PortfoliosLab logo
Tools
Performance Analysis
Risk Analysis
Optimization
Factor Model
See All Tools
Portfolio Analysis
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
GLW vs. TROW
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Key characteristics


GLWTROW
YTD Return11.21%4.32%
1Y Return9.88%9.91%
3Y Return (Ann)-6.34%-11.57%
5Y Return (Ann)4.06%4.60%
10Y Return (Ann)7.66%6.78%
Sharpe Ratio0.330.37
Daily Std Dev21.69%26.12%
Max Drawdown-99.02%-67.43%
Current Drawdown-56.36%-44.71%

Fundamentals


GLWTROW
Market Cap$26.80B$25.50B
EPS$0.68$8.41
PE Ratio46.0713.56
PEG Ratio1.126.04
Revenue (TTM)$12.59B$6.67B
Gross Profit (TTM)$4.84B$3.57B
EBITDA (TTM)$2.69B$2.54B

Correlation

-0.50.00.51.00.4

The correlation between GLW and TROW is 0.39, 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.

Performance

GLW vs. TROW - Performance Comparison

In the year-to-date period, GLW achieves a 11.21% return, which is significantly higher than TROW's 4.32% return. Over the past 10 years, GLW has outperformed TROW with an annualized return of 7.66%, while TROW has yielded a comparatively lower 6.78% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


0.00%5,000.00%10,000.00%15,000.00%20,000.00%December2024FebruaryMarchAprilMay
1,181.15%
17,620.39%
GLW
TROW

Compare stocks, funds, or ETFs

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


Corning Incorporated

T. Rowe Price Group, Inc.

Risk-Adjusted Performance

GLW vs. TROW - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Corning Incorporated (GLW) and T. Rowe Price Group, Inc. (TROW). 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
Sharpe ratio
The chart of Sharpe ratio for GLW, currently valued at 0.33, compared to the broader market-2.00-1.000.001.002.003.004.000.33
Sortino ratio
The chart of Sortino ratio for GLW, currently valued at 0.65, compared to the broader market-4.00-2.000.002.004.006.000.65
Omega ratio
The chart of Omega ratio for GLW, currently valued at 1.08, compared to the broader market0.501.001.501.08
Calmar ratio
The chart of Calmar ratio for GLW, currently valued at 0.11, compared to the broader market0.002.004.006.000.11
Martin ratio
The chart of Martin ratio for GLW, currently valued at 0.59, compared to the broader market-10.000.0010.0020.0030.000.59
TROW
Sharpe ratio
The chart of Sharpe ratio for TROW, currently valued at 0.37, compared to the broader market-2.00-1.000.001.002.003.004.000.37
Sortino ratio
The chart of Sortino ratio for TROW, currently valued at 0.73, compared to the broader market-4.00-2.000.002.004.006.000.73
Omega ratio
The chart of Omega ratio for TROW, currently valued at 1.08, compared to the broader market0.501.001.501.08
Calmar ratio
The chart of Calmar ratio for TROW, currently valued at 0.17, compared to the broader market0.002.004.006.000.17
Martin ratio
The chart of Martin ratio for TROW, currently valued at 0.74, compared to the broader market-10.000.0010.0020.0030.000.74

GLW vs. TROW - Sharpe Ratio Comparison

The current GLW Sharpe Ratio is 0.33, which roughly equals the TROW Sharpe Ratio of 0.37. The chart below compares the 12-month rolling Sharpe Ratio of GLW and TROW.


Rolling 12-month Sharpe Ratio-0.500.000.50December2024FebruaryMarchAprilMay
0.33
0.37
GLW
TROW

Dividends

GLW vs. TROW - Dividend Comparison

GLW's dividend yield for the trailing twelve months is around 3.34%, less than TROW's 4.41% yield.


TTM20232022202120202019201820172016201520142013
GLW
Corning Incorporated
3.34%3.68%3.38%2.58%2.44%2.75%2.38%1.94%2.22%2.63%1.74%2.19%
TROW
T. Rowe Price Group, Inc.
4.41%4.53%4.40%3.72%2.38%2.50%3.03%2.14%2.83%5.67%2.05%1.81%

Drawdowns

GLW vs. TROW - Drawdown Comparison

The maximum GLW drawdown since its inception was -99.02%, which is greater than TROW's maximum drawdown of -67.43%. Use the drawdown chart below to compare losses from any high point for GLW and TROW. For additional features, visit the drawdowns tool.


-65.00%-60.00%-55.00%-50.00%-45.00%-40.00%December2024FebruaryMarchAprilMay
-56.36%
-44.71%
GLW
TROW

Volatility

GLW vs. TROW - Volatility Comparison

The current volatility for Corning Incorporated (GLW) is 6.78%, while T. Rowe Price Group, Inc. (TROW) has a volatility of 8.61%. This indicates that GLW experiences smaller price fluctuations and is considered to be less risky than TROW based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


4.00%5.00%6.00%7.00%8.00%9.00%10.00%December2024FebruaryMarchAprilMay
6.78%
8.61%
GLW
TROW

Financials

GLW vs. TROW - Financials Comparison

This section allows you to compare key financial metrics between Corning Incorporated and T. Rowe Price Group, 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