

RDFN vs. CGGR - Drawdown Comparison

The maximum RDFN drawdown since its inception was -96.61%, which is greater than CGGR's maximum drawdown of -28.90%. Use the drawdown chart below to compare losses from any high point for RDFN and CGGR. For additional features, visit the drawdowns tool.


-80.00%-60.00%-40.00%-20.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-56.47%
0
RDFN
CGGR

Volatility

RDFN vs. CGGR - Volatility Comparison

Redfin Corporation (RDFN) has a higher volatility of 25.05% compared to Capital Group Growth ETF (CGGR) at 5.06%. This indicates that RDFN's price experiences larger fluctuations and is considered to be riskier than CGGR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%10.00%20.00%30.00%40.00%JuneJulyAugustSeptemberOctoberNovember
25.05%
5.06%
RDFN
CGGR