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

Correlation

The correlation between RDFN and ROKU is 0.45, 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. ROKU - Performance Comparison

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

-20.00%0.00%20.00%40.00%60.00%SeptemberOctoberNovemberDecember2025February
-7.28%
50.12%
RDFN
ROKU

Key characteristics

Sharpe Ratio

RDFN:

0.26

ROKU:

0.55

Sortino Ratio

RDFN:

1.02

ROKU:

1.11

Omega Ratio

RDFN:

1.11

ROKU:

1.15

Calmar Ratio

RDFN:

0.21

ROKU:

0.32

Martin Ratio

RDFN:

0.77

ROKU:

2.95

Ulcer Index

RDFN:

26.36%

ROKU:

9.80%

Daily Std Dev

RDFN:

78.08%

ROKU:

51.82%

Max Drawdown

RDFN:

-96.61%

ROKU:

-91.91%

Current Drawdown

RDFN:

-91.05%

ROKU:

-80.65%

Fundamentals

Market Cap

RDFN:

$1.11B

ROKU:

$13.49B

EPS

RDFN:

-$1.27

ROKU:

-$0.89

Total Revenue (TTM)

RDFN:

$798.70M

ROKU:

$4.11B

Gross Profit (TTM)

RDFN:

$267.86M

ROKU:

$1.78B

EBITDA (TTM)

RDFN:

-$87.88M

ROKU:

-$125.48M

Returns By Period

In the year-to-date period, RDFN achieves a 9.78% return, which is significantly lower than ROKU's 24.82% return.


RDFN

YTD

9.78%

1M

10.77%

6M

-7.30%

1Y

29.15%

5Y*

-23.31%

10Y*

N/A

ROKU

YTD

24.82%

1M

16.37%

6M

50.12%

1Y

45.21%

5Y*

-4.93%

10Y*

N/A

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

RDFN vs. ROKU — Risk-Adjusted Performance Rank

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

RDFN
The Risk-Adjusted Performance Rank of RDFN is 5757
Overall Rank
The Sharpe Ratio Rank of RDFN is 5656
Sharpe Ratio Rank
The Sortino Ratio Rank of RDFN is 6060
Sortino Ratio Rank
The Omega Ratio Rank of RDFN is 5656
Omega Ratio Rank
The Calmar Ratio Rank of RDFN is 5757
Calmar Ratio Rank
The Martin Ratio Rank of RDFN is 5555
Martin Ratio Rank

ROKU
The Risk-Adjusted Performance Rank of ROKU is 6464
Overall Rank
The Sharpe Ratio Rank of ROKU is 6666
Sharpe Ratio Rank
The Sortino Ratio Rank of ROKU is 6262
Sortino Ratio Rank
The Omega Ratio Rank of ROKU is 6161
Omega Ratio Rank
The Calmar Ratio Rank of ROKU is 6161
Calmar Ratio Rank
The Martin Ratio Rank of ROKU is 7272
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

RDFN vs. ROKU - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Redfin Corporation (RDFN) and Roku, Inc. (ROKU). 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 0.26, compared to the broader market-2.000.002.000.260.55
The chart of Sortino ratio for RDFN, currently valued at 1.02, compared to the broader market-4.00-2.000.002.004.006.001.021.11
The chart of Omega ratio for RDFN, currently valued at 1.11, compared to the broader market0.501.001.502.001.111.15
The chart of Calmar ratio for RDFN, currently valued at 0.21, compared to the broader market0.002.004.006.000.210.32
The chart of Martin ratio for RDFN, currently valued at 0.77, compared to the broader market-10.000.0010.0020.0030.000.772.95
RDFN
ROKU

The current RDFN Sharpe Ratio is 0.26, which is lower than the ROKU Sharpe Ratio of 0.55. The chart below compares the historical Sharpe Ratios of RDFN and ROKU, 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-0.500.000.501.001.50SeptemberOctoberNovemberDecember2025February
0.26
0.55
RDFN
ROKU

Dividends

RDFN vs. ROKU - Dividend Comparison

Neither RDFN nor ROKU has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

RDFN vs. ROKU - Drawdown Comparison

The maximum RDFN drawdown since its inception was -96.61%, which is greater than ROKU's maximum drawdown of -91.91%. Use the drawdown chart below to compare losses from any high point for RDFN and ROKU. For additional features, visit the drawdowns tool.


-92.00%-90.00%-88.00%-86.00%-84.00%-82.00%-80.00%SeptemberOctoberNovemberDecember2025February
-91.05%
-80.65%
RDFN
ROKU

Volatility

RDFN vs. ROKU - Volatility Comparison

The current volatility for Redfin Corporation (RDFN) is 16.45%, while Roku, Inc. (ROKU) has a volatility of 18.23%. This indicates that RDFN experiences smaller price fluctuations and is considered to be less risky than ROKU based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


10.00%15.00%20.00%25.00%30.00%35.00%SeptemberOctoberNovemberDecember2025February
16.45%
18.23%
RDFN
ROKU

Financials

RDFN vs. ROKU - Financials Comparison

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