ROG vs. ^GSPC
ROG (Rogers Corporation) is a stock, while ^GSPC (S&P 500 Index) is an index. Over the past 10 years, ROG returned 6.38%/yr vs 13.26%/yr for ^GSPC. Their 0.40 correlation means their historical movements had little consistent relationship.
Performance
ROG vs. ^GSPC - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, ROG achieves a 34.84% return, which is significantly higher than ^GSPC's 9.41% return. Over the past 10 years, ROG has underperformed ^GSPC with an annualized return of 6.38%, while ^GSPC has yielded a comparatively higher 13.26% annualized return.
ROG
- 1D
- 1.09%
- 1M
- -14.20%
- 6M
- 26.97%
- YTD
- 34.84%
- 1Y
- 83.46%
- 3Y*
- -9.59%
- 5Y*
- -8.32%
- 10Y*
- 6.38%
- ALL TIME*
- 7.28%
^GSPC
- 1D
- 0.70%
- 1M
- 0.09%
- 6M
- 7.94%
- YTD
- 9.41%
- 1Y
- 20.07%
- 3Y*
- 17.84%
- 5Y*
- 11.25%
- 10Y*
- 13.26%
- ALL TIME*
- 8.09%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
^GSPC S&P 500 Index | $37.98T | $37.61T | $41.48T |
| $33.60M | $34.55M | $42.98M |
ROG vs. ^GSPC - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
ROG Rogers Corporation | 34.84% | -9.88% | -23.06% | 10.67% | -56.29% | 75.80% | 24.50% | 25.91% | -38.82% | 110.81% |
^GSPC S&P 500 Index | 9.41% | 16.39% | 23.31% | 24.23% | -19.44% | 26.89% | 16.26% | 28.88% | -6.24% | 19.42% |
Correlation
The correlation between ROG and ^GSPC is 0.45, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.45 |
Correlation (3Y) Balances recent behavior with more history. | 0.48 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.42 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.49 |
Correlation (All Time) Calculated using the full available price history since Mar 17, 1980 | 0.40 |
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
ROG vs. ^GSPC — Risk / Return Rank
ROG
^GSPC
ROG vs. ^GSPC - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Rogers Corporation (ROG) and S&P 500 Index (^GSPC). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| ROG | ^GSPC | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.74 | ||
| Sortino ratioReturn per unit of downside risk | +0.79 | ||
| Omega ratioGain probability vs. loss probability | 1.33 | 1.25 | +0.07 |
| Calmar ratioReturn relative to maximum drawdown | 2.95 | 2.00 | +0.94 |
| Martin ratioReturn relative to average drawdown | 12.19 | 8.49 | +3.70 |
Loading charts...
Drawdowns
ROG vs. ^GSPC - Drawdown Comparison
The maximum ROG drawdown since its inception was -83.13%, which is greater than ^GSPC's maximum drawdown of -56.78%. Use the drawdown chart below to compare losses from any high point for ROG and ^GSPC.
Loading charts...
Drawdown Indicators
| ROG | ^GSPC | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -83.13% | -56.78% | -26.35% |
Max Drawdown (1Y)Largest decline over 1 year | -30.10% | -9.10% | -21.00% |
Max Drawdown (3Y)Largest decline over 3 years | -65.47% | -18.90% | -46.57% |
Max Drawdown (5Y)Largest decline over 5 years | -80.77% | -25.43% | -55.34% |
Max Drawdown (10Y)Largest decline over 10 years | -80.77% | -33.92% | -46.85% |
Current DrawdownCurrent decline from peak | -54.93% | -1.58% | -53.35% |
Average DrawdownAverage peak-to-trough decline | -32.67% | -10.70% | -21.97% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 7.26% | 2.14% | +5.12% |
Volatility
ROG vs. ^GSPC - Volatility Comparison
Rogers Corporation (ROG) has a higher volatility of 16.06% compared to S&P 500 Index (^GSPC) at 3.51%. This indicates that ROG's price experiences larger fluctuations and is considered to be riskier than ^GSPC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| ROG | ^GSPC | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 16.06% | 3.51% | +12.55% |
Volatility (6M)Calculated over the trailing 6-month period | 32.42% | 10.11% | +22.31% |
Volatility (1Y)Calculated over the trailing 1-year period | 41.27% | 12.87% | +28.40% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 40.75% | 17.01% | +23.74% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 43.21% | 18.07% | +25.14% |
Frequently Asked Questions
ROG and ^GSPC have a correlation of 0.45, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
ROG has higher volatility (16.06%) compared to ^GSPC (3.51%). In terms of maximum drawdown, ROG dropped -83.13% vs ^GSPC's -56.78%.
ROG currently has the higher Sharpe Ratio (2.15 vs 1.42), 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 ROG and ^GSPC
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