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RDNT vs. SCHG
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

RDNT vs. SCHG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in RadNet, Inc. (RDNT) and Schwab U.S. Large-Cap Growth ETF (SCHG). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, RDNT achieves a -23.84% return, which is significantly lower than SCHG's 3.59% return. Over the past 10 years, RDNT has outperformed SCHG with an annualized return of 26.07%, while SCHG has yielded a comparatively lower 18.38% annualized return.


RDNT

1D
2.90%
1M
-7.33%
YTD
-23.84%
6M
-30.86%
1Y
-6.42%
3Y*
20.70%
5Y*
15.27%
10Y*
26.07%

SCHG

1D
-2.99%
1M
-0.18%
YTD
3.59%
6M
2.53%
1Y
21.86%
3Y*
23.83%
5Y*
14.97%
10Y*
18.38%
*Multi-year figures are annualized to reflect compound growth (CAGR)

RDNT vs. SCHG - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
RDNT
RadNet, Inc.
-23.84%2.16%100.86%84.65%-37.46%53.86%-3.60%99.61%0.69%56.59%
SCHG
Schwab U.S. Large-Cap Growth ETF
3.59%17.50%34.95%50.10%-31.80%28.11%39.14%36.02%-1.36%28.05%

Correlation

The correlation between RDNT and SCHG is 0.40, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.40

Correlation (3Y)
Calculated over the trailing 3-year period

0.43

Correlation (5Y)
Calculated over the trailing 5-year period

0.47

Correlation (10Y)
Calculated over the trailing 10-year period

0.40

Correlation (All Time)
Calculated using the full available price history since Dec 14, 2009

0.36

The correlation between RDNT and SCHG shifts across timeframes, from 0.36 (all time) to 0.47 (5 years), reflecting how their relationship changes across market environments.

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Return for Risk

RDNT vs. SCHG — Risk / Return Rank

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

RDNT
RDNT Risk / Return Rank: 3434
Overall Rank
RDNT Sharpe Ratio Rank: 3535
Sharpe Ratio Rank
RDNT Sortino Ratio Rank: 3232
Sortino Ratio Rank
RDNT Omega Ratio Rank: 3232
Omega Ratio Rank
RDNT Calmar Ratio Rank: 3636
Calmar Ratio Rank
RDNT Martin Ratio Rank: 3535
Martin Ratio Rank

SCHG
SCHG Risk / Return Rank: 3535
Overall Rank
SCHG Sharpe Ratio Rank: 4040
Sharpe Ratio Rank
SCHG Sortino Ratio Rank: 3737
Sortino Ratio Rank
SCHG Omega Ratio Rank: 3838
Omega Ratio Rank
SCHG Calmar Ratio Rank: 2828
Calmar Ratio Rank
SCHG Martin Ratio Rank: 3131
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

RDNT vs. SCHG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for RadNet, Inc. (RDNT) and Schwab U.S. Large-Cap Growth ETF (SCHG). 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.


RDNTSCHGDifference
Sharpe ratioReturn per unit of total volatility

-1.54

Sortino ratioReturn per unit of downside risk

-1.82

Omega ratioGain probability vs. loss probability

1.01

1.25

-0.24

Calmar ratioReturn relative to maximum drawdown

-0.17

1.34

-1.51

Martin ratioReturn relative to average drawdown

-0.35

4.47

-4.82

RDNT vs. SCHG - Sharpe Ratio Comparison

The current RDNT Sharpe Ratio is -0.15, which is lower than the SCHG Sharpe Ratio of 1.39. The chart below compares the historical Sharpe Ratios of RDNT and SCHG, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


RDNTSCHGDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.15

1.39

-1.54

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.34

0.67

-0.33

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.54

0.85

-0.31

Sharpe Ratio (All Time)

Calculated using the full available price history

0.19

0.83

-0.65

Drawdowns

RDNT vs. SCHG - Drawdown Comparison

The maximum RDNT drawdown since its inception was -92.15%, which is greater than SCHG's maximum drawdown of -34.59%. Use the drawdown chart below to compare losses from any high point for RDNT and SCHG.


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Drawdown Indicators


RDNTSCHGDifference

Max Drawdown

Largest peak-to-trough decline

-92.15%

-34.59%

-57.56%

Max Drawdown (1Y)

Largest decline over 1 year

-38.60%

-16.41%

-22.19%

Max Drawdown (3Y)

Largest decline over 3 years

-46.84%

-23.39%

-23.45%

Max Drawdown (5Y)

Largest decline over 5 years

-60.24%

-34.59%

-25.65%

Max Drawdown (10Y)

Largest decline over 10 years

-73.43%

-34.59%

-38.84%

Current Drawdown

Current decline from peak

-37.09%

-4.39%

-32.70%

Average Drawdown

Average peak-to-trough decline

-44.08%

-5.20%

-38.88%

Ulcer Index

Depth and duration of drawdowns from previous peaks

18.25%

4.91%

+13.34%

Volatility

RDNT vs. SCHG - Volatility Comparison

RadNet, Inc. (RDNT) has a higher volatility of 12.19% compared to Schwab U.S. Large-Cap Growth ETF (SCHG) at 4.53%. This indicates that RDNT's price experiences larger fluctuations and is considered to be riskier than SCHG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


RDNTSCHGDifference

Volatility (1M)

Calculated over the trailing 1-month period

12.19%

4.53%

+7.66%

Volatility (6M)

Calculated over the trailing 6-month period

31.17%

12.02%

+19.15%

Volatility (1Y)

Calculated over the trailing 1-year period

42.77%

15.79%

+26.98%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

44.89%

22.30%

+22.59%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

48.14%

21.57%

+26.57%

Dividends

RDNT vs. SCHG - Dividend Comparison

RDNT has not paid dividends to shareholders, while SCHG's dividend yield for the trailing twelve months is around 0.37%.


PositionTTM20252024202320222021202020192018201720162015
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%
SCHG
Schwab U.S. Large-Cap Growth ETF
0.37%0.36%0.39%0.46%0.55%0.42%0.52%0.82%1.27%1.01%1.04%1.22%

Frequently Asked Questions


RDNT and SCHG have a correlation of 0.40, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

RDNT has higher volatility (12.19%) compared to SCHG (4.53%). In terms of maximum drawdown, RDNT dropped -92.15% vs SCHG's -34.59%.

SCHG currently has the higher Sharpe Ratio (1.39 vs -0.15), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

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