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.


-0.50.00.51.0
Correlation: 0.3

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.

-60.00%-40.00%-20.00%0.00%20.00%NovemberDecember2025FebruaryMarchApril
-66.33%
-39.36%
SAFE
RNG

Key characteristics

Sharpe Ratio

SAFE:

-0.34

RNG:

-0.54

Sortino Ratio

SAFE:

-0.25

RNG:

-0.58

Omega Ratio

SAFE:

0.97

RNG:

0.93

Calmar Ratio

SAFE:

-0.14

RNG:

-0.26

Martin Ratio

SAFE:

-0.54

RNG:

-1.23

Ulcer Index

SAFE:

23.17%

RNG:

20.43%

Daily Std Dev

SAFE:

36.85%

RNG:

46.19%

Max Drawdown

SAFE:

-87.93%

RNG:

-95.15%

Current Drawdown

SAFE:

-87.03%

RNG:

-94.86%

Fundamentals

Market Cap

SAFE:

$1.10B

RNG:

$2.07B

EPS

SAFE:

$1.48

RNG:

-$0.63

PEG Ratio

SAFE:

0.65

RNG:

0.21

PS Ratio

SAFE:

2.82

RNG:

0.86

PB Ratio

SAFE:

0.47

RNG:

102.83

Total Revenue (TTM)

SAFE:

$273.01M

RNG:

$1.82B

Gross Profit (TTM)

SAFE:

$267.48M

RNG:

$1.28B

EBITDA (TTM)

SAFE:

$230.86M

RNG:

$141.93M

Returns By Period

In the year-to-date period, SAFE achieves a -16.44% return, which is significantly higher than RNG's -34.96% return.


SAFE

YTD

-16.44%

1M

-15.76%

6M

-36.63%

1Y

-16.45%

5Y*

-13.82%

10Y*

N/A

RNG

YTD

-34.96%

1M

-15.35%

6M

-32.89%

1Y

-22.45%

5Y*

-37.40%

10Y*

2.86%

*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 3838
Overall Rank
The Sharpe Ratio Rank of SAFE is 3535
Sharpe Ratio Rank
The Sortino Ratio Rank of SAFE is 3232
Sortino Ratio Rank
The Omega Ratio Rank of SAFE is 3333
Omega Ratio Rank
The Calmar Ratio Rank of SAFE is 4545
Calmar Ratio Rank
The Martin Ratio Rank of SAFE is 4444
Martin Ratio Rank

RNG
The Risk-Adjusted Performance Rank of RNG is 2626
Overall Rank
The Sharpe Ratio Rank of RNG is 2424
Sharpe Ratio Rank
The Sortino Ratio Rank of RNG is 2424
Sortino Ratio Rank
The Omega Ratio Rank of RNG is 2525
Omega Ratio Rank
The Calmar Ratio Rank of RNG is 3737
Calmar Ratio Rank
The Martin Ratio Rank of RNG is 2222
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 -0.34, compared to the broader market-2.00-1.000.001.002.003.00
SAFE: -0.34
RNG: -0.54
The chart of Sortino ratio for SAFE, currently valued at -0.25, compared to the broader market-6.00-4.00-2.000.002.004.00
SAFE: -0.25
RNG: -0.58
The chart of Omega ratio for SAFE, currently valued at 0.97, compared to the broader market0.501.001.502.00
SAFE: 0.97
RNG: 0.93
The chart of Calmar ratio for SAFE, currently valued at -0.14, compared to the broader market0.001.002.003.004.00
SAFE: -0.14
RNG: -0.26
The chart of Martin ratio for SAFE, currently valued at -0.54, compared to the broader market-5.000.005.0010.0015.0020.00
SAFE: -0.54
RNG: -1.23

The current SAFE Sharpe Ratio is -0.34, which is higher than the RNG Sharpe Ratio of -0.54. 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-0.500.000.501.001.50NovemberDecember2025FebruaryMarchApril
-0.34
-0.54
SAFE
RNG

Dividends

SAFE vs. RNG - Dividend Comparison

SAFE's dividend yield for the trailing twelve months is around 4.63%, while RNG has not paid dividends to shareholders.


TTM2024202320222021202020192018
SAFE
Safehold Inc.
4.63%3.83%5.03%4.91%2.41%3.72%3.45%2.52%
RNG
RingCentral, Inc.
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 -87.93%, smaller than the maximum RNG drawdown of -95.15%. Use the drawdown chart below to compare losses from any high point for SAFE and RNG. For additional features, visit the drawdowns tool.


-95.00%-90.00%-85.00%-80.00%NovemberDecember2025FebruaryMarchApril
-87.03%
-94.86%
SAFE
RNG

Volatility

SAFE vs. RNG - Volatility Comparison

The current volatility for Safehold Inc. (SAFE) is 17.52%, while RingCentral, Inc. (RNG) has a volatility of 19.44%. This indicates that SAFE experiences smaller price fluctuations and is considered to be less risky than RNG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


6.00%8.00%10.00%12.00%14.00%16.00%18.00%20.00%NovemberDecember2025FebruaryMarchApril
17.52%
19.44%
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