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RXST vs. TRAK
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Key characteristics


RXSTTRAK
YTD Return12.75%114.14%
1Y Return75.66%125.98%
3Y Return (Ann)54.92%61.64%
Sharpe Ratio1.492.87
Sortino Ratio2.313.33
Omega Ratio1.281.43
Calmar Ratio2.182.74
Martin Ratio5.4618.51
Ulcer Index14.62%6.42%
Daily Std Dev53.61%41.39%
Max Drawdown-48.21%-93.53%
Current Drawdown-29.29%0.00%

Fundamentals


RXSTTRAK
Market Cap$1.83B$389.92M
EPS-$0.81$0.29
Total Revenue (TTM)$138.39M$15.39M
Gross Profit (TTM)$87.81M$12.15M
EBITDA (TTM)-$34.45M$5.10M

Correlation

-0.50.00.51.00.1

The correlation between RXST and TRAK is 0.13, 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.

Performance

RXST vs. TRAK - Performance Comparison

In the year-to-date period, RXST achieves a 12.75% return, which is significantly lower than TRAK's 114.14% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-30.00%-20.00%-10.00%0.00%10.00%20.00%30.00%JuneJulyAugustSeptemberOctoberNovember
-24.50%
28.61%
RXST
TRAK

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Risk-Adjusted Performance

RXST vs. TRAK - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for RxSight, Inc. (RXST) and Park City Group Inc (TRAK). 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.


RXST
Sharpe ratio
The chart of Sharpe ratio for RXST, currently valued at 1.49, compared to the broader market-4.00-2.000.002.004.001.49
Sortino ratio
The chart of Sortino ratio for RXST, currently valued at 2.31, compared to the broader market-4.00-2.000.002.004.006.002.31
Omega ratio
The chart of Omega ratio for RXST, currently valued at 1.28, compared to the broader market0.501.001.502.001.28
Calmar ratio
The chart of Calmar ratio for RXST, currently valued at 2.18, compared to the broader market0.002.004.006.002.18
Martin ratio
The chart of Martin ratio for RXST, currently valued at 5.46, compared to the broader market0.0010.0020.0030.005.46
TRAK
Sharpe ratio
The chart of Sharpe ratio for TRAK, currently valued at 2.87, compared to the broader market-4.00-2.000.002.004.002.87
Sortino ratio
The chart of Sortino ratio for TRAK, currently valued at 3.33, compared to the broader market-4.00-2.000.002.004.006.003.33
Omega ratio
The chart of Omega ratio for TRAK, currently valued at 1.43, compared to the broader market0.501.001.502.001.43
Calmar ratio
The chart of Calmar ratio for TRAK, currently valued at 7.09, compared to the broader market0.002.004.006.007.09
Martin ratio
The chart of Martin ratio for TRAK, currently valued at 18.51, compared to the broader market0.0010.0020.0030.0018.51

RXST vs. TRAK - Sharpe Ratio Comparison

The current RXST Sharpe Ratio is 1.49, which is lower than the TRAK Sharpe Ratio of 2.87. The chart below compares the historical Sharpe Ratios of RXST and TRAK, 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 Ratio1.002.003.004.00JuneJulyAugustSeptemberOctoberNovember
1.49
2.87
RXST
TRAK

Dividends

RXST vs. TRAK - Dividend Comparison

RXST has not paid dividends to shareholders, while TRAK's dividend yield for the trailing twelve months is around 0.31%.


TTM20232022
RXST
RxSight, Inc.
0.00%0.00%0.00%
TRAK
Park City Group Inc
0.31%0.76%0.30%

Drawdowns

RXST vs. TRAK - Drawdown Comparison

The maximum RXST drawdown since its inception was -48.21%, smaller than the maximum TRAK drawdown of -93.53%. Use the drawdown chart below to compare losses from any high point for RXST and TRAK. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-29.29%
0
RXST
TRAK

Volatility

RXST vs. TRAK - Volatility Comparison

RxSight, Inc. (RXST) has a higher volatility of 13.73% compared to Park City Group Inc (TRAK) at 9.23%. This indicates that RXST's price experiences larger fluctuations and is considered to be riskier than TRAK based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%JuneJulyAugustSeptemberOctoberNovember
13.73%
9.23%
RXST
TRAK

Financials

RXST vs. TRAK - Financials Comparison

This section allows you to compare key financial metrics between RxSight, Inc. and Park City Group 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