GLW vs. RVT
GLW (Corning Incorporated) and RVT (Royce Value Trust Inc.) are both stocks. GLW operates in Electronic Components (Technology), while RVT operates in Asset Management (Financial Services). Over the past 10 years, GLW returned 27.99%/yr vs 12.64%/yr for RVT. At a 0.41 correlation, their price movements are largely independent.
Performance
GLW vs. RVT - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, GLW achieves a 114.91% return, which is significantly higher than RVT's 12.34% return. Over the past 10 years, GLW has outperformed RVT with an annualized return of 27.99%, while RVT has yielded a comparatively lower 12.64% annualized return.
GLW
- 1D
- 5.61%
- 1M
- 0.47%
- YTD
- 114.91%
- 6M
- 113.18%
- 1Y
- 273.87%
- 3Y*
- 83.04%
- 5Y*
- 37.92%
- 10Y*
- 27.99%
RVT
- 1D
- 0.79%
- 1M
- -4.87%
- YTD
- 12.34%
- 6M
- 13.86%
- 1Y
- 28.82%
- 3Y*
- 18.49%
- 5Y*
- 7.10%
- 10Y*
- 12.64%
GLW vs. RVT - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
GLW Corning Incorporated | 114.91% | 87.76% | 60.64% | -1.23% | -11.56% | 5.92% | 27.57% | -1.02% | -3.28% | 34.63% |
RVT Royce Value Trust Inc. | 12.34% | 11.54% | 17.93% | 18.79% | -26.25% | 32.66% | 18.16% | 35.41% | -20.70% | 30.63% |
Correlation
The correlation between GLW and RVT is 0.48, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.48 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.54 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.60 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.61 |
Correlation (All Time) Calculated using the full available price history since Dec 31, 1987 | 0.41 |
The correlation between GLW and RVT shifts across timeframes, from 0.41 (all time) to 0.61 (10 years), reflecting how their relationship changes across market environments.
Fundamentals
GLW:
$161.81B
RVT:
$2.14B
GLW:
$2.10
RVT:
$4.02
GLW:
89.34
RVT:
4.43
GLW:
9.91
RVT:
12.52
GLW:
13.70
RVT:
0.99
GLW:
$16.32B
RVT:
$170.31M
GLW:
$5.93B
RVT:
$304.06M
GLW:
$3.77B
RVT:
$439.27M
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
GLW vs. RVT — Risk / Return Rank
GLW
RVT
GLW vs. RVT - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Corning Incorporated (GLW) and Royce Value Trust Inc. (RVT). 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.
| GLW | RVT | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +3.37 | ||
| Sortino ratioReturn per unit of downside risk | +2.24 | ||
| Omega ratioGain probability vs. loss probability | 1.65 | 1.28 | +0.37 |
| Calmar ratioReturn relative to maximum drawdown | 11.99 | 2.37 | +9.61 |
| Martin ratioReturn relative to average drawdown | 39.68 | 8.49 | +31.20 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| GLW | RVT | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 4.97 | 1.60 | +3.37 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 1.07 | 0.32 | +0.75 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.83 | 0.55 | +0.28 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.26 | 0.41 | -0.15 |
Drawdowns
GLW vs. RVT - Drawdown Comparison
The maximum GLW drawdown since its inception was -99.02%, which is greater than RVT's maximum drawdown of -72.34%. Use the drawdown chart below to compare losses from any high point for GLW and RVT.
Loading charts...
Drawdown Indicators
| GLW | RVT | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -99.02% | -72.34% | -26.68% |
Max Drawdown (1Y)Largest decline over 1 year | -23.01% | -12.19% | -10.82% |
Max Drawdown (3Y)Largest decline over 3 years | -27.57% | -23.48% | -4.09% |
Max Drawdown (5Y)Largest decline over 5 years | -34.52% | -32.79% | -1.73% |
Max Drawdown (10Y)Largest decline over 10 years | -48.80% | -47.18% | -1.62% |
Current DrawdownCurrent decline from peak | -9.82% | -5.28% | -4.54% |
Average DrawdownAverage peak-to-trough decline | -50.52% | -11.29% | -39.23% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.94% | 3.41% | +3.53% |
Volatility
GLW vs. RVT - Volatility Comparison
Corning Incorporated (GLW) has a higher volatility of 26.26% compared to Royce Value Trust Inc. (RVT) at 5.90%. This indicates that GLW's price experiences larger fluctuations and is considered to be riskier than RVT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| GLW | RVT | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 26.26% | 5.90% | +20.36% |
Volatility (6M)Calculated over the trailing 6-month period | 49.84% | 13.71% | +36.13% |
Volatility (1Y)Calculated over the trailing 1-year period | 55.59% | 18.10% | +37.49% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 35.57% | 22.46% | +13.11% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 33.75% | 22.98% | +10.77% |
Dividends
GLW vs. RVT - Dividend Comparison
GLW's dividend yield for the trailing twelve months is around 0.60%, less than RVT's 7.99% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
GLW Corning Incorporated | 0.60% | 1.28% | 2.36% | 3.68% | 3.38% | 2.58% | 2.44% | 2.75% | 2.38% | 1.94% | 2.22% | 2.63% |
RVT Royce Value Trust Inc. | 7.99% | 8.82% | 8.04% | 7.35% | 9.95% | 8.52% | 6.44% | 7.45% | 10.68% | 7.17% | 7.62% | 10.54% |
Financials
GLW vs. RVT - Financials Comparison
This section allows you to compare key financial metrics between Corning Incorporated and Royce Value Trust 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.
Total Revenue: Total amount of money received from sales and other business activities
Frequently Asked Questions
GLW and RVT have a correlation of 0.48, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
GLW has higher volatility (26.26%) compared to RVT (5.90%). In terms of maximum drawdown, GLW dropped -99.02% vs RVT's -72.34%.
GLW currently has the higher Sharpe Ratio (4.97 vs 1.60), 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.
Find the right allocation for GLW and RVT
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer