PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
RDNT vs. LLY
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between RDNT and LLY is 0.10, 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.


-0.50.00.51.00.1

Performance

RDNT vs. LLY - Performance Comparison

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

-20.00%-10.00%0.00%10.00%20.00%30.00%40.00%50.00%JulyAugustSeptemberOctoberNovemberDecember
21.31%
-14.03%
RDNT
LLY

Key characteristics

Sharpe Ratio

RDNT:

2.41

LLY:

1.05

Sortino Ratio

RDNT:

3.68

LLY:

1.62

Omega Ratio

RDNT:

1.43

LLY:

1.21

Calmar Ratio

RDNT:

6.00

LLY:

1.31

Martin Ratio

RDNT:

21.78

LLY:

3.84

Ulcer Index

RDNT:

4.82%

LLY:

8.20%

Daily Std Dev

RDNT:

43.62%

LLY:

30.07%

Max Drawdown

RDNT:

-92.15%

LLY:

-68.27%

Current Drawdown

RDNT:

-17.50%

LLY:

-20.96%

Fundamentals

Market Cap

RDNT:

$5.66B

LLY:

$700.23B

EPS

RDNT:

-$0.07

LLY:

$9.27

PEG Ratio

RDNT:

2.32

LLY:

0.74

Total Revenue (TTM)

RDNT:

$1.77B

LLY:

$40.86B

Gross Profit (TTM)

RDNT:

$539.36M

LLY:

$33.33B

EBITDA (TTM)

RDNT:

$610.70M

LLY:

$12.51B

Returns By Period

In the year-to-date period, RDNT achieves a 104.95% return, which is significantly higher than LLY's 30.80% return. Over the past 10 years, RDNT has underperformed LLY with an annualized return of 23.18%, while LLY has yielded a comparatively higher 29.14% annualized return.


RDNT

YTD

104.95%

1M

-10.76%

6M

24.41%

1Y

104.95%

5Y*

29.75%

10Y*

23.18%

LLY

YTD

30.80%

1M

3.81%

6M

-14.24%

1Y

33.72%

5Y*

43.70%

10Y*

29.14%

Compare stocks, funds, or ETFs

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


Risk-Adjusted Performance

RDNT vs. LLY - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for RadNet, Inc. (RDNT) and Eli Lilly and Company (LLY). 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 RDNT, currently valued at 2.41, compared to the broader market-4.00-2.000.002.002.411.12
The chart of Sortino ratio for RDNT, currently valued at 3.68, compared to the broader market-4.00-2.000.002.004.003.681.71
The chart of Omega ratio for RDNT, currently valued at 1.43, compared to the broader market0.501.001.502.001.431.23
The chart of Calmar ratio for RDNT, currently valued at 6.00, compared to the broader market0.002.004.006.006.001.40
The chart of Martin ratio for RDNT, currently valued at 21.78, compared to the broader market0.0010.0020.0021.784.06
RDNT
LLY

The current RDNT Sharpe Ratio is 2.41, which is higher than the LLY Sharpe Ratio of 1.05. The chart below compares the historical Sharpe Ratios of RDNT and LLY, 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 Ratio1.002.003.004.00JulyAugustSeptemberOctoberNovemberDecember
2.41
1.12
RDNT
LLY

Dividends

RDNT vs. LLY - Dividend Comparison

RDNT has not paid dividends to shareholders, while LLY's dividend yield for the trailing twelve months is around 0.69%.


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%
LLY
Eli Lilly and Company
0.69%0.78%1.07%1.23%1.75%1.96%1.95%2.46%2.77%2.37%2.84%3.84%

Drawdowns

RDNT vs. LLY - Drawdown Comparison

The maximum RDNT drawdown since its inception was -92.15%, which is greater than LLY's maximum drawdown of -68.27%. Use the drawdown chart below to compare losses from any high point for RDNT and LLY. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-17.50%
-20.96%
RDNT
LLY

Volatility

RDNT vs. LLY - Volatility Comparison

RadNet, Inc. (RDNT) has a higher volatility of 9.01% compared to Eli Lilly and Company (LLY) at 7.04%. This indicates that RDNT's price experiences larger fluctuations and is considered to be riskier than LLY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%JulyAugustSeptemberOctoberNovemberDecember
9.01%
7.04%
RDNT
LLY

Financials

RDNT vs. LLY - Financials Comparison

This section allows you to compare key financial metrics between RadNet, Inc. and Eli Lilly and Company. 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
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

Copyright © 2024 PortfoliosLab