PortfoliosLab logoPortfoliosLab logo
RDN vs. LOPE
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

RDN vs. LOPE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Radian Group Inc. (RDN) and Grand Canyon Education, Inc. (LOPE). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, RDN achieves a 10.00% return, which is significantly higher than LOPE's -12.61% return. Over the past 10 years, RDN has outperformed LOPE with an annualized return of 14.34%, while LOPE has yielded a comparatively lower 13.30% annualized return.


RDN

1D
0.46%
1M
2.77%
6M
20.33%
YTD
10.00%
1Y
22.01%
3Y*
16.69%
5Y*
15.22%
10Y*
14.34%
ALL TIME*
7.42%

LOPE

1D
-3.19%
1M
-4.79%
6M
-16.39%
YTD
-12.61%
1Y
-14.58%
3Y*
10.10%
5Y*
9.49%
10Y*
13.30%
ALL TIME*
16.33%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$57.38M$55.54M$52.07M
$39.21M$49.29M$49.40M

RDN vs. LOPE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
RDN
Radian Group Inc.
10.00%16.90%14.55%55.31%-6.35%6.97%-17.20%53.86%-20.58%14.69%
LOPE
Grand Canyon Education, Inc.
-12.61%1.53%24.05%24.97%23.28%-7.95%-2.80%-0.36%7.38%53.17%

Correlation

The correlation between RDN and LOPE is 0.28, which is low. Their historical price movements had little consistent relationship.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.28

Correlation (3Y)
Balances recent behavior with more history.

0.32

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.32

Correlation (10Y)
Provides a long-term view across more market conditions.

0.30

Correlation (All Time)
Calculated using the full available price history since Nov 20, 2008

0.26

Fundamentals

Market Cap

RDN:

$5.18B

LOPE:

$3.85B

EPS

RDN:

$4.22

LOPE:

$8.26

PE Ratio

RDN:

9.23

LOPE:

17.60

PEG Ratio

RDN:

1.08

LOPE:

2.41

PS Ratio

RDN:

4.31

LOPE:

4.49

Total Revenue (TTM)

RDN:

$1.25B

LOPE:

$878.02M

Gross Profit (TTM)

RDN:

$1.15B

LOPE:

$475.96M

EBITDA (TTM)

RDN:

$872.38M

LOPE:

$320.95M

Compare stocks, funds, or ETFs

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


Return for Risk

RDN vs. LOPE — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

RDN
RDN Risk / Return Rank: 7373
Overall Rank
RDN Sharpe Ratio Rank: 7575
Sharpe Ratio Rank
RDN Sortino Ratio Rank: 7070
Sortino Ratio Rank
RDN Omega Ratio Rank: 6969
Omega Ratio Rank
RDN Calmar Ratio Rank: 7575
Calmar Ratio Rank
RDN Martin Ratio Rank: 7373
Martin Ratio Rank

LOPE
LOPE Risk / Return Rank: 2828
Overall Rank
LOPE Sharpe Ratio Rank: 2626
Sharpe Ratio Rank
LOPE Sortino Ratio Rank: 2424
Sortino Ratio Rank
LOPE Omega Ratio Rank: 2424
Omega Ratio Rank
LOPE Calmar Ratio Rank: 3232
Calmar Ratio Rank
LOPE Martin Ratio Rank: 3333
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

RDN vs. LOPE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Radian Group Inc. (RDN) and Grand Canyon Education, Inc. (LOPE). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


RDNLOPEDifference
Sharpe ratioReturn per unit of total volatility

+1.39

Sortino ratioReturn per unit of downside risk

+1.88

Omega ratioGain probability vs. loss probability

1.19

0.95

+0.24

Calmar ratioReturn relative to maximum drawdown

1.62

-0.36

+1.99

Martin ratioReturn relative to average drawdown

3.56

-0.59

+4.15

RDN vs. LOPE - Sharpe Ratio Comparison

The current RDN Sharpe Ratio is 0.98, which is higher than the LOPE Sharpe Ratio of -0.41. The chart below compares the historical Sharpe Ratios of RDN and LOPE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Drawdowns

RDN vs. LOPE - Drawdown Comparison

The maximum RDN drawdown since its inception was -98.83%, which is greater than LOPE's maximum drawdown of -54.81%. Use the drawdown chart below to compare losses from any high point for RDN and LOPE.


Loading charts...

Drawdown Indicators


RDNLOPEDifference

Max Drawdown

Largest peak-to-trough decline

-98.83%

-54.81%

-44.02%

Max Drawdown (1Y)

Largest decline over 1 year

-14.34%

-38.01%

+23.67%

Max Drawdown (3Y)

Largest decline over 3 years

-16.50%

-38.01%

+21.51%

Max Drawdown (5Y)

Largest decline over 5 years

-25.84%

-38.01%

+12.17%

Max Drawdown (10Y)

Largest decline over 10 years

-62.80%

-54.81%

-7.99%

Current Drawdown

Current decline from peak

-26.31%

-34.10%

+7.79%

Average Drawdown

Average peak-to-trough decline

-46.89%

-17.82%

-29.07%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.52%

23.47%

-16.95%

Volatility

RDN vs. LOPE - Volatility Comparison

The current volatility for Radian Group Inc. (RDN) is 6.77%, while Grand Canyon Education, Inc. (LOPE) has a volatility of 13.03%. This indicates that RDN experiences smaller price fluctuations and is considered to be less risky than LOPE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


RDNLOPEDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.77%

13.03%

-6.26%

Volatility (6M)

Calculated over the trailing 6-month period

16.99%

23.83%

-6.84%

Volatility (1Y)

Calculated over the trailing 1-year period

23.97%

33.52%

-9.55%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

25.65%

29.61%

-3.96%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

37.55%

31.12%

+6.43%

Dividends

RDN vs. LOPE - Dividend Comparison

RDN's dividend yield for the trailing twelve months is around 2.62%, while LOPE has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
LOPE
Grand Canyon Education, Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
RDN
Radian Group Inc.
2.62%2.83%3.09%3.15%4.20%2.58%2.47%0.04%0.06%0.05%0.06%0.07%

Financials

RDN vs. LOPE - Financials Comparison

This section allows you to compare key financial metrics between Radian Group Inc. and Grand Canyon Education, 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

Frequently Asked Questions


RDN and LOPE have a correlation of 0.28, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

LOPE has higher volatility (13.03%) compared to RDN (6.77%). In terms of maximum drawdown, RDN dropped -98.83% vs LOPE's -54.81%.

RDN currently has the higher Sharpe Ratio (0.98 vs -0.41), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

Find the right allocation for RDN and LOPE

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer