RDN vs. AMRK
Compare and contrast key facts about Radian Group Inc. (RDN) and A-Mark Precious Metals, Inc. (AMRK).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: RDN or AMRK.
Performance
RDN vs. AMRK - Performance Comparison
Returns By Period
In the year-to-date period, RDN achieves a 21.99% return, which is significantly higher than AMRK's 1.12% return. Over the past 10 years, RDN has underperformed AMRK with an annualized return of 8.96%, while AMRK has yielded a comparatively higher 23.84% annualized return.
RDN
21.99%
-0.96%
11.75%
38.13%
9.18%
8.96%
AMRK
1.12%
-27.28%
-21.27%
9.91%
49.54%
23.84%
Fundamentals
RDN | AMRK | |
---|---|---|
Market Cap | $5.00B | $693.44M |
EPS | $3.86 | $2.44 |
PE Ratio | 8.70 | 12.26 |
PEG Ratio | 1.18 | 0.00 |
Total Revenue (TTM) | $1.30B | $9.95B |
Gross Profit (TTM) | $794.35M | $197.53M |
EBITDA (TTM) | $406.78M | $83.84M |
Key characteristics
RDN | AMRK | |
---|---|---|
Sharpe Ratio | 1.44 | 0.19 |
Sortino Ratio | 1.95 | 0.64 |
Omega Ratio | 1.26 | 1.08 |
Calmar Ratio | 0.68 | 0.23 |
Martin Ratio | 6.53 | 0.68 |
Ulcer Index | 5.81% | 13.37% |
Daily Std Dev | 26.41% | 48.14% |
Max Drawdown | -98.83% | -63.15% |
Current Drawdown | -38.97% | -35.95% |
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Correlation
The correlation between RDN and AMRK is 0.14, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Risk-Adjusted Performance
RDN vs. AMRK - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Radian Group Inc. (RDN) and A-Mark Precious Metals, Inc. (AMRK). 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.
Dividends
RDN vs. AMRK - Dividend Comparison
RDN's dividend yield for the trailing twelve months is around 2.82%, more than AMRK's 2.67% yield.
TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
Radian Group Inc. | 2.82% | 3.15% | 4.20% | 2.58% | 2.47% | 0.04% | 0.06% | 0.05% | 0.06% | 0.07% | 0.06% | 0.07% |
A-Mark Precious Metals, Inc. | 2.67% | 5.95% | 3.46% | 3.27% | 11.70% | 0.00% | 0.68% | 2.18% | 1.44% | 1.06% | 0.00% | 0.00% |
Drawdowns
RDN vs. AMRK - Drawdown Comparison
The maximum RDN drawdown since its inception was -98.83%, which is greater than AMRK's maximum drawdown of -63.15%. Use the drawdown chart below to compare losses from any high point for RDN and AMRK. For additional features, visit the drawdowns tool.
Volatility
RDN vs. AMRK - Volatility Comparison
The current volatility for Radian Group Inc. (RDN) is 13.50%, while A-Mark Precious Metals, Inc. (AMRK) has a volatility of 19.01%. This indicates that RDN experiences smaller price fluctuations and is considered to be less risky than AMRK based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Financials
RDN vs. AMRK - Financials Comparison
This section allows you to compare key financial metrics between Radian Group Inc. and A-Mark Precious Metals, 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.
Total Revenue: Total amount of money received from sales and other business activities