PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
SAFE vs. RNG
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between SAFE and RNG is 0.29, 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.


-0.50.00.51.00.3

Performance

SAFE vs. RNG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Safehold Inc. (SAFE) and RingCentral, Inc. (RNG). The values are adjusted to include any dividend payments, if applicable.

-30.00%-20.00%-10.00%0.00%10.00%20.00%30.00%AugustSeptemberOctoberNovemberDecember2025
-21.40%
3.84%
SAFE
RNG

Key characteristics

Sharpe Ratio

SAFE:

-0.50

RNG:

0.03

Sortino Ratio

SAFE:

-0.52

RNG:

0.37

Omega Ratio

SAFE:

0.94

RNG:

1.04

Calmar Ratio

SAFE:

-0.23

RNG:

0.01

Martin Ratio

SAFE:

-1.20

RNG:

0.10

Ulcer Index

SAFE:

14.89%

RNG:

13.94%

Daily Std Dev

SAFE:

36.02%

RNG:

44.54%

Max Drawdown

SAFE:

-78.40%

RNG:

-94.29%

Current Drawdown

SAFE:

-74.45%

RNG:

-92.44%

Fundamentals

Market Cap

SAFE:

$1.20B

RNG:

$3.01B

EPS

SAFE:

$1.77

RNG:

-$1.05

PEG Ratio

SAFE:

0.65

RNG:

0.31

Total Revenue (TTM)

SAFE:

$274.92M

RNG:

$1.79B

Gross Profit (TTM)

SAFE:

$266.97M

RNG:

$1.26B

EBITDA (TTM)

SAFE:

$226.44M

RNG:

$173.99M

Returns By Period

In the year-to-date period, SAFE achieves a -7.52% return, which is significantly lower than RNG's -4.26% return.


SAFE

YTD

-7.52%

1M

-17.01%

6M

-21.40%

1Y

-11.15%

5Y*

-11.61%

10Y*

N/A

RNG

YTD

-4.26%

1M

-14.58%

6M

3.84%

1Y

0.75%

5Y*

-29.61%

10Y*

8.91%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

SAFE vs. RNG — Risk-Adjusted Performance Rank

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

SAFE
The Risk-Adjusted Performance Rank of SAFE is 2222
Overall Rank
The Sharpe Ratio Rank of SAFE is 2121
Sharpe Ratio Rank
The Sortino Ratio Rank of SAFE is 2020
Sortino Ratio Rank
The Omega Ratio Rank of SAFE is 2222
Omega Ratio Rank
The Calmar Ratio Rank of SAFE is 3333
Calmar Ratio Rank
The Martin Ratio Rank of SAFE is 1616
Martin Ratio Rank

RNG
The Risk-Adjusted Performance Rank of RNG is 4545
Overall Rank
The Sharpe Ratio Rank of RNG is 4747
Sharpe Ratio Rank
The Sortino Ratio Rank of RNG is 4343
Sortino Ratio Rank
The Omega Ratio Rank of RNG is 4242
Omega Ratio Rank
The Calmar Ratio Rank of RNG is 4747
Calmar Ratio Rank
The Martin Ratio Rank of RNG is 4747
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.

SAFE vs. RNG - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Safehold Inc. (SAFE) and RingCentral, Inc. (RNG). 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 SAFE, currently valued at -0.49, compared to the broader market-2.000.002.004.00-0.500.03
The chart of Sortino ratio for SAFE, currently valued at -0.52, compared to the broader market-4.00-2.000.002.004.00-0.520.37
The chart of Omega ratio for SAFE, currently valued at 0.94, compared to the broader market0.501.001.502.000.941.04
The chart of Calmar ratio for SAFE, currently valued at -0.23, compared to the broader market0.002.004.006.00-0.230.01
The chart of Martin ratio for SAFE, currently valued at -1.20, compared to the broader market-10.000.0010.0020.0030.00-1.200.10
SAFE
RNG

The current SAFE Sharpe Ratio is -0.50, which is lower than the RNG Sharpe Ratio of 0.03. The chart below compares the historical Sharpe Ratios of SAFE and RNG, 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-0.500.000.501.001.50AugustSeptemberOctoberNovemberDecember2025
-0.50
0.03
SAFE
RNG

Dividends

SAFE vs. RNG - Dividend Comparison

SAFE's dividend yield for the trailing twelve months is around 4.14%, while RNG has not paid dividends to shareholders.


TTM20242023202220212020201920182017
SAFE
Safehold Inc.
4.14%3.83%5.03%8.43%5.05%8.27%7.04%6.63%0.96%
RNG
RingCentral, Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

SAFE vs. RNG - Drawdown Comparison

The maximum SAFE drawdown since its inception was -78.40%, smaller than the maximum RNG drawdown of -94.29%. Use the drawdown chart below to compare losses from any high point for SAFE and RNG. For additional features, visit the drawdowns tool.


-90.00%-80.00%-70.00%-60.00%AugustSeptemberOctoberNovemberDecember2025
-74.45%
-92.44%
SAFE
RNG

Volatility

SAFE vs. RNG - Volatility Comparison

Safehold Inc. (SAFE) and RingCentral, Inc. (RNG) have volatilities of 11.13% and 11.48%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


6.00%8.00%10.00%12.00%14.00%16.00%AugustSeptemberOctoberNovemberDecember2025
11.13%
11.48%
SAFE
RNG

Financials

SAFE vs. RNG - Financials Comparison

This section allows you to compare key financial metrics between Safehold Inc. and RingCentral, 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
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


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.

Copyright © 2025 PortfoliosLab