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RDUS vs. SPHQ
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

RDUS vs. SPHQ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Radius Health, Inc. (RDUS) and Invesco S&P 500 Quality ETF (SPHQ). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period


RDUS

1D
0.00%
1M
0.00%
YTD
6M
1Y
3Y*
5Y*
10Y*

SPHQ

1D
0.28%
1M
7.17%
YTD
15.48%
6M
16.06%
1Y
23.22%
3Y*
22.41%
5Y*
14.54%
10Y*
15.01%
*Multi-year figures are annualized to reflect compound growth (CAGR)

RDUS vs. SPHQ - Yearly Performance Comparison


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Radius Health, Inc.

Invesco S&P 500 Quality ETF

Return for Risk

RDUS vs. SPHQ — Risk / Return Rank

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

RDUS

SPHQ
SPHQ Risk / Return Rank: 5454
Overall Rank
SPHQ Sharpe Ratio Rank: 5353
Sharpe Ratio Rank
SPHQ Sortino Ratio Rank: 5555
Sortino Ratio Rank
SPHQ Omega Ratio Rank: 4949
Omega Ratio Rank
SPHQ Calmar Ratio Rank: 5252
Calmar Ratio Rank
SPHQ Martin Ratio Rank: 6161
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.

RDUS vs. SPHQ - Risk-Adjusted Trends 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.


Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

RDUS vs. SPHQ - Sharpe Ratio Comparison


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Sharpe Ratios by Period


RDUSSPHQDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.85

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.89

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.84

Sharpe Ratio (All Time)

Calculated using the full available price history

0.53

Drawdowns

RDUS vs. SPHQ - Drawdown Comparison

The maximum RDUS drawdown since its inception was 0.00%, smaller than the maximum SPHQ drawdown of -57.83%. Use the drawdown chart below to compare losses from any high point for RDUS and SPHQ.


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Drawdown Indicators


RDUSSPHQDifference

Max Drawdown

Largest peak-to-trough decline

0.00%

-57.83%

+57.83%

Max Drawdown (1Y)

Largest decline over 1 year

-8.90%

Max Drawdown (3Y)

Largest decline over 3 years

-16.57%

Max Drawdown (5Y)

Largest decline over 5 years

-25.04%

Max Drawdown (10Y)

Largest decline over 10 years

-31.60%

Current Drawdown

Current decline from peak

0.00%

0.00%

0.00%

Average Drawdown

Average peak-to-trough decline

0.00%

-10.70%

+10.70%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.08%

Volatility

RDUS vs. SPHQ - Volatility Comparison


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Volatility by Period


RDUSSPHQDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.49%

Volatility (6M)

Calculated over the trailing 6-month period

10.18%

Volatility (1Y)

Calculated over the trailing 1-year period

0.00%

12.62%

-12.62%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

0.00%

16.45%

-16.45%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

0.00%

17.86%

-17.86%

Dividends

RDUS vs. SPHQ - Dividend Comparison

RDUS has not paid dividends to shareholders, while SPHQ's dividend yield for the trailing twelve months is around 1.04%.


PositionTTM20252024202320222021202020192018201720162015
RDUS
Radius Health, 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%
SPHQ
Invesco S&P 500 Quality ETF
1.04%1.09%1.15%1.42%1.85%1.19%1.55%1.51%1.85%1.57%1.67%2.29%
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