PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
RDFN vs. SHOP
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between RDFN and SHOP is 0.41, 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. SHOP - Performance Comparison

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

-20.00%0.00%20.00%40.00%60.00%80.00%SeptemberOctoberNovemberDecember2025February
-3.54%
71.82%
RDFN
SHOP

Key characteristics

Sharpe Ratio

RDFN:

0.18

SHOP:

1.01

Sortino Ratio

RDFN:

0.91

SHOP:

1.71

Omega Ratio

RDFN:

1.10

SHOP:

1.24

Calmar Ratio

RDFN:

0.15

SHOP:

0.75

Martin Ratio

RDFN:

0.54

SHOP:

3.72

Ulcer Index

RDFN:

26.28%

SHOP:

13.96%

Daily Std Dev

RDFN:

78.05%

SHOP:

51.24%

Max Drawdown

RDFN:

-96.61%

SHOP:

-84.82%

Current Drawdown

RDFN:

-90.69%

SHOP:

-24.49%

Fundamentals

Market Cap

RDFN:

$1.11B

SHOP:

$141.30B

EPS

RDFN:

-$1.27

SHOP:

$0.99

PEG Ratio

RDFN:

0.00

SHOP:

11.14

Total Revenue (TTM)

RDFN:

$798.70M

SHOP:

$8.88B

Gross Profit (TTM)

RDFN:

$267.86M

SHOP:

$4.47B

EBITDA (TTM)

RDFN:

-$87.88M

SHOP:

$1.38B

Returns By Period

In the year-to-date period, RDFN achieves a 14.23% return, which is significantly lower than SHOP's 20.06% return.


RDFN

YTD

14.23%

1M

16.91%

6M

-0.55%

1Y

29.17%

5Y*

-22.71%

10Y*

N/A

SHOP

YTD

20.06%

1M

23.52%

6M

67.66%

1Y

62.38%

5Y*

19.73%

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. SHOP — 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 5353
Overall Rank
The Sharpe Ratio Rank of RDFN is 5353
Sharpe Ratio Rank
The Sortino Ratio Rank of RDFN is 5656
Sortino Ratio Rank
The Omega Ratio Rank of RDFN is 5252
Omega Ratio Rank
The Calmar Ratio Rank of RDFN is 5353
Calmar Ratio Rank
The Martin Ratio Rank of RDFN is 5353
Martin Ratio Rank

SHOP
The Risk-Adjusted Performance Rank of SHOP is 7575
Overall Rank
The Sharpe Ratio Rank of SHOP is 7878
Sharpe Ratio Rank
The Sortino Ratio Rank of SHOP is 7474
Sortino Ratio Rank
The Omega Ratio Rank of SHOP is 7575
Omega Ratio Rank
The Calmar Ratio Rank of SHOP is 7474
Calmar Ratio Rank
The Martin Ratio Rank of SHOP is 7676
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. SHOP - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Redfin Corporation (RDFN) and Shopify Inc. (SHOP). 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 0.18, compared to the broader market-2.000.002.000.181.01
The chart of Sortino ratio for RDFN, currently valued at 0.91, compared to the broader market-4.00-2.000.002.004.006.000.911.71
The chart of Omega ratio for RDFN, currently valued at 1.10, compared to the broader market0.501.001.502.001.101.24
The chart of Calmar ratio for RDFN, currently valued at 0.15, compared to the broader market0.002.004.006.000.150.75
The chart of Martin ratio for RDFN, currently valued at 0.54, compared to the broader market0.0010.0020.0030.000.543.72
RDFN
SHOP

The current RDFN Sharpe Ratio is 0.18, which is lower than the SHOP Sharpe Ratio of 1.01. The chart below compares the historical Sharpe Ratios of RDFN and SHOP, 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 Ratio0.000.501.001.50SeptemberOctoberNovemberDecember2025February
0.18
1.01
RDFN
SHOP

Dividends

RDFN vs. SHOP - Dividend Comparison

Neither RDFN nor SHOP has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

RDFN vs. SHOP - Drawdown Comparison

The maximum RDFN drawdown since its inception was -96.61%, which is greater than SHOP's maximum drawdown of -84.82%. Use the drawdown chart below to compare losses from any high point for RDFN and SHOP. For additional features, visit the drawdowns tool.


-100.00%-80.00%-60.00%-40.00%-20.00%SeptemberOctoberNovemberDecember2025February
-90.69%
-24.49%
RDFN
SHOP

Volatility

RDFN vs. SHOP - Volatility Comparison

Redfin Corporation (RDFN) has a higher volatility of 15.78% compared to Shopify Inc. (SHOP) at 13.29%. This indicates that RDFN's price experiences larger fluctuations and is considered to be riskier than SHOP 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%SeptemberOctoberNovemberDecember2025February
15.78%
13.29%
RDFN
SHOP

Financials

RDFN vs. SHOP - Financials Comparison

This section allows you to compare key financial metrics between Redfin Corporation and Shopify 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
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


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.

Copyright © 2025 PortfoliosLab