POOL vs. ROL

In the year-to-date period, POOL achieves a -8.34% return, which is significantly lower than ROL's 16.15% return. Over the past 10 years, POOL has outperformed ROL with an annualized return of 21.39%, while ROL has yielded a comparatively lower 19.54% annualized return.

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This table presents a comparison of risk-adjusted performance metrics for Pool Corporation (POOL) and Rollins, Inc. (ROL). 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.

The current POOL Sharpe Ratio is 0.17, which is lower than the ROL Sharpe Ratio of 1.33. The chart below compares the historical Sharpe Ratios of POOL and ROL, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

POOL's dividend yield for the trailing twelve months is around 1.30%, more than ROL's 1.23% yield.

The maximum POOL drawdown since its inception was -75.71%, which is greater than ROL's maximum drawdown of -57.28%. Use the drawdown chart below to compare losses from any high point for POOL and ROL. For additional features, visit the drawdowns tool.

Pool Corporation (POOL) has a higher volatility of 11.35% compared to Rollins, Inc. (ROL) at 8.51%. This indicates that POOL's price experiences larger fluctuations and is considered to be riskier than ROL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

This section allows you to compare key financial metrics between Pool Corporation and Rollins, 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.