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ROP vs. PWR
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between ROP and PWR is 0.60, 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.


-0.50.00.51.0
Correlation: 0.6

Performance

ROP vs. PWR - Performance Comparison

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

3,000.00%3,500.00%4,000.00%4,500.00%NovemberDecember2025FebruaryMarchApril
4,107.42%
3,847.35%
ROP
PWR

Key characteristics

Sharpe Ratio

ROP:

0.15

PWR:

0.36

Sortino Ratio

ROP:

0.34

PWR:

0.74

Omega Ratio

ROP:

1.05

PWR:

1.11

Calmar Ratio

ROP:

0.25

PWR:

0.44

Martin Ratio

ROP:

0.63

PWR:

1.12

Ulcer Index

ROP:

5.03%

PWR:

13.40%

Daily Std Dev

ROP:

21.54%

PWR:

41.65%

Max Drawdown

ROP:

-58.95%

PWR:

-97.07%

Current Drawdown

ROP:

-6.92%

PWR:

-18.80%

Fundamentals

Market Cap

ROP:

$60.10B

PWR:

$42.60B

EPS

ROP:

$14.33

PWR:

$6.03

PE Ratio

ROP:

38.92

PWR:

47.65

PEG Ratio

ROP:

2.87

PWR:

1.85

PS Ratio

ROP:

8.54

PWR:

1.80

PB Ratio

ROP:

3.17

PWR:

5.82

Total Revenue (TTM)

ROP:

$5.36B

PWR:

$18.64B

Gross Profit (TTM)

ROP:

$3.70B

PWR:

$2.70B

EBITDA (TTM)

ROP:

$1.96B

PWR:

$1.79B

Returns By Period

In the year-to-date period, ROP achieves a 6.50% return, which is significantly higher than PWR's -7.98% return. Over the past 10 years, ROP has underperformed PWR with an annualized return of 13.24%, while PWR has yielded a comparatively higher 26.59% annualized return.


ROP

YTD

6.50%

1M

-5.13%

6M

1.56%

1Y

5.38%

5Y*

10.79%

10Y*

13.24%

PWR

YTD

-7.98%

1M

14.33%

6M

-7.19%

1Y

11.22%

5Y*

51.99%

10Y*

26.59%

*Annualized

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Risk-Adjusted Performance

ROP vs. PWR — 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 5656
Overall Rank
The Sharpe Ratio Rank of ROP is 5858
Sharpe Ratio Rank
The Sortino Ratio Rank of ROP is 4747
Sortino Ratio Rank
The Omega Ratio Rank of ROP is 4848
Omega Ratio Rank
The Calmar Ratio Rank of ROP is 6565
Calmar Ratio Rank
The Martin Ratio Rank of ROP is 6161
Martin Ratio Rank

PWR
The Risk-Adjusted Performance Rank of PWR is 6565
Overall Rank
The Sharpe Ratio Rank of PWR is 6666
Sharpe Ratio Rank
The Sortino Ratio Rank of PWR is 6060
Sortino Ratio Rank
The Omega Ratio Rank of PWR is 6161
Omega Ratio Rank
The Calmar Ratio Rank of PWR is 7272
Calmar Ratio Rank
The Martin Ratio Rank of PWR is 6666
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. PWR - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Roper Technologies, Inc. (ROP) and Quanta Services, Inc. (PWR). 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 chart of Sharpe ratio for ROP, currently valued at 0.15, compared to the broader market-2.00-1.000.001.002.003.00
ROP: 0.15
PWR: 0.36
The chart of Sortino ratio for ROP, currently valued at 0.34, compared to the broader market-6.00-4.00-2.000.002.004.00
ROP: 0.34
PWR: 0.74
The chart of Omega ratio for ROP, currently valued at 1.05, compared to the broader market0.501.001.502.00
ROP: 1.05
PWR: 1.11
The chart of Calmar ratio for ROP, currently valued at 0.25, compared to the broader market0.001.002.003.004.005.00
ROP: 0.25
PWR: 0.44
The chart of Martin ratio for ROP, currently valued at 0.63, compared to the broader market-5.000.005.0010.0015.0020.00
ROP: 0.63
PWR: 1.12

The current ROP Sharpe Ratio is 0.15, which is lower than the PWR Sharpe Ratio of 0.36. The chart below compares the historical Sharpe Ratios of ROP and PWR, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-0.500.000.501.001.502.002.503.00NovemberDecember2025FebruaryMarchApril
0.15
0.36
ROP
PWR

Dividends

ROP vs. PWR - Dividend Comparison

ROP's dividend yield for the trailing twelve months is around 0.57%, more than PWR's 0.13% yield.


TTM20242023202220212020201920182017201620152014
ROP
Roper Technologies, Inc.
0.57%0.58%0.50%0.57%0.46%0.48%0.52%0.62%0.54%0.66%0.53%0.51%
PWR
Quanta Services, Inc.
0.13%0.09%0.15%0.25%0.16%0.29%0.42%0.13%0.00%0.00%0.00%0.00%

Drawdowns

ROP vs. PWR - Drawdown Comparison

The maximum ROP drawdown since its inception was -58.95%, smaller than the maximum PWR drawdown of -97.07%. Use the drawdown chart below to compare losses from any high point for ROP and PWR. For additional features, visit the drawdowns tool.


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-6.92%
-18.80%
ROP
PWR

Volatility

ROP vs. PWR - Volatility Comparison

The current volatility for Roper Technologies, Inc. (ROP) is 11.61%, while Quanta Services, Inc. (PWR) has a volatility of 15.75%. This indicates that ROP experiences smaller price fluctuations and is considered to be less risky than PWR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%NovemberDecember2025FebruaryMarchApril
11.61%
15.75%
ROP
PWR

Financials

ROP vs. PWR - Financials Comparison

This section allows you to compare key financial metrics between Roper Technologies, Inc. and Quanta Services, Inc.. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


Values in USD except per share items