Correlation
The correlation between RDUS and SPHQ is 0.52, 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.
RDUS vs. SPHQ
Compare and contrast key facts about Radius Health, Inc. (RDUS) and Invesco S&P 500® Quality ETF (SPHQ).
SPHQ is a passively managed fund by Invesco that tracks the performance of the S&P 500 High Quality Rankings Index. It was launched on Dec 6, 2005.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: RDUS or SPHQ.
Performance
RDUS vs. SPHQ - Performance Comparison
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Key characteristics
RDUS:
0.73
SPHQ:
0.88
RDUS:
2.64
SPHQ:
1.30
RDUS:
1.37
SPHQ:
1.18
RDUS:
0.88
SPHQ:
0.90
RDUS:
3.90
SPHQ:
3.69
RDUS:
19.29%
SPHQ:
4.04%
RDUS:
118.26%
SPHQ:
17.64%
RDUS:
-88.18%
SPHQ:
-57.83%
RDUS:
-60.68%
SPHQ:
-1.25%
Returns By Period
In the year-to-date period, RDUS achieves a 98.38% return, which is significantly higher than SPHQ's 4.93% return. Over the past 10 years, RDUS has underperformed SPHQ with an annualized return of 8.39%, while SPHQ has yielded a comparatively higher 13.39% annualized return.
RDUS
98.38%
0.31%
53.19%
85.02%
-7.77%
16.76%
8.39%
SPHQ
4.93%
6.53%
2.67%
15.34%
15.67%
16.41%
13.39%
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Risk-Adjusted Performance
RDUS vs. SPHQ — Risk-Adjusted Performance Rank
RDUS
SPHQ
RDUS vs. SPHQ - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Radius Health, Inc. (RDUS) and Invesco S&P 500® Quality ETF (SPHQ). 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.
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Dividends
RDUS vs. SPHQ - Dividend Comparison
RDUS's dividend yield for the trailing twelve months is around 2.57%, more than SPHQ's 1.09% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
RDUS Radius Health, Inc. | 2.57% | 4.99% | 2.52% | 2.48% | 1.46% | 2.37% | 3.46% | 3.48% | 2.24% | 2.92% | 5.22% | 3.32% |
SPHQ Invesco S&P 500® Quality ETF | 1.09% | 1.15% | 1.43% | 1.85% | 1.19% | 1.56% | 1.50% | 1.86% | 1.57% | 1.68% | 2.29% | 1.66% |
Drawdowns
RDUS vs. SPHQ - Drawdown Comparison
The maximum RDUS drawdown since its inception was -88.18%, which is greater than SPHQ's maximum drawdown of -57.83%. Use the drawdown chart below to compare losses from any high point for RDUS and SPHQ.
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Volatility
RDUS vs. SPHQ - Volatility Comparison
The current volatility for Radius Health, Inc. (RDUS) is 1.07%, while Invesco S&P 500® Quality ETF (SPHQ) has a volatility of 4.32%. This indicates that RDUS experiences smaller price fluctuations and is considered to be less risky than SPHQ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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