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GLW vs. TROW
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Performance

GLW vs. TROW - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Corning Incorporated (GLW) and T. Rowe Price Group, Inc. (TROW). The values are adjusted to include any dividend payments, if applicable.

-10.00%0.00%10.00%20.00%30.00%40.00%JuneJulyAugustSeptemberOctoberNovember
35.16%
3.40%
GLW
TROW

Returns By Period

In the year-to-date period, GLW achieves a 61.73% return, which is significantly higher than TROW's 13.44% return. Over the past 10 years, GLW has outperformed TROW with an annualized return of 11.61%, while TROW has yielded a comparatively lower 7.32% annualized return.


GLW

YTD

61.73%

1M

1.73%

6M

35.16%

1Y

74.88%

5Y (annualized)

13.91%

10Y (annualized)

11.61%

TROW

YTD

13.44%

1M

4.66%

6M

3.40%

1Y

26.46%

5Y (annualized)

3.47%

10Y (annualized)

7.32%

Fundamentals


GLWTROW
Market Cap$40.54B$26.11B
EPS$0.19$9.13
PE Ratio249.2112.87
PEG Ratio0.613.89
Total Revenue (TTM)$12.61B$6.91B
Gross Profit (TTM)$3.95B$5.83B
EBITDA (TTM)$2.32B$2.89B

Key characteristics


GLWTROW
Sharpe Ratio2.831.17
Sortino Ratio3.971.73
Omega Ratio1.531.21
Calmar Ratio1.170.52
Martin Ratio14.394.29
Ulcer Index5.23%6.39%
Daily Std Dev26.61%23.44%
Max Drawdown-99.02%-67.43%
Current Drawdown-36.54%-39.88%

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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.

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.


Sharpe ratio
The chart of Sharpe ratio for GLW, currently valued at 2.83, compared to the broader market-4.00-2.000.002.004.002.831.17
The chart of Sortino ratio for GLW, currently valued at 3.97, compared to the broader market-4.00-2.000.002.004.003.971.73
The chart of Omega ratio for GLW, currently valued at 1.53, compared to the broader market0.501.001.502.001.531.21
The chart of Calmar ratio for GLW, currently valued at 1.17, compared to the broader market0.002.004.006.001.170.52
The chart of Martin ratio for GLW, currently valued at 14.39, compared to the broader market0.0010.0020.0030.0014.394.29
GLW
TROW

The current GLW Sharpe Ratio is 2.83, which is higher than the TROW Sharpe Ratio of 1.17. The chart below compares the historical Sharpe Ratios of GLW and TROW, 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 Ratio0.001.002.003.00JuneJulyAugustSeptemberOctoberNovember
2.83
1.17
GLW
TROW

Dividends

GLW vs. TROW - Dividend Comparison

GLW's dividend yield for the trailing twelve months is around 2.34%, less than TROW's 4.18% yield.


TTM20232022202120202019201820172016201520142013
GLW
Corning Incorporated
2.34%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.
4.18%4.53%4.40%3.72%2.38%2.50%3.03%2.17%2.87%5.71%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.


-50.00%-45.00%-40.00%-35.00%JuneJulyAugustSeptemberOctoberNovember
-36.54%
-39.88%
GLW
TROW

Volatility

GLW vs. TROW - Volatility Comparison

Corning Incorporated (GLW) and T. Rowe Price Group, Inc. (TROW) have volatilities of 7.70% and 7.64%, 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.


4.00%6.00%8.00%10.00%12.00%14.00%16.00%JuneJulyAugustSeptemberOctoberNovember
7.70%
7.64%
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