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RDUS vs. TSLA
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between RDUS and TSLA is 0.22, 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.


-0.50.00.51.00.2

Performance

RDUS vs. TSLA - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Radius Health, Inc. (RDUS) and Tesla, Inc. (TSLA). The values are adjusted to include any dividend payments, if applicable.

0.00%10,000.00%20,000.00%30,000.00%SeptemberOctoberNovemberDecember2025February
-51.91%
22,241.94%
RDUS
TSLA

Key characteristics

Sharpe Ratio

RDUS:

-0.70

TSLA:

1.45

Sortino Ratio

RDUS:

-0.84

TSLA:

2.27

Omega Ratio

RDUS:

0.90

TSLA:

1.26

Calmar Ratio

RDUS:

-0.51

TSLA:

1.43

Martin Ratio

RDUS:

-1.34

TSLA:

6.78

Ulcer Index

RDUS:

32.46%

TSLA:

13.76%

Daily Std Dev

RDUS:

61.75%

TSLA:

64.46%

Max Drawdown

RDUS:

-88.18%

TSLA:

-73.63%

Current Drawdown

RDUS:

-83.23%

TSLA:

-25.85%

Fundamentals

Market Cap

RDUS:

$353.64M

TSLA:

$1.14T

EPS

RDUS:

-$10.22

TSLA:

$2.03

PEG Ratio

RDUS:

1.55

TSLA:

5.01

Total Revenue (TTM)

RDUS:

$2.72B

TSLA:

$97.69B

Gross Profit (TTM)

RDUS:

$171.03M

TSLA:

$17.45B

Returns By Period

In the year-to-date period, RDUS achieves a -15.55% return, which is significantly lower than TSLA's -11.89% return. Over the past 10 years, RDUS has underperformed TSLA with an annualized return of 0.79%, while TSLA has yielded a comparatively higher 38.21% annualized return.


RDUS

YTD

-15.55%

1M

0.89%

6M

-11.18%

1Y

-47.02%

5Y*

-3.46%

10Y*

0.79%

TSLA

YTD

-11.89%

1M

-16.57%

6M

64.65%

1Y

77.96%

5Y*

44.29%

10Y*

38.21%

*Annualized

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Risk-Adjusted Performance

RDUS vs. TSLA — Risk-Adjusted Performance Rank

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

RDUS
The Risk-Adjusted Performance Rank of RDUS is 1212
Overall Rank
The Sharpe Ratio Rank of RDUS is 1111
Sharpe Ratio Rank
The Sortino Ratio Rank of RDUS is 1313
Sortino Ratio Rank
The Omega Ratio Rank of RDUS is 1414
Omega Ratio Rank
The Calmar Ratio Rank of RDUS is 1616
Calmar Ratio Rank
The Martin Ratio Rank of RDUS is 99
Martin Ratio Rank

TSLA
The Risk-Adjusted Performance Rank of TSLA is 8383
Overall Rank
The Sharpe Ratio Rank of TSLA is 8585
Sharpe Ratio Rank
The Sortino Ratio Rank of TSLA is 8383
Sortino Ratio Rank
The Omega Ratio Rank of TSLA is 7777
Omega Ratio Rank
The Calmar Ratio Rank of TSLA is 8484
Calmar Ratio Rank
The Martin Ratio Rank of TSLA is 8585
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.

RDUS vs. TSLA - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Radius Health, Inc. (RDUS) and Tesla, Inc. (TSLA). 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 RDUS, currently valued at -0.70, compared to the broader market-2.000.002.004.00-0.701.45
The chart of Sortino ratio for RDUS, currently valued at -0.84, compared to the broader market-6.00-4.00-2.000.002.004.006.00-0.842.27
The chart of Omega ratio for RDUS, currently valued at 0.90, compared to the broader market0.501.001.502.000.901.26
The chart of Calmar ratio for RDUS, currently valued at -0.54, compared to the broader market0.002.004.006.00-0.541.43
The chart of Martin ratio for RDUS, currently valued at -1.34, compared to the broader market-10.000.0010.0020.0030.00-1.346.78
RDUS
TSLA

The current RDUS Sharpe Ratio is -0.70, which is lower than the TSLA Sharpe Ratio of 1.45. The chart below compares the historical Sharpe Ratios of RDUS and TSLA, 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 Ratio-1.50-1.00-0.500.000.501.001.502.00SeptemberOctoberNovemberDecember2025February
-0.70
1.45
RDUS
TSLA

Dividends

RDUS vs. TSLA - Dividend Comparison

RDUS's dividend yield for the trailing twelve months is around 6.01%, while TSLA has not paid dividends to shareholders.


TTM20242023202220212020201920182017201620152014
RDUS
Radius Health, Inc.
6.01%4.99%2.52%2.48%1.46%2.38%3.46%3.48%2.24%2.92%5.22%3.32%
TSLA
Tesla, 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%

Drawdowns

RDUS vs. TSLA - Drawdown Comparison

The maximum RDUS drawdown since its inception was -88.18%, which is greater than TSLA's maximum drawdown of -73.63%. Use the drawdown chart below to compare losses from any high point for RDUS and TSLA. For additional features, visit the drawdowns tool.


-80.00%-60.00%-40.00%-20.00%0.00%SeptemberOctoberNovemberDecember2025February
-76.33%
-25.85%
RDUS
TSLA

Volatility

RDUS vs. TSLA - Volatility Comparison

Radius Health, Inc. (RDUS) has a higher volatility of 15.66% compared to Tesla, Inc. (TSLA) at 13.77%. This indicates that RDUS's price experiences larger fluctuations and is considered to be riskier than TSLA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


10.00%15.00%20.00%25.00%30.00%SeptemberOctoberNovemberDecember2025February
15.66%
13.77%
RDUS
TSLA

Financials

RDUS vs. TSLA - Financials Comparison

This section allows you to compare key financial metrics between Radius Health, Inc. and Tesla, Inc.. 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


Values in USD except per share items
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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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