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ROP vs. ARKG
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

ROP vs. ARKG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Roper Technologies, Inc. (ROP) and ARK Genomic Revolution Multi-Sector ETF (ARKG). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, ROP achieves a -11.32% return, which is significantly lower than ARKG's 33.10% return. Over the past 10 years, ROP has outperformed ARKG with an annualized return of 9.41%, while ARKG has yielded a comparatively lower 8.25% annualized return.


ROP

1D
0.70%
1M
7.89%
6M
6.12%
YTD
-11.32%
1Y
-27.06%
3Y*
-6.71%
5Y*
-3.81%
10Y*
9.41%
ALL TIME*
17.34%

ARKG

1D
-1.78%
1M
-10.14%
6M
26.72%
YTD
33.10%
1Y
63.67%
3Y*
1.35%
5Y*
-14.38%
10Y*
8.25%
ALL TIME*
6.19%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$92.48M$118.08M$121.77M
$372.67M$328.64M$381.16M

ROP vs. ARKG - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
ROP
Roper Technologies, Inc.
-11.32%-13.85%-4.11%26.92%-11.64%14.69%22.39%33.66%3.51%42.39%
ARKG
ARK Genomic Revolution Multi-Sector ETF
33.10%23.04%-28.24%16.22%-53.90%-33.92%180.40%44.00%-1.26%46.61%

Correlation

The correlation between ROP and ARKG is 0.09, meaning there was essentially no consistent relationship between their historical price movements. Each responded to its own set of market drivers.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.09

Correlation (3Y)
Balances recent behavior with more history.

0.23

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.30

Correlation (10Y)
Provides a long-term view across more market conditions.

0.32

Correlation (All Time)
Calculated using the full available price history since Oct 31, 2014

0.32

Over the past year, the correlation between ROP and ARKG has dropped to 0.09 - well below their long-term average of 0.32, suggesting their price drivers have been diverging.

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Return for Risk

ROP vs. ARKG — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

ROP
ROP Risk / Return Rank: 1313
Overall Rank
ROP Sharpe Ratio Rank: 55
Sharpe Ratio Rank
ROP Sortino Ratio Rank: 99
Sortino Ratio Rank
ROP Omega Ratio Rank: 88
Omega Ratio Rank
ROP Calmar Ratio Rank: 1919
Calmar Ratio Rank
ROP Martin Ratio Rank: 2222
Martin Ratio Rank

ARKG
ARKG Risk / Return Rank: 5959
Overall Rank
ARKG Sharpe Ratio Rank: 6262
Sharpe Ratio Rank
ARKG Sortino Ratio Rank: 6666
Sortino Ratio Rank
ARKG Omega Ratio Rank: 5656
Omega Ratio Rank
ARKG Calmar Ratio Rank: 6565
Calmar Ratio Rank
ARKG Martin Ratio Rank: 4747
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

ROP vs. ARKG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Roper Technologies, Inc. (ROP) and ARK Genomic Revolution Multi-Sector ETF (ARKG). 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.


ROPARKGDifference
Sharpe ratioReturn per unit of total volatility

-2.43

Sortino ratioReturn per unit of downside risk

-3.46

Omega ratioGain probability vs. loss probability

0.83

1.25

-0.41

Calmar ratioReturn relative to maximum drawdown

-0.67

2.26

-2.93

Martin ratioReturn relative to average drawdown

-1.02

5.42

-6.43

ROP vs. ARKG - Sharpe Ratio Comparison

The current ROP Sharpe Ratio is -0.98, which is lower than the ARKG Sharpe Ratio of 1.45. The chart below compares the historical Sharpe Ratios of ROP and ARKG, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

ROP vs. ARKG - Drawdown Comparison

The maximum ROP drawdown since its inception was -58.94%, smaller than the maximum ARKG drawdown of -83.59%. Use the drawdown chart below to compare losses from any high point for ROP and ARKG.


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Drawdown Indicators


ROPARKGDifference

Max Drawdown

Largest peak-to-trough decline

-58.94%

-83.59%

+24.65%

Max Drawdown (1Y)

Largest decline over 1 year

-42.04%

-27.51%

-14.53%

Max Drawdown (3Y)

Largest decline over 3 years

-46.51%

-46.45%

-0.06%

Max Drawdown (5Y)

Largest decline over 5 years

-46.51%

-79.26%

+32.75%

Max Drawdown (10Y)

Largest decline over 10 years

-46.51%

-83.59%

+37.08%

Current Drawdown

Current decline from peak

-33.22%

-65.50%

+32.28%

Average Drawdown

Average peak-to-trough decline

-11.54%

-36.27%

+24.73%

Ulcer Index

Depth and duration of drawdowns from previous peaks

28.12%

11.46%

+16.66%

Volatility

ROP vs. ARKG - Volatility Comparison

Roper Technologies, Inc. (ROP) has a higher volatility of 13.55% compared to ARK Genomic Revolution Multi-Sector ETF (ARKG) at 10.47%. This indicates that ROP's price experiences larger fluctuations and is considered to be riskier than ARKG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ROPARKGDifference

Volatility (1M)

Calculated over the trailing 1-month period

13.55%

10.47%

+3.08%

Volatility (6M)

Calculated over the trailing 6-month period

23.40%

31.28%

-7.88%

Volatility (1Y)

Calculated over the trailing 1-year period

28.73%

43.11%

-14.38%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.28%

46.17%

-23.89%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.65%

41.44%

-17.79%

Dividends

ROP vs. ARKG - Dividend Comparison

ROP's dividend yield for the trailing twelve months is around 0.91%, while ARKG has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
ARKG
ARK Genomic Revolution Multi-Sector ETF
0.00%0.00%0.00%0.00%0.00%0.62%0.85%3.14%0.82%1.34%0.00%0.00%
ROP
Roper Technologies, Inc.
0.91%0.74%0.58%0.50%0.57%0.46%0.48%0.52%0.62%0.54%0.66%0.53%

Frequently Asked Questions


ROP and ARKG have a correlation of 0.09, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

ROP has higher volatility (13.55%) compared to ARKG (10.47%). In terms of maximum drawdown, ROP dropped -58.94% vs ARKG's -83.59%.

ARKG currently has the higher Sharpe Ratio (1.45 vs -0.98), 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

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