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

Key characteristics


RDNTDGX
YTD Return89.88%15.40%
1Y Return131.57%26.79%
3Y Return (Ann)32.34%2.60%
5Y Return (Ann)34.55%10.43%
10Y Return (Ann)24.85%11.80%
Sharpe Ratio3.161.30
Daily Std Dev41.10%19.77%
Max Drawdown-99.21%-49.46%
Current Drawdown-2.61%-3.83%

Fundamentals


RDNTDGX
Market Cap$5.01B$17.41B
EPS$0.18$7.51
PE Ratio366.7820.82
PEG Ratio2.321.60
Total Revenue (TTM)$1.71B$9.35B
Gross Profit (TTM)$138.70M$3.03B
EBITDA (TTM)$304.42M$1.79B

Correlation

-0.50.00.51.00.1

The correlation between RDNT and DGX 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.

Performance

RDNT vs. DGX - Performance Comparison

In the year-to-date period, RDNT achieves a 89.88% return, which is significantly higher than DGX's 15.40% return. Over the past 10 years, RDNT has outperformed DGX with an annualized return of 24.85%, while DGX has yielded a comparatively lower 11.80% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


0.00%10.00%20.00%30.00%40.00%50.00%AprilMayJuneJulyAugustSeptember
47.27%
23.52%
RDNT
DGX

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Risk-Adjusted Performance

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.


RDNT
Sharpe ratio
The chart of Sharpe ratio for RDNT, currently valued at 3.16, compared to the broader market-4.00-2.000.002.003.16
Sortino ratio
The chart of Sortino ratio for RDNT, currently valued at 4.18, compared to the broader market-6.00-4.00-2.000.002.004.004.18
Omega ratio
The chart of Omega ratio for RDNT, currently valued at 1.49, compared to the broader market0.501.001.502.001.49
Calmar ratio
The chart of Calmar ratio for RDNT, currently valued at 3.89, compared to the broader market0.001.002.003.004.005.003.89
Martin ratio
The chart of Martin ratio for RDNT, currently valued at 29.21, compared to the broader market-5.000.005.0010.0015.0020.0029.21
DGX
Sharpe ratio
The chart of Sharpe ratio for DGX, currently valued at 1.30, compared to the broader market-4.00-2.000.002.001.30
Sortino ratio
The chart of Sortino ratio for DGX, currently valued at 2.01, compared to the broader market-6.00-4.00-2.000.002.004.002.01
Omega ratio
The chart of Omega ratio for DGX, currently valued at 1.24, compared to the broader market0.501.001.502.001.24
Calmar ratio
The chart of Calmar ratio for DGX, currently valued at 0.94, compared to the broader market0.001.002.003.004.005.000.94
Martin ratio
The chart of Martin ratio for DGX, currently valued at 4.96, compared to the broader market-5.000.005.0010.0015.0020.004.96

RDNT vs. DGX - Sharpe Ratio Comparison

The current RDNT Sharpe Ratio is 3.16, which is higher than the DGX Sharpe Ratio of 1.30. The chart below compares the 12-month rolling Sharpe Ratio of RDNT and DGX.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.004.00AprilMayJuneJulyAugustSeptember
3.16
1.30
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 1.87%.


TTM20232022202120202019201820172016201520142013
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
1.87%2.02%2.08%1.40%1.85%1.99%2.34%1.83%1.72%2.07%1.92%2.24%

Drawdowns

RDNT vs. DGX - Drawdown Comparison

The maximum RDNT drawdown since its inception was -99.21%, 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.


-20.00%-15.00%-10.00%-5.00%0.00%AprilMayJuneJulyAugustSeptember
-2.61%
-3.83%
RDNT
DGX

Volatility

RDNT vs. DGX - Volatility Comparison

RadNet, Inc. (RDNT) has a higher volatility of 12.82% compared to Quest Diagnostics Incorporated (DGX) at 3.39%. 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%AprilMayJuneJulyAugustSeptember
12.82%
3.39%
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