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RDN vs. AMRK
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Performance

RDN vs. AMRK - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Radian Group Inc. (RDN) and A-Mark Precious Metals, Inc. (AMRK). The values are adjusted to include any dividend payments, if applicable.

-20.00%-10.00%0.00%10.00%20.00%JuneJulyAugustSeptemberOctoberNovember
10.28%
-20.48%
RDN
AMRK

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

YTD

21.99%

1M

-0.96%

6M

11.75%

1Y

38.13%

5Y (annualized)

9.18%

10Y (annualized)

8.96%

AMRK

YTD

1.12%

1M

-27.28%

6M

-21.27%

1Y

9.91%

5Y (annualized)

49.54%

10Y (annualized)

23.84%

Fundamentals


RDNAMRK
Market Cap$5.00B$693.44M
EPS$3.86$2.44
PE Ratio8.7012.26
PEG Ratio1.180.00
Total Revenue (TTM)$1.30B$9.95B
Gross Profit (TTM)$794.35M$197.53M
EBITDA (TTM)$406.78M$83.84M

Key characteristics


RDNAMRK
Sharpe Ratio1.440.19
Sortino Ratio1.950.64
Omega Ratio1.261.08
Calmar Ratio0.680.23
Martin Ratio6.530.68
Ulcer Index5.81%13.37%
Daily Std Dev26.41%48.14%
Max Drawdown-98.83%-63.15%
Current Drawdown-38.97%-35.95%

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Correlation

-0.50.00.51.00.1

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.


Sharpe ratio
The chart of Sharpe ratio for RDN, currently valued at 1.44, compared to the broader market-4.00-2.000.002.004.001.440.19
The chart of Sortino ratio for RDN, currently valued at 1.95, compared to the broader market-4.00-2.000.002.004.001.950.64
The chart of Omega ratio for RDN, currently valued at 1.26, compared to the broader market0.501.001.502.001.261.08
The chart of Calmar ratio for RDN, currently valued at 2.68, compared to the broader market0.002.004.006.002.680.23
The chart of Martin ratio for RDN, currently valued at 6.53, compared to the broader market0.0010.0020.0030.006.530.68
RDN
AMRK

The current RDN Sharpe Ratio is 1.44, which is higher than the AMRK Sharpe Ratio of 0.19. The chart below compares the historical Sharpe Ratios of RDN and AMRK, 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 Ratio0.000.501.001.502.00JuneJulyAugustSeptemberOctoberNovember
1.44
0.19
RDN
AMRK

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.


TTM20232022202120202019201820172016201520142013
RDN
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%
AMRK
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.


-40.00%-30.00%-20.00%-10.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-7.82%
-35.95%
RDN
AMRK

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.


5.00%10.00%15.00%20.00%JuneJulyAugustSeptemberOctoberNovember
13.50%
19.01%
RDN
AMRK

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.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


Values in USD except per share items