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PWR vs. ROP
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between PWR and ROP is 0.41, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.00.4

Performance

PWR vs. ROP - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Quanta Services, Inc. (PWR) and Roper Technologies, Inc. (ROP). The values are adjusted to include any dividend payments, if applicable.

-10.00%0.00%10.00%20.00%30.00%JulyAugustSeptemberOctoberNovemberDecember
17.81%
-6.63%
PWR
ROP

Key characteristics

Sharpe Ratio

PWR:

1.50

ROP:

-0.10

Sortino Ratio

PWR:

2.22

ROP:

-0.01

Omega Ratio

PWR:

1.29

ROP:

1.00

Calmar Ratio

PWR:

3.13

ROP:

-0.16

Martin Ratio

PWR:

9.14

ROP:

-0.40

Ulcer Index

PWR:

5.29%

ROP:

4.28%

Daily Std Dev

PWR:

32.15%

ROP:

17.87%

Max Drawdown

PWR:

-97.07%

ROP:

-58.95%

Current Drawdown

PWR:

-6.93%

ROP:

-9.22%

Fundamentals

Market Cap

PWR:

$49.66B

ROP:

$57.56B

EPS

PWR:

$5.42

ROP:

$13.58

PE Ratio

PWR:

62.07

ROP:

39.53

PEG Ratio

PWR:

2.00

ROP:

2.42

Total Revenue (TTM)

PWR:

$22.90B

ROP:

$6.78B

Gross Profit (TTM)

PWR:

$2.98B

ROP:

$4.72B

EBITDA (TTM)

PWR:

$1.89B

ROP:

$2.77B

Returns By Period

In the year-to-date period, PWR achieves a 49.63% return, which is significantly higher than ROP's -3.56% return. Over the past 10 years, PWR has outperformed ROP with an annualized return of 28.24%, while ROP has yielded a comparatively lower 13.41% annualized return.


PWR

YTD

49.63%

1M

-2.48%

6M

17.82%

1Y

51.74%

5Y*

51.42%

10Y*

28.24%

ROP

YTD

-3.56%

1M

-4.58%

6M

-6.25%

1Y

-1.72%

5Y*

8.82%

10Y*

13.41%

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Risk-Adjusted Performance

PWR vs. ROP - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Quanta Services, Inc. (PWR) and Roper Technologies, Inc. (ROP). 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 PWR, currently valued at 1.61, compared to the broader market-4.00-2.000.002.001.61-0.10
The chart of Sortino ratio for PWR, currently valued at 2.34, compared to the broader market-4.00-2.000.002.004.002.34-0.01
The chart of Omega ratio for PWR, currently valued at 1.31, compared to the broader market0.501.001.502.001.311.00
The chart of Calmar ratio for PWR, currently valued at 3.35, compared to the broader market0.002.004.006.003.35-0.16
The chart of Martin ratio for PWR, currently valued at 9.74, compared to the broader market0.0010.0020.009.74-0.40
PWR
ROP

The current PWR Sharpe Ratio is 1.50, which is higher than the ROP Sharpe Ratio of -0.10. The chart below compares the historical Sharpe Ratios of PWR and ROP, 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 Ratio-0.500.000.501.001.502.002.503.00JulyAugustSeptemberOctoberNovemberDecember
1.61
-0.10
PWR
ROP

Dividends

PWR vs. ROP - Dividend Comparison

PWR's dividend yield for the trailing twelve months is around 0.11%, less than ROP's 0.57% yield.


TTM20232022202120202019201820172016201520142013
PWR
Quanta Services, Inc.
0.11%0.15%0.25%0.16%0.29%0.42%0.13%0.00%0.00%0.00%0.00%0.00%
ROP
Roper Technologies, Inc.
0.57%0.50%0.57%0.46%0.48%0.52%0.62%0.54%0.66%0.53%0.51%0.36%

Drawdowns

PWR vs. ROP - Drawdown Comparison

The maximum PWR drawdown since its inception was -97.07%, which is greater than ROP's maximum drawdown of -58.95%. Use the drawdown chart below to compare losses from any high point for PWR and ROP. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-6.93%
-9.22%
PWR
ROP

Volatility

PWR vs. ROP - Volatility Comparison

Quanta Services, Inc. (PWR) has a higher volatility of 8.65% compared to Roper Technologies, Inc. (ROP) at 4.89%. This indicates that PWR's price experiences larger fluctuations and is considered to be riskier than ROP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%JulyAugustSeptemberOctoberNovemberDecember
8.65%
4.89%
PWR
ROP

Financials

PWR vs. ROP - Financials Comparison

This section allows you to compare key financial metrics between Quanta Services, Inc. and Roper Technologies, 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
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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