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ISIN
US77543R1023
CUSIP
77543R102
IPO Date
Sep 28, 2017

Highlights

Market Cap
$20.42B
Enterprise Value
$19.18B
EPS (TTM)
$1.34
PE Ratio
101.23
Total Revenue (TTM)
$4.97B
Gross Profit (TTM)
$2.19B
EBITDA (TTM)
$280.30M
Year Range
$78.53 - $148.88
Target Price
$131.87
ROA (TTM)
4.63%
ROE (TTM)
7.54%

Share Price Chart


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Performance

ROKU Performance Chart

Roku, Inc. (ROKU) is up 24.6% since the beginning of the year. At $135 per share, ROKU is trading 9.2% below its 52-week high of $149. Investors who bought $1,000 worth of ROKU shares 5 years ago would now be looking at an investment worth $321.


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S&P 500 Index

Returns By Period

Roku, Inc. (ROKU) has returned 24.62% so far this year and 66.93% over the past 12 months.


Roku, Inc.

1D
-2.08%
1M
7.69%
YTD
24.62%
6M
23.13%
1Y
66.93%
3Y*
29.28%
5Y*
-20.35%
10Y*

Benchmark (S&P 500 Index)

1D
-0.37%
1M
-0.01%
YTD
9.16%
6M
8.64%
1Y
25.22%
3Y*
19.78%
5Y*
11.99%
10Y*
13.88%
*Multi-year figures are annualized to reflect compound growth (CAGR)

ROKU Monthly Returns History

Based on dividend-adjusted daily data since Sep 28, 2017, ROKU's average daily return is +0.21%, while the average monthly return is +4.46%. At this rate, an investment would double in approximately 1.3 years.

Historically, 58% of months were positive and 42% were negative. The best month was Nov 2017 with a return of +115.4%, while the worst month was Sep 2019 at -32.8%. The longest winning streak lasted 9 consecutive months, and the longest losing streak was 5 months.

On a daily basis, ROKU closed higher 50% of trading days. The best single day was Nov 9, 2017 with a return of +54.9%, while the worst single day was Feb 16, 2024 at -23.8%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026-12.25%3.37%-3.85%23.19%11.68%3.86%24.62%
202511.33%0.91%-15.65%-3.21%6.28%21.29%7.13%2.55%3.70%5.99%-8.80%12.09%45.94%
2024-3.93%-28.25%3.15%-11.52%-0.45%4.41%-2.87%16.42%10.17%-14.17%7.72%7.69%-18.90%
202341.28%12.50%1.75%-14.60%3.54%9.90%50.52%-15.65%-13.07%-15.61%74.92%-12.03%125.21%
2022-28.11%-14.95%-10.22%-25.84%2.15%-13.45%-20.23%3.79%-17.06%-1.52%6.90%-31.45%-82.16%
202117.17%1.66%-17.63%5.28%1.09%32.46%-6.74%-17.72%-11.08%-2.70%-25.35%0.26%-31.27%

Benchmark Metrics

Roku, Inc. has an annualized alpha of 34.33%, beta of 1.57, and R2 of 0.16 versus S&P 500 Index. Calculated based on daily prices since September 28, 2017.

  • This stock captured 230.01% of S&P 500 Index gains and 149.75% of its losses - amplifying both gains and losses, but participating more in upside than downside.
  • R2 of 0.16 means this stock moves largely independently of S&P 500 Index - capture ratios reflect limited market correlation rather than active downside protection. Consider using a more representative benchmark.

Alpha
34.33%
Beta
1.57
0.16
Upside Capture
230.01%
Downside Capture
149.75%

Return for Risk

Risk / Return Rank

ROKU ranks 79 for risk / return — better than 79% of stocks on our site. You're getting solid returns for the risk taken. A good sign, especially for investors who want growth without excessive volatility.


ROKU Risk / Return Rank: 7979
Overall Rank
ROKU Sharpe Ratio Rank: 8181
Sharpe Ratio Rank
ROKU Sortino Ratio Rank: 7878
Sortino Ratio Rank
ROKU Omega Ratio Rank: 7777
Omega Ratio Rank
ROKU Calmar Ratio Rank: 7979
Calmar Ratio Rank
ROKU Martin Ratio Rank: 8282
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.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for Roku, Inc. (ROKU) and compare them to S&P 500 Index.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


ROKUBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

-0.62

Sortino ratioReturn per unit of downside risk

-0.68

Omega ratioGain probability vs. loss probability

1.27

1.37

-0.10

Calmar ratioReturn relative to maximum drawdown

2.43

2.78

-0.35

Martin ratioReturn relative to average drawdown

6.85

12.44

-5.59

Dividends

Dividend History


Roku, Inc. doesn't pay dividends

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


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Worst Drawdowns

The table below displays the maximum drawdowns of the Roku, Inc.. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the Roku, Inc. was 91.91%, occurring on Dec 28, 2022. The portfolio has not yet recovered.

The current Roku, Inc. drawdown is 71.80%.


Related event

Drawdown

Fall

Recovery

Underwater

Bear market2022
-91.91%Dec 2022
1y 5mo
4y 11moJul 2021 - now
Rate-hike selloffLate 2018
-64.47%Dec 2018
2mo 23d4mo 16d
7mo 9dOct 2018 - May 2019
COVID crash2020
-62.42%Mar 2020
6mo 9d5mo 15d
11mo 24dSep 2019 - Aug 2020
2018 bear market2018
-46.47%Apr 2018
3mo 14d4mo 8d
7mo 22dDec 2017 - Aug 2018
2021 bear market2021
-39.50%May 2021
2mo 18d2mo 18d
5mo 6dFeb 2021 - Jul 2021

Drawdown Indicators


ROKUBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-91.91%

-56.78%

-35.13%

Max Drawdown (1Y)

Largest decline over 1 year

-27.69%

-9.10%

-18.59%

Max Drawdown (3Y)

Largest decline over 3 years

-51.65%

-18.90%

-32.75%

Max Drawdown (5Y)

Largest decline over 5 years

-91.91%

-25.43%

-66.48%

Max Drawdown (10Y)

Largest decline over 10 years

-33.92%

Current Drawdown

Current decline from peak

-71.80%

-1.80%

-70.00%

Average Drawdown

Average peak-to-trough decline

-52.87%

-10.71%

-42.16%

Ulcer Index

Depth and duration of drawdowns from previous peaks

9.80%

2.03%

+7.77%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Financials

Financial Performance

The chart below illustrates the trends in the financial health of Roku, Inc. over time, highlighting three key metrics: Total Revenue, Earnings Before Interest and Taxes (EBIT), and Net Income.


Annual
Quarterly

0.0

Valuation

The Valuation section provides an overview of how Roku, Inc. is priced in the market compared to other companies in the Entertainment industry. It includes key financial ratios that help investors assess whether the stock is undervalued or overvalued.


PE Ratio

The chart displays the Price-to-Earnings (P/E) ratio for ROKU, comparing it with other companies in the Entertainment industry. Currently, ROKU has a P/E ratio of 101.2. This P/E ratio is significantly higher than those of industry peers. This could indicate that the stock is overvalued or that investors expect strong future growth.

PS Ratio

This chart shows the Price-to-Sales (P/S) ratio for ROKU relative to other companies in the Entertainment industry. Currently, ROKU has a P/S ratio of 4.1. This P/S ratio is high relative to other companies in the industry. It could mean the stock is overvalued, or that investors expect strong future growth and profitability.

PB Ratio

The chart illustrates the Price-to-Book (P/B) ratio for ROKU in comparison with other companies in the Entertainment industry. Currently, ROKU has a P/B value of 7.6. This P/B ratio is higher than most companies in the industry. It may suggest the stock is overvalued or that investors expect the company to generate high returns on its assets.

Income Statement



TTM
Revenue

Total Revenue

Cost Of Revenue

Gross Profit

Operating Expenses

Selling, General & Admin Expenses

R&D Expenses

Depreciation And Amortization

Total Operating Expenses

Income

Income Before Tax

Operating Income

EBITDA

EBIT

Earnings From Continuing Operations

Net Income

Income Tax Expense

Other Non-Operating Income (Expenses)

Extraordinary Items

Discontinued Operations

Effect Of Accounting Charges

Non Recurring

Minority Interest

Other Items

Interest Income

Interest Expense

Net Interest Income

Values in undefined except per share items
Portfolio Analyzer

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