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

Correlation

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.


-0.50.00.51.00.6

Performance

RDFN vs. CGGR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Redfin Corporation (RDFN) and Capital Group Growth ETF (CGGR). The values are adjusted to include any dividend payments, if applicable.

-50.00%0.00%50.00%JulyAugustSeptemberOctoberNovemberDecember
-60.11%
59.91%
RDFN
CGGR

Key characteristics

Sharpe Ratio

RDFN:

-0.09

CGGR:

2.20

Sortino Ratio

RDFN:

0.49

CGGR:

2.87

Omega Ratio

RDFN:

1.05

CGGR:

1.40

Calmar Ratio

RDFN:

-0.08

CGGR:

3.65

Martin Ratio

RDFN:

-0.22

CGGR:

14.54

Ulcer Index

RDFN:

32.58%

CGGR:

2.48%

Daily Std Dev

RDFN:

80.88%

CGGR:

16.41%

Max Drawdown

RDFN:

-96.61%

CGGR:

-28.90%

Current Drawdown

RDFN:

-91.18%

CGGR:

-3.95%

Returns By Period

In the year-to-date period, RDFN achieves a -17.44% return, which is significantly lower than CGGR's 33.74% return.


RDFN

YTD

-17.44%

1M

6.90%

6M

41.29%

1Y

-10.88%

5Y*

-16.85%

10Y*

N/A

CGGR

YTD

33.74%

1M

1.29%

6M

15.03%

1Y

34.26%

5Y*

N/A

10Y*

N/A

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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.


Sharpe ratio
The chart of Sharpe ratio for RDFN, currently valued at -0.09, compared to the broader market-4.00-2.000.002.00-0.092.20
The chart of Sortino ratio for RDFN, currently valued at 0.49, compared to the broader market-4.00-2.000.002.004.000.492.87
The chart of Omega ratio for RDFN, currently valued at 1.05, compared to the broader market0.501.001.502.001.051.40
The chart of Calmar ratio for RDFN, currently valued at -0.09, compared to the broader market0.002.004.006.00-0.093.65
The chart of Martin ratio for RDFN, currently valued at -0.22, compared to the broader market-5.000.005.0010.0015.0020.0025.00-0.2214.54
RDFN
CGGR

The current RDFN Sharpe Ratio is -0.09, which is lower than the CGGR Sharpe Ratio of 2.20. 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-1.000.001.002.003.00JulyAugustSeptemberOctoberNovemberDecember
-0.09
2.20
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%JulyAugustSeptemberOctoberNovemberDecember
-62.35%
-3.95%
RDFN
CGGR

Volatility

RDFN vs. CGGR - Volatility Comparison

Redfin Corporation (RDFN) has a higher volatility of 19.07% compared to Capital Group Growth ETF (CGGR) at 5.42%. 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%JulyAugustSeptemberOctoberNovemberDecember
19.07%
5.42%
RDFN
CGGR
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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