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RDFN vs. RNG
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between RDFN and RNG is 0.44, 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.


-0.50.00.51.00.4

Performance

RDFN vs. RNG - Performance Comparison

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

-80.00%-60.00%-40.00%-20.00%0.00%20.00%JulyAugustSeptemberOctoberNovemberDecember
-61.45%
6.77%
RDFN
RNG

Key characteristics

Sharpe Ratio

RDFN:

-0.11

RNG:

0.31

Sortino Ratio

RDFN:

0.45

RNG:

0.77

Omega Ratio

RDFN:

1.05

RNG:

1.09

Calmar Ratio

RDFN:

-0.09

RNG:

0.15

Martin Ratio

RDFN:

-0.27

RNG:

1.04

Ulcer Index

RDFN:

32.59%

RNG:

13.37%

Daily Std Dev

RDFN:

80.78%

RNG:

44.25%

Max Drawdown

RDFN:

-96.61%

RNG:

-94.29%

Current Drawdown

RDFN:

-91.34%

RNG:

-91.53%

Fundamentals

Market Cap

RDFN:

$1.13B

RNG:

$3.53B

EPS

RDFN:

-$1.27

RNG:

-$1.05

PEG Ratio

RDFN:

0.00

RNG:

0.37

Total Revenue (TTM)

RDFN:

$1.02B

RNG:

$2.36B

Gross Profit (TTM)

RDFN:

$341.01M

RNG:

$1.66B

EBITDA (TTM)

RDFN:

-$116.96M

RNG:

$128.95M

Returns By Period

In the year-to-date period, RDFN achieves a -18.94% return, which is significantly lower than RNG's 10.54% return.


RDFN

YTD

-18.94%

1M

3.02%

6M

41.06%

1Y

-8.88%

5Y*

-17.16%

10Y*

N/A

RNG

YTD

10.54%

1M

5.54%

6M

35.59%

1Y

13.87%

5Y*

-26.05%

10Y*

10.00%

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Risk-Adjusted Performance

RDFN vs. RNG - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Redfin Corporation (RDFN) and RingCentral, Inc. (RNG). 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 -0.11, compared to the broader market-4.00-2.000.002.00-0.110.31
The chart of Sortino ratio for RDFN, currently valued at 0.45, compared to the broader market-4.00-2.000.002.004.000.450.77
The chart of Omega ratio for RDFN, currently valued at 1.05, compared to the broader market0.501.001.502.001.051.09
The chart of Calmar ratio for RDFN, currently valued at -0.09, compared to the broader market0.002.004.006.00-0.090.15
The chart of Martin ratio for RDFN, currently valued at -0.27, compared to the broader market0.0010.0020.00-0.271.04
RDFN
RNG

The current RDFN Sharpe Ratio is -0.11, which is lower than the RNG Sharpe Ratio of 0.31. The chart below compares the historical Sharpe Ratios of RDFN and RNG, 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-0.500.000.501.001.50JulyAugustSeptemberOctoberNovemberDecember
-0.11
0.31
RDFN
RNG

Dividends

RDFN vs. RNG - Dividend Comparison

Neither RDFN nor RNG has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

RDFN vs. RNG - Drawdown Comparison

The maximum RDFN drawdown since its inception was -96.61%, roughly equal to the maximum RNG drawdown of -94.29%. Use the drawdown chart below to compare losses from any high point for RDFN and RNG. For additional features, visit the drawdowns tool.


-94.00%-92.00%-90.00%-88.00%-86.00%JulyAugustSeptemberOctoberNovemberDecember
-91.34%
-91.53%
RDFN
RNG

Volatility

RDFN vs. RNG - Volatility Comparison

Redfin Corporation (RDFN) has a higher volatility of 18.64% compared to RingCentral, Inc. (RNG) at 15.82%. This indicates that RDFN's price experiences larger fluctuations and is considered to be riskier than RNG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%25.00%30.00%35.00%40.00%JulyAugustSeptemberOctoberNovemberDecember
18.64%
15.82%
RDFN
RNG

Financials

RDFN vs. RNG - Financials Comparison

This section allows you to compare key financial metrics between Redfin Corporation and RingCentral, 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
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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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