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RDNT vs. SCHG
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between RDNT and SCHG is 0.36, 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.


-0.50.00.51.00.4

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.

-10.00%0.00%10.00%20.00%30.00%40.00%AugustSeptemberOctoberNovemberDecember2025
2.10%
11.78%
RDNT
SCHG

Key characteristics

Sharpe Ratio

RDNT:

1.60

SCHG:

1.99

Sortino Ratio

RDNT:

2.69

SCHG:

2.60

Omega Ratio

RDNT:

1.31

SCHG:

1.36

Calmar Ratio

RDNT:

2.47

SCHG:

2.87

Martin Ratio

RDNT:

10.57

SCHG:

10.98

Ulcer Index

RDNT:

6.66%

SCHG:

3.23%

Daily Std Dev

RDNT:

44.12%

SCHG:

17.85%

Max Drawdown

RDNT:

-92.15%

SCHG:

-34.59%

Current Drawdown

RDNT:

-28.53%

SCHG:

-3.16%

Returns By Period

In the year-to-date period, RDNT achieves a -11.60% return, which is significantly lower than SCHG's 1.11% return. Over the past 10 years, RDNT has outperformed SCHG with an annualized return of 22.66%, while SCHG has yielded a comparatively lower 17.05% annualized return.


RDNT

YTD

-11.60%

1M

-20.83%

6M

-0.95%

1Y

68.50%

5Y*

24.55%

10Y*

22.66%

SCHG

YTD

1.11%

1M

-3.16%

6M

10.97%

1Y

35.58%

5Y*

18.95%

10Y*

17.05%

*Annualized

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Risk-Adjusted Performance

RDNT vs. SCHG — 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 9090
Overall Rank
The Sharpe Ratio Rank of RDNT is 8989
Sharpe Ratio Rank
The Sortino Ratio Rank of RDNT is 9090
Sortino Ratio Rank
The Omega Ratio Rank of RDNT is 8686
Omega Ratio Rank
The Calmar Ratio Rank of RDNT is 9393
Calmar Ratio Rank
The Martin Ratio Rank of RDNT is 9292
Martin Ratio Rank

SCHG
The Risk-Adjusted Performance Rank of SCHG is 8080
Overall Rank
The Sharpe Ratio Rank of SCHG is 8282
Sharpe Ratio Rank
The Sortino Ratio Rank of SCHG is 7878
Sortino Ratio Rank
The Omega Ratio Rank of SCHG is 8080
Omega Ratio Rank
The Calmar Ratio Rank of SCHG is 8080
Calmar Ratio Rank
The Martin Ratio Rank of SCHG is 7979
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. SCHG - Risk-Adjusted Performance 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.


Sharpe ratio
The chart of Sharpe ratio for RDNT, currently valued at 1.59, compared to the broader market-2.000.002.001.601.99
The chart of Sortino ratio for RDNT, currently valued at 2.69, compared to the broader market-4.00-2.000.002.004.002.692.60
The chart of Omega ratio for RDNT, currently valued at 1.31, compared to the broader market0.501.001.502.001.311.36
The chart of Calmar ratio for RDNT, currently valued at 2.47, compared to the broader market0.002.004.006.002.472.87
The chart of Martin ratio for RDNT, currently valued at 10.57, compared to the broader market-30.00-20.00-10.000.0010.0020.0010.5710.98
RDNT
SCHG

The current RDNT Sharpe Ratio is 1.60, which is comparable to the SCHG Sharpe Ratio of 1.99. The chart below compares the historical Sharpe Ratios of RDNT and SCHG, 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 Ratio1.001.502.002.503.003.504.004.50AugustSeptemberOctoberNovemberDecember2025
1.60
1.99
RDNT
SCHG

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 0.39%.


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%
SCHG
Schwab U.S. Large-Cap Growth ETF
0.39%0.40%0.46%0.55%0.42%0.52%0.82%1.27%1.01%1.04%1.22%1.09%

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. For additional features, visit the drawdowns tool.


-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-28.53%
-3.16%
RDNT
SCHG

Volatility

RDNT vs. SCHG - Volatility Comparison

RadNet, Inc. (RDNT) has a higher volatility of 10.39% compared to Schwab U.S. Large-Cap Growth ETF (SCHG) at 6.41%. 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.


5.00%10.00%15.00%20.00%AugustSeptemberOctoberNovemberDecember2025
10.39%
6.41%
RDNT
SCHG
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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.

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