ROL vs. POOL

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

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This table presents a comparison of risk-adjusted performance metrics for Rollins, Inc. (ROL) and Pool Corporation (POOL). 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 ROL Sharpe Ratio is 1.33, which is higher than the POOL Sharpe Ratio of 0.17. The chart below compares the historical Sharpe Ratios of ROL and POOL, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

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

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

The current volatility for Rollins, Inc. (ROL) is 8.51%, while Pool Corporation (POOL) has a volatility of 11.35%. This indicates that ROL experiences smaller price fluctuations and is considered to be less risky than POOL 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 Rollins, Inc. and Pool Corporation. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.