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

Correlation

The correlation between RDNT and LLY is 0.47, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


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.

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Key characteristics

Sharpe Ratio

RDNT:

0.19

LLY:

-0.02

Sortino Ratio

RDNT:

0.80

LLY:

0.17

Omega Ratio

RDNT:

1.09

LLY:

1.02

Calmar Ratio

RDNT:

0.28

LLY:

-0.11

Martin Ratio

RDNT:

0.60

LLY:

-0.21

Ulcer Index

RDNT:

21.71%

LLY:

12.60%

Daily Std Dev

RDNT:

45.91%

LLY:

38.10%

Max Drawdown

RDNT:

-92.15%

LLY:

-68.27%

Current Drawdown

RDNT:

-29.93%

LLY:

-22.02%

Fundamentals

Market Cap

RDNT:

$4.28B

LLY:

$678.30B

EPS

RDNT:

$0.04

LLY:

$12.27

PE Ratio

RDNT:

1.43K

LLY:

61.58

PEG Ratio

RDNT:

2.32

LLY:

1.16

PS Ratio

RDNT:

2.34

LLY:

13.84

PB Ratio

RDNT:

4.63

LLY:

44.23

Total Revenue (TTM)

RDNT:

$1.40B

LLY:

$49.00B

Gross Profit (TTM)

RDNT:

$562.17M

LLY:

$40.03B

EBITDA (TTM)

RDNT:

$627.77M

LLY:

$16.67B

Returns By Period

In the year-to-date period, RDNT achieves a -13.33% return, which is significantly lower than LLY's -3.19% return. Over the past 10 years, RDNT has underperformed LLY with an annualized return of 24.40%, while LLY has yielded a comparatively higher 28.54% annualized return.


RDNT

YTD

-13.33%

1M

13.33%

6M

-27.59%

1Y

8.63%

5Y*

34.18%

10Y*

24.40%

LLY

YTD

-3.19%

1M

1.86%

6M

-8.58%

1Y

-0.90%

5Y*

38.06%

10Y*

28.54%

*Annualized

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Risk-Adjusted Performance

RDNT vs. LLY — 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 6060
Overall Rank
The Sharpe Ratio Rank of RDNT is 5959
Sharpe Ratio Rank
The Sortino Ratio Rank of RDNT is 6060
Sortino Ratio Rank
The Omega Ratio Rank of RDNT is 5656
Omega Ratio Rank
The Calmar Ratio Rank of RDNT is 6464
Calmar Ratio Rank
The Martin Ratio Rank of RDNT is 5959
Martin Ratio Rank

LLY
The Risk-Adjusted Performance Rank of LLY is 4444
Overall Rank
The Sharpe Ratio Rank of LLY is 5050
Sharpe Ratio Rank
The Sortino Ratio Rank of LLY is 4040
Sortino Ratio Rank
The Omega Ratio Rank of LLY is 4040
Omega Ratio Rank
The Calmar Ratio Rank of LLY is 4444
Calmar Ratio Rank
The Martin Ratio Rank of LLY is 4646
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. 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.


The current RDNT Sharpe Ratio is 0.19, which is higher than the LLY Sharpe Ratio of -0.02. 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.


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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 0.72%.


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%
LLY
Eli Lilly and Company
0.72%0.67%0.78%1.07%1.23%1.75%1.96%1.94%2.46%2.77%2.37%2.84%

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.


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Volatility

RDNT vs. LLY - Volatility Comparison

The current volatility for RadNet, Inc. (RDNT) is 11.62%, while Eli Lilly and Company (LLY) has a volatility of 21.88%. This indicates that RDNT experiences smaller price fluctuations and is considered to be less risky than LLY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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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


0.002.00B4.00B6.00B8.00B10.00B12.00B14.00B20212022202320242025
477.10M
12.73B
(RDNT) Total Revenue
(LLY) Total Revenue
Values in USD except per share items

RDNT vs. LLY - Profitability Comparison

The chart below illustrates the profitability comparison between RadNet, Inc. and Eli Lilly and Company over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

0.0%20.0%40.0%60.0%80.0%100.0%20212022202320242025
13.8%
82.5%
(RDNT) Gross Margin
(LLY) Gross Margin
RDNT - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, RadNet, Inc. reported a gross profit of 65.67M and revenue of 477.10M. Therefore, the gross margin over that period was 13.8%.

LLY - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, Eli Lilly and Company reported a gross profit of 10.50B and revenue of 12.73B. Therefore, the gross margin over that period was 82.5%.

RDNT - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, RadNet, Inc. reported an operating income of 24.53M and revenue of 477.10M, resulting in an operating margin of 5.1%.

LLY - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, Eli Lilly and Company reported an operating income of 5.41B and revenue of 12.73B, resulting in an operating margin of 42.5%.

RDNT - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, RadNet, Inc. reported a net income of 5.35M and revenue of 477.10M, resulting in a net margin of 1.1%.

LLY - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, Eli Lilly and Company reported a net income of 2.76B and revenue of 12.73B, resulting in a net margin of 21.7%.