PortfoliosLab logoPortfoliosLab logo
ROP vs. ^GSPC
Performance
Return for Risk
Drawdowns
Volatility

Performance

ROP vs. ^GSPC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Roper Technologies, Inc. (ROP) and S&P 500 Index (^GSPC). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, ROP achieves a -25.63% return, which is significantly lower than ^GSPC's 7.60% return. Over the past 10 years, ROP has underperformed ^GSPC with an annualized return of 7.66%, while ^GSPC has yielded a comparatively higher 13.71% annualized return.


ROP

1D
1.37%
1M
0.80%
YTD
-25.63%
6M
-26.32%
1Y
-41.35%
3Y*
-10.00%
5Y*
-5.95%
10Y*
7.66%

^GSPC

1D
-1.44%
1M
-1.45%
YTD
7.60%
6M
6.59%
1Y
22.24%
3Y*
19.20%
5Y*
11.54%
10Y*
13.71%
*Multi-year figures are annualized to reflect compound growth (CAGR)

ROP vs. ^GSPC - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
ROP
Roper Technologies, Inc.
-25.63%-13.85%-4.11%26.92%-11.64%14.69%22.39%33.66%3.51%42.39%
^GSPC
S&P 500 Index
7.60%16.39%23.31%24.23%-19.44%26.89%16.26%28.88%-6.24%19.42%

Correlation

The correlation between ROP and ^GSPC is 0.15, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.15

Correlation (3Y)
Calculated over the trailing 3-year period

0.43

Correlation (5Y)
Calculated over the trailing 5-year period

0.55

Correlation (10Y)
Calculated over the trailing 10-year period

0.59

Correlation (All Time)
Calculated using the full available price history since Feb 13, 1992

0.50

Over the past year, the correlation between ROP and ^GSPC has dropped to 0.15 - well below their long-term average of 0.50, suggesting their price drivers have been diverging.

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

ROP vs. ^GSPC — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

ROP
ROP Risk / Return Rank: 33
Overall Rank
ROP Sharpe Ratio Rank: 00
Sharpe Ratio Rank
ROP Sortino Ratio Rank: 11
Sortino Ratio Rank
ROP Omega Ratio Rank: 22
Omega Ratio Rank
ROP Calmar Ratio Rank: 55
Calmar Ratio Rank
ROP Martin Ratio Rank: 77
Martin Ratio Rank

^GSPC
^GSPC Risk / Return Rank: 6161
Overall Rank
^GSPC Sharpe Ratio Rank: 5858
Sharpe Ratio Rank
^GSPC Sortino Ratio Rank: 5757
Sortino Ratio Rank
^GSPC Omega Ratio Rank: 6262
Omega Ratio Rank
^GSPC Calmar Ratio Rank: 5757
Calmar Ratio Rank
^GSPC Martin Ratio Rank: 7272
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

ROP vs. ^GSPC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Roper Technologies, Inc. (ROP) 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.


ROP^GSPCDifference
Sharpe ratioReturn per unit of total volatility

-3.43

Sortino ratioReturn per unit of downside risk

-4.83

Omega ratioGain probability vs. loss probability

0.70

1.32

-0.63

Calmar ratioReturn relative to maximum drawdown

-0.93

2.46

-3.38

Martin ratioReturn relative to average drawdown

-1.48

10.92

-12.40

ROP vs. ^GSPC - Sharpe Ratio Comparison

The current ROP Sharpe Ratio is -1.65, which is lower than the ^GSPC Sharpe Ratio of 1.78. The chart below compares the historical Sharpe Ratios of ROP and ^GSPC, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Drawdowns

ROP vs. ^GSPC - Drawdown Comparison

The maximum ROP drawdown since its inception was -58.94%, roughly equal to the maximum ^GSPC drawdown of -56.78%. Use the drawdown chart below to compare losses from any high point for ROP and ^GSPC.


Loading charts...

Drawdown Indicators


ROP^GSPCDifference

Max Drawdown

Largest peak-to-trough decline

-58.94%

-56.78%

-2.16%

Max Drawdown (1Y)

Largest decline over 1 year

-44.65%

-9.10%

-35.55%

Max Drawdown (3Y)

Largest decline over 3 years

-46.51%

-18.90%

-27.61%

Max Drawdown (5Y)

Largest decline over 5 years

-46.51%

-25.43%

-21.08%

Max Drawdown (10Y)

Largest decline over 10 years

-46.51%

-33.92%

-12.59%

Current Drawdown

Current decline from peak

-43.99%

-3.21%

-40.78%

Average Drawdown

Average peak-to-trough decline

-11.46%

-10.71%

-0.75%

Ulcer Index

Depth and duration of drawdowns from previous peaks

28.00%

2.04%

+25.96%

Volatility

ROP vs. ^GSPC - Volatility Comparison

Roper Technologies, Inc. (ROP) has a higher volatility of 8.07% compared to S&P 500 Index (^GSPC) at 4.89%. This indicates that ROP'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


ROP^GSPCDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.07%

4.89%

+3.18%

Volatility (6M)

Calculated over the trailing 6-month period

21.72%

9.93%

+11.79%

Volatility (1Y)

Calculated over the trailing 1-year period

25.15%

12.57%

+12.58%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.41%

17.00%

+4.41%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.34%

18.08%

+5.26%

Frequently Asked Questions


ROP and ^GSPC have a correlation of 0.15, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

ROP has higher volatility (8.07%) compared to ^GSPC (4.89%). In terms of maximum drawdown, ROP dropped -58.94% vs ^GSPC's -56.78%.

^GSPC currently has the higher Sharpe Ratio (1.78 vs -1.65), 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.

Portfolio Optimizer

Find the right allocation for ROP 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