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RLGT vs. ORAN
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Performance

RLGT vs. ORAN - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Radiant Logistics, Inc. (RLGT) and Orange S.A. (ORAN). The values are adjusted to include any dividend payments, if applicable.

-10.00%0.00%10.00%20.00%30.00%40.00%JuneJulyAugustSeptemberOctoberNovember
42.80%
-6.35%
RLGT
ORAN

Returns By Period

In the year-to-date period, RLGT achieves a 13.55% return, which is significantly higher than ORAN's -4.88% return. Over the past 10 years, RLGT has outperformed ORAN with an annualized return of 7.19%, while ORAN has yielded a comparatively lower 0.50% annualized return.


RLGT

YTD

13.55%

1M

12.71%

6M

42.80%

1Y

20.06%

5Y (annualized)

7.85%

10Y (annualized)

7.19%

ORAN

YTD

-4.88%

1M

-3.51%

6M

-6.36%

1Y

-7.19%

5Y (annualized)

-2.45%

10Y (annualized)

0.50%

Fundamentals


RLGTORAN
Market Cap$334.04M$30.09B
EPS$0.17$0.84
PE Ratio41.7613.27
PEG Ratio0.783.60
Total Revenue (TTM)$795.24M$52.27B
Gross Profit (TTM)$425.70M$11.81B
EBITDA (TTM)$29.55M$13.55B

Key characteristics


RLGTORAN
Sharpe Ratio0.56-0.42
Sortino Ratio1.04-0.47
Omega Ratio1.120.94
Calmar Ratio0.46-0.09
Martin Ratio1.23-0.94
Ulcer Index16.25%7.66%
Daily Std Dev36.01%17.02%
Max Drawdown-92.68%-96.42%
Current Drawdown-12.73%-78.20%

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Correlation

-0.50.00.51.00.1

The correlation between RLGT and ORAN is 0.12, 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.

Risk-Adjusted Performance

RLGT vs. ORAN - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Radiant Logistics, Inc. (RLGT) and Orange S.A. (ORAN). 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 RLGT, currently valued at 0.56, compared to the broader market-4.00-2.000.002.004.000.56-0.42
The chart of Sortino ratio for RLGT, currently valued at 1.04, compared to the broader market-4.00-2.000.002.004.001.04-0.47
The chart of Omega ratio for RLGT, currently valued at 1.12, compared to the broader market0.501.001.502.001.120.94
The chart of Calmar ratio for RLGT, currently valued at 0.46, compared to the broader market0.002.004.006.000.46-0.30
The chart of Martin ratio for RLGT, currently valued at 1.23, compared to the broader market0.0010.0020.0030.001.23-0.94
RLGT
ORAN

The current RLGT Sharpe Ratio is 0.56, which is higher than the ORAN Sharpe Ratio of -0.42. The chart below compares the historical Sharpe Ratios of RLGT and ORAN, 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-0.500.000.501.00JuneJulyAugustSeptemberOctoberNovember
0.56
-0.42
RLGT
ORAN

Dividends

RLGT vs. ORAN - Dividend Comparison

RLGT has not paid dividends to shareholders, while ORAN's dividend yield for the trailing twelve months is around 7.43%.


TTM20232022202120202019201820172016201520142013
RLGT
Radiant Logistics, 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%
ORAN
Orange S.A.
7.43%6.55%7.45%8.86%5.99%5.36%5.03%4.28%4.41%4.04%5.58%5.48%

Drawdowns

RLGT vs. ORAN - Drawdown Comparison

The maximum RLGT drawdown since its inception was -92.68%, roughly equal to the maximum ORAN drawdown of -96.42%. Use the drawdown chart below to compare losses from any high point for RLGT and ORAN. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%JuneJulyAugustSeptemberOctoberNovember
-12.73%
-20.01%
RLGT
ORAN

Volatility

RLGT vs. ORAN - Volatility Comparison

Radiant Logistics, Inc. (RLGT) has a higher volatility of 12.64% compared to Orange S.A. (ORAN) at 5.01%. This indicates that RLGT's price experiences larger fluctuations and is considered to be riskier than ORAN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


4.00%6.00%8.00%10.00%12.00%14.00%16.00%JuneJulyAugustSeptemberOctoberNovember
12.64%
5.01%
RLGT
ORAN

Financials

RLGT vs. ORAN - Financials Comparison

This section allows you to compare key financial metrics between Radiant Logistics, Inc. and Orange S.A.. 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