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SPOT vs. RDVT
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

SPOT vs. RDVT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Spotify Technology S.A. (SPOT) and Red Violet, Inc. (RDVT). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, SPOT achieves a -13.36% return, which is significantly lower than RDVT's -6.08% return.


SPOT

1D
1.24%
1M
20.42%
YTD
-13.36%
6M
-12.09%
1Y
-29.36%
3Y*
49.53%
5Y*
16.18%
10Y*

RDVT

1D
1.00%
1M
7.63%
YTD
-6.08%
6M
-3.98%
1Y
17.20%
3Y*
36.51%
5Y*
19.97%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

SPOT vs. RDVT - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
SPOT
Spotify Technology S.A.
-13.36%29.80%138.08%138.01%-66.27%-25.62%110.40%31.76%-23.83%
RDVT
Red Violet, Inc.
-6.08%58.63%81.27%-13.25%-42.00%52.01%41.06%174.63%-5.20%

Correlation

The correlation between SPOT and RDVT is 0.22, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.22

Correlation (3Y)
Calculated over the trailing 3-year period

0.22

Correlation (5Y)
Calculated over the trailing 5-year period

0.26

Correlation (All Time)
Calculated using the full available price history since Apr 4, 2018

0.22

Fundamentals

Market Cap

SPOT:

$105.30B

RDVT:

$769.95M

EPS

SPOT:

$12.94

RDVT:

$0.97

PE Ratio

SPOT:

38.89

RDVT:

54.97

PEG Ratio

SPOT:

0.43

RDVT:

0.11

PS Ratio

SPOT:

6.01

RDVT:

8.24

PB Ratio

SPOT:

13.13

RDVT:

7.37

Total Revenue (TTM)

SPOT:

$17.60B

RDVT:

$94.08M

Gross Profit (TTM)

SPOT:

$5.68B

RDVT:

$79.25M

EBITDA (TTM)

SPOT:

$2.75B

RDVT:

$23.76M

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Return for Risk

SPOT vs. RDVT — Risk / Return Rank

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

SPOT
SPOT Risk / Return Rank: 1616
Overall Rank
SPOT Sharpe Ratio Rank: 1414
Sharpe Ratio Rank
SPOT Sortino Ratio Rank: 1515
Sortino Ratio Rank
SPOT Omega Ratio Rank: 1616
Omega Ratio Rank
SPOT Calmar Ratio Rank: 1919
Calmar Ratio Rank
SPOT Martin Ratio Rank: 1919
Martin Ratio Rank

RDVT
RDVT Risk / Return Rank: 5353
Overall Rank
RDVT Sharpe Ratio Rank: 5656
Sharpe Ratio Rank
RDVT Sortino Ratio Rank: 5252
Sortino Ratio Rank
RDVT Omega Ratio Rank: 5151
Omega Ratio Rank
RDVT Calmar Ratio Rank: 5252
Calmar Ratio Rank
RDVT Martin Ratio Rank: 5353
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

SPOT vs. RDVT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Spotify Technology S.A. (SPOT) and Red Violet, Inc. (RDVT). 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.


SPOTRDVTDifference
Sharpe ratioReturn per unit of total volatility

-1.03

Sortino ratioReturn per unit of downside risk

-1.59

Omega ratioGain probability vs. loss probability

0.90

1.10

-0.20

Calmar ratioReturn relative to maximum drawdown

-0.63

0.41

-1.04

Martin ratioReturn relative to average drawdown

-1.10

0.91

-2.01

SPOT vs. RDVT - Sharpe Ratio Comparison

The current SPOT Sharpe Ratio is -0.65, which is lower than the RDVT Sharpe Ratio of 0.38. The chart below compares the historical Sharpe Ratios of SPOT and RDVT, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


SPOTRDVTDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.65

0.38

-1.03

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.34

0.41

-0.07

Sharpe Ratio (All Time)

Calculated using the full available price history

0.34

0.03

+0.31

Drawdowns

SPOT vs. RDVT - Drawdown Comparison

The maximum SPOT drawdown since its inception was -80.51%, smaller than the maximum RDVT drawdown of -90.17%. Use the drawdown chart below to compare losses from any high point for SPOT and RDVT.


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Drawdown Indicators


SPOTRDVTDifference

Max Drawdown

Largest peak-to-trough decline

-80.51%

-90.17%

+9.66%

Max Drawdown (1Y)

Largest decline over 1 year

-46.80%

-42.11%

-4.69%

Max Drawdown (3Y)

Largest decline over 3 years

-46.80%

-42.11%

-4.69%

Max Drawdown (5Y)

Largest decline over 5 years

-76.39%

-63.73%

-12.66%

Current Drawdown

Current decline from peak

-35.16%

-9.98%

-25.18%

Average Drawdown

Average peak-to-trough decline

-30.81%

-50.47%

+19.66%

Ulcer Index

Depth and duration of drawdowns from previous peaks

26.76%

18.92%

+7.84%

Volatility

SPOT vs. RDVT - Volatility Comparison

Spotify Technology S.A. (SPOT) and Red Violet, Inc. (RDVT) have volatilities of 15.97% and 15.61%, 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.


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Volatility by Period


SPOTRDVTDifference

Volatility (1M)

Calculated over the trailing 1-month period

15.97%

15.61%

+0.36%

Volatility (6M)

Calculated over the trailing 6-month period

37.40%

37.64%

-0.24%

Volatility (1Y)

Calculated over the trailing 1-year period

45.30%

46.14%

-0.84%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

47.60%

49.36%

-1.76%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

47.26%

68.31%

-21.05%

Dividends

SPOT vs. RDVT - Dividend Comparison

Neither SPOT nor RDVT has paid dividends to shareholders.


PositionTTM2025
RDVT
Red Violet, Inc.
0.00%0.53%
SPOT
Spotify Technology S.A.
0.00%0.00%

Financials

SPOT vs. RDVT - Financials Comparison

This section allows you to compare key financial metrics between Spotify Technology S.A. and Red Violet, 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


0.001.00B2.00B3.00B4.00B5.00B20222023202420252026
4.61B
25.83M
(SPOT) Total Revenue
(RDVT) Total Revenue
Values in USD except per share items

SPOT vs. RDVT - Profitability Comparison

The chart below illustrates the profitability comparison between Spotify Technology S.A. and Red Violet, Inc. over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

20.0%40.0%60.0%80.0%100.0%20222023202420252026
32.9%
85.2%
Portfolio components
SPOT - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Spotify Technology S.A. reported a gross profit of 1.51B and revenue of 4.61B. Therefore, the gross margin over that period was 32.9%.

RDVT - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Red Violet, Inc. reported a gross profit of 22.01M and revenue of 25.83M. Therefore, the gross margin over that period was 85.2%.

SPOT - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Spotify Technology S.A. reported an operating income of 726.76M and revenue of 4.61B, resulting in an operating margin of 15.8%.

RDVT - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Red Violet, Inc. reported an operating income of 5.44M and revenue of 25.83M, resulting in an operating margin of 21.1%.

SPOT - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Spotify Technology S.A. reported a net income of 732.86M and revenue of 4.61B, resulting in a net margin of 15.9%.

RDVT - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Red Violet, Inc. reported a net income of 4.39M and revenue of 25.83M, resulting in a net margin of 17.0%.


Frequently Asked Questions


SPOT and RDVT have a correlation of 0.22, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

SPOT has higher volatility (15.97%) compared to RDVT (15.61%). In terms of maximum drawdown, SPOT dropped -80.51% vs RDVT's -90.17%.

RDVT currently has the higher Sharpe Ratio (0.38 vs -0.65), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

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