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ROP vs. FXAIX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between ROP and FXAIX is 0.69, 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.


Performance

ROP vs. FXAIX - Performance Comparison

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

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Key characteristics

Sharpe Ratio

ROP:

0.41

FXAIX:

0.73

Sortino Ratio

ROP:

0.91

FXAIX:

1.22

Omega Ratio

ROP:

1.13

FXAIX:

1.18

Calmar Ratio

ROP:

1.00

FXAIX:

0.83

Martin Ratio

ROP:

2.49

FXAIX:

3.22

Ulcer Index

ROP:

5.04%

FXAIX:

4.81%

Daily Std Dev

ROP:

21.49%

FXAIX:

19.63%

Max Drawdown

ROP:

-58.95%

FXAIX:

-33.79%

Current Drawdown

ROP:

-1.70%

FXAIX:

-2.42%

Returns By Period

In the year-to-date period, ROP achieves a 12.47% return, which is significantly higher than FXAIX's 2.10% return. Both investments have delivered pretty close results over the past 10 years, with ROP having a 13.36% annualized return and FXAIX not far behind at 12.70%.


ROP

YTD

12.47%

1M

4.60%

6M

6.64%

1Y

8.19%

5Y*

10.92%

10Y*

13.36%

FXAIX

YTD

2.10%

1M

12.91%

6M

2.48%

1Y

14.18%

5Y*

17.21%

10Y*

12.70%

*Annualized

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Risk-Adjusted Performance

ROP vs. FXAIX — Risk-Adjusted Performance Rank

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

ROP
The Risk-Adjusted Performance Rank of ROP is 7070
Overall Rank
The Sharpe Ratio Rank of ROP is 6868
Sharpe Ratio Rank
The Sortino Ratio Rank of ROP is 6262
Sortino Ratio Rank
The Omega Ratio Rank of ROP is 6464
Omega Ratio Rank
The Calmar Ratio Rank of ROP is 8383
Calmar Ratio Rank
The Martin Ratio Rank of ROP is 7676
Martin Ratio Rank

FXAIX
The Risk-Adjusted Performance Rank of FXAIX is 7373
Overall Rank
The Sharpe Ratio Rank of FXAIX is 6868
Sharpe Ratio Rank
The Sortino Ratio Rank of FXAIX is 7070
Sortino Ratio Rank
The Omega Ratio Rank of FXAIX is 7676
Omega Ratio Rank
The Calmar Ratio Rank of FXAIX is 7878
Calmar Ratio Rank
The Martin Ratio Rank of FXAIX is 7474
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

ROP vs. FXAIX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Roper Technologies, Inc. (ROP) and Fidelity 500 Index Fund (FXAIX). 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 ROP Sharpe Ratio is 0.41, which is lower than the FXAIX Sharpe Ratio of 0.73. The chart below compares the historical Sharpe Ratios of ROP and FXAIX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Dividends

ROP vs. FXAIX - Dividend Comparison

ROP's dividend yield for the trailing twelve months is around 0.54%, less than FXAIX's 1.54% yield.


TTM20242023202220212020201920182017201620152014
ROP
Roper Technologies, Inc.
0.54%0.58%0.50%0.57%0.46%0.48%0.52%0.62%0.54%0.66%0.53%0.51%
FXAIX
Fidelity 500 Index Fund
1.54%1.25%1.45%1.69%1.22%1.60%1.95%2.07%1.81%2.01%2.56%2.63%

Drawdowns

ROP vs. FXAIX - Drawdown Comparison

The maximum ROP drawdown since its inception was -58.95%, which is greater than FXAIX's maximum drawdown of -33.79%. Use the drawdown chart below to compare losses from any high point for ROP and FXAIX. For additional features, visit the drawdowns tool.


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Volatility

ROP vs. FXAIX - Volatility Comparison

Roper Technologies, Inc. (ROP) has a higher volatility of 5.88% compared to Fidelity 500 Index Fund (FXAIX) at 5.42%. This indicates that ROP's price experiences larger fluctuations and is considered to be riskier than FXAIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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