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

Key characteristics


RDNTDVN
YTD Return92.15%-8.15%
1Y Return138.44%-14.45%
3Y Return (Ann)32.82%17.85%
5Y Return (Ann)35.53%15.86%
10Y Return (Ann)24.99%-2.06%
Sharpe Ratio3.27-0.57
Daily Std Dev41.02%25.78%
Max Drawdown-99.21%-94.93%
Current Drawdown-1.45%-50.08%

Fundamentals


RDNTDVN
Market Cap$4.94B$25.34B
EPS$0.18$5.53
PE Ratio371.177.32
PEG Ratio2.3213.57
Total Revenue (TTM)$1.71B$15.24B
Gross Profit (TTM)$138.70M$4.88B
EBITDA (TTM)$304.42M$7.13B

Correlation

-0.50.00.51.00.1

The correlation between RDNT and DVN is 0.12, 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. DVN - Performance Comparison

In the year-to-date period, RDNT achieves a 92.15% return, which is significantly higher than DVN's -8.15% return. Over the past 10 years, RDNT has outperformed DVN with an annualized return of 24.99%, while DVN has yielded a comparatively lower -2.06% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-20.00%-10.00%0.00%10.00%20.00%30.00%40.00%AprilMayJuneJulyAugustSeptember
41.52%
-15.19%
RDNT
DVN

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Risk-Adjusted Performance

RDNT vs. DVN - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for RadNet, Inc. (RDNT) and Devon Energy Corporation (DVN). 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 3.27, compared to the broader market-4.00-2.000.002.003.27
Sortino ratio
The chart of Sortino ratio for RDNT, currently valued at 4.27, compared to the broader market-6.00-4.00-2.000.002.004.004.27
Omega ratio
The chart of Omega ratio for RDNT, currently valued at 1.51, compared to the broader market0.501.001.501.51
Calmar ratio
The chart of Calmar ratio for RDNT, currently valued at 4.03, compared to the broader market0.001.002.003.004.005.004.03
Martin ratio
The chart of Martin ratio for RDNT, currently valued at 30.33, compared to the broader market-10.000.0010.0020.0030.33
DVN
Sharpe ratio
The chart of Sharpe ratio for DVN, currently valued at -0.57, compared to the broader market-4.00-2.000.002.00-0.57
Sortino ratio
The chart of Sortino ratio for DVN, currently valued at -0.67, compared to the broader market-6.00-4.00-2.000.002.004.00-0.67
Omega ratio
The chart of Omega ratio for DVN, currently valued at 0.92, compared to the broader market0.501.001.500.92
Calmar ratio
The chart of Calmar ratio for DVN, currently valued at -0.29, compared to the broader market0.001.002.003.004.005.00-0.29
Martin ratio
The chart of Martin ratio for DVN, currently valued at -1.23, compared to the broader market-10.000.0010.0020.00-1.23

RDNT vs. DVN - Sharpe Ratio Comparison

The current RDNT Sharpe Ratio is 3.27, which is higher than the DVN Sharpe Ratio of -0.57. The chart below compares the 12-month rolling Sharpe Ratio of RDNT and DVN.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.004.00AprilMayJuneJulyAugustSeptember
3.27
-0.57
RDNT
DVN

Dividends

RDNT vs. DVN - Dividend Comparison

RDNT has not paid dividends to shareholders, while DVN's dividend yield for the trailing twelve months is around 4.94%.


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%
DVN
Devon Energy Corporation
4.94%6.34%8.41%4.47%4.30%1.35%1.33%0.58%0.92%3.00%1.54%1.39%

Drawdowns

RDNT vs. DVN - Drawdown Comparison

The maximum RDNT drawdown since its inception was -99.21%, roughly equal to the maximum DVN drawdown of -94.93%. Use the drawdown chart below to compare losses from any high point for RDNT and DVN. For additional features, visit the drawdowns tool.


-50.00%-40.00%-30.00%-20.00%-10.00%0.00%AprilMayJuneJulyAugustSeptember
-1.45%
-50.08%
RDNT
DVN

Volatility

RDNT vs. DVN - Volatility Comparison

RadNet, Inc. (RDNT) has a higher volatility of 12.79% compared to Devon Energy Corporation (DVN) at 7.05%. This indicates that RDNT's price experiences larger fluctuations and is considered to be riskier than DVN 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
12.79%
7.05%
RDNT
DVN

Financials

RDNT vs. DVN - Financials Comparison

This section allows you to compare key financial metrics between RadNet, Inc. and Devon Energy Corporation. 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