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RDNT vs. DGX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between RDNT and DGX is 0.25, 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.


-0.50.00.51.0
Correlation: 0.2

Performance

RDNT vs. DGX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in RadNet, Inc. (RDNT) and Quest Diagnostics Incorporated (DGX). The values are adjusted to include any dividend payments, if applicable.

6,000.00%7,000.00%8,000.00%9,000.00%10,000.00%11,000.00%NovemberDecember2025FebruaryMarchApril
6,513.16%
6,813.07%
RDNT
DGX

Key characteristics

Sharpe Ratio

RDNT:

0.06

DGX:

1.33

Sortino Ratio

RDNT:

0.47

DGX:

2.15

Omega Ratio

RDNT:

1.05

DGX:

1.26

Calmar Ratio

RDNT:

0.06

DGX:

1.65

Martin Ratio

RDNT:

0.15

DGX:

8.08

Ulcer Index

RDNT:

20.14%

DGX:

3.67%

Daily Std Dev

RDNT:

46.05%

DGX:

22.34%

Max Drawdown

RDNT:

-92.15%

DGX:

-49.46%

Current Drawdown

RDNT:

-41.82%

DGX:

-1.32%

Fundamentals

Market Cap

RDNT:

$3.74B

DGX:

$19.69B

EPS

RDNT:

$0.04

DGX:

$7.91

PE Ratio

RDNT:

1.26K

DGX:

22.23

PEG Ratio

RDNT:

2.32

DGX:

1.57

PS Ratio

RDNT:

2.04

DGX:

1.94

PB Ratio

RDNT:

4.02

DGX:

2.81

Total Revenue (TTM)

RDNT:

$1.40B

DGX:

$10.16B

Gross Profit (TTM)

RDNT:

$562.17M

DGX:

$3.31B

EBITDA (TTM)

RDNT:

$627.77M

DGX:

$1.81B

Returns By Period

In the year-to-date period, RDNT achieves a -28.04% return, which is significantly lower than DGX's 16.31% return. Over the past 10 years, RDNT has outperformed DGX with an annualized return of 18.88%, while DGX has yielded a comparatively lower 11.26% annualized return.


RDNT

YTD

-28.04%

1M

-0.91%

6M

-24.27%

1Y

2.89%

5Y*

32.20%

10Y*

18.88%

DGX

YTD

16.31%

1M

4.80%

6M

13.17%

1Y

30.91%

5Y*

12.60%

10Y*

11.26%

*Annualized

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Risk-Adjusted Performance

RDNT vs. DGX — Risk-Adjusted Performance Rank

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

RDNT
The Risk-Adjusted Performance Rank of RDNT is 5252
Overall Rank
The Sharpe Ratio Rank of RDNT is 5555
Sharpe Ratio Rank
The Sortino Ratio Rank of RDNT is 5050
Sortino Ratio Rank
The Omega Ratio Rank of RDNT is 4949
Omega Ratio Rank
The Calmar Ratio Rank of RDNT is 5555
Calmar Ratio Rank
The Martin Ratio Rank of RDNT is 5454
Martin Ratio Rank

DGX
The Risk-Adjusted Performance Rank of DGX is 8989
Overall Rank
The Sharpe Ratio Rank of DGX is 9090
Sharpe Ratio Rank
The Sortino Ratio Rank of DGX is 8888
Sortino Ratio Rank
The Omega Ratio Rank of DGX is 8484
Omega Ratio Rank
The Calmar Ratio Rank of DGX is 9191
Calmar Ratio Rank
The Martin Ratio Rank of DGX is 9393
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.

RDNT vs. DGX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for RadNet, Inc. (RDNT) and Quest Diagnostics Incorporated (DGX). 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.


The chart of Sharpe ratio for RDNT, currently valued at 0.06, compared to the broader market-2.00-1.000.001.002.003.00
RDNT: 0.06
DGX: 1.33
The chart of Sortino ratio for RDNT, currently valued at 0.47, compared to the broader market-6.00-4.00-2.000.002.004.00
RDNT: 0.47
DGX: 2.15
The chart of Omega ratio for RDNT, currently valued at 1.05, compared to the broader market0.501.001.502.00
RDNT: 1.05
DGX: 1.26
The chart of Calmar ratio for RDNT, currently valued at 0.06, compared to the broader market0.001.002.003.004.005.00
RDNT: 0.06
DGX: 1.65
The chart of Martin ratio for RDNT, currently valued at 0.15, compared to the broader market-5.000.005.0010.0015.0020.00
RDNT: 0.15
DGX: 8.08

The current RDNT Sharpe Ratio is 0.06, which is lower than the DGX Sharpe Ratio of 1.33. The chart below compares the historical Sharpe Ratios of RDNT and DGX, 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 Ratio0.001.002.003.004.00NovemberDecember2025FebruaryMarchApril
0.06
1.33
RDNT
DGX

Dividends

RDNT vs. DGX - Dividend Comparison

RDNT has not paid dividends to shareholders, while DGX's dividend yield for the trailing twelve months is around 1.76%.


TTM20242023202220212020201920182017201620152014
RDNT
RadNet, 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%
DGX
Quest Diagnostics Incorporated
1.76%1.96%2.02%2.08%1.40%1.85%1.99%2.34%1.83%1.72%2.07%1.92%

Drawdowns

RDNT vs. DGX - Drawdown Comparison

The maximum RDNT drawdown since its inception was -92.15%, which is greater than DGX's maximum drawdown of -49.46%. Use the drawdown chart below to compare losses from any high point for RDNT and DGX. For additional features, visit the drawdowns tool.


-50.00%-40.00%-30.00%-20.00%-10.00%0.00%NovemberDecember2025FebruaryMarchApril
-41.82%
-1.32%
RDNT
DGX

Volatility

RDNT vs. DGX - Volatility Comparison

RadNet, Inc. (RDNT) has a higher volatility of 16.65% compared to Quest Diagnostics Incorporated (DGX) at 9.76%. This indicates that RDNT's price experiences larger fluctuations and is considered to be riskier than DGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%NovemberDecember2025FebruaryMarchApril
16.65%
9.76%
RDNT
DGX

Financials

RDNT vs. DGX - Financials Comparison

This section allows you to compare key financial metrics between RadNet, Inc. and Quest Diagnostics Incorporated. 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