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

Correlation

The correlation between ROP and SPY is 0.36, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.0
Correlation: 0.4

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Performance

ROP vs. SPY - Performance Comparison

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

-20.00%-10.00%0.00%10.00%20.00%NovemberDecember2025FebruaryMarchApril
2.86%
-16.29%
SUN
COP

Key characteristics

Sharpe Ratio

ROP:

0.12

SPY:

0.37

Sortino Ratio

ROP:

0.30

SPY:

0.68

Omega Ratio

ROP:

1.04

SPY:

1.10

Calmar Ratio

ROP:

0.20

SPY:

0.38

Martin Ratio

ROP:

0.52

SPY:

1.90

Ulcer Index

ROP:

4.88%

SPY:

3.74%

Daily Std Dev

ROP:

21.13%

SPY:

19.03%

Max Drawdown

ROP:

-58.95%

SPY:

-55.19%

Current Drawdown

ROP:

-6.61%

SPY:

-10.22%

Returns By Period

In the year-to-date period, ROP achieves a 6.85% return, which is significantly higher than SPY's -6.11% return. Over the past 10 years, ROP has outperformed SPY with an annualized return of 13.21%, while SPY has yielded a comparatively lower 12.02% annualized return.


ROP

YTD

6.85%

1M

-3.80%

6M

1.74%

1Y

2.48%

5Y*

12.59%

10Y*

13.21%

SPY

YTD

-6.11%

1M

-1.84%

6M

-4.33%

1Y

6.99%

5Y*

16.28%

10Y*

12.02%

*Annualized

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Roper Technologies, Inc.

SPDR S&P 500 ETF

Risk-Adjusted Performance

ROP vs. SPY — 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 6464
Overall Rank
The Sharpe Ratio Rank of ROP is 6666
Sharpe Ratio Rank
The Sortino Ratio Rank of ROP is 5656
Sortino Ratio Rank
The Omega Ratio Rank of ROP is 5656
Omega Ratio Rank
The Calmar Ratio Rank of ROP is 7171
Calmar Ratio Rank
The Martin Ratio Rank of ROP is 6767
Martin Ratio Rank

SPY
The Risk-Adjusted Performance Rank of SPY is 7676
Overall Rank
The Sharpe Ratio Rank of SPY is 7474
Sharpe Ratio Rank
The Sortino Ratio Rank of SPY is 7575
Sortino Ratio Rank
The Omega Ratio Rank of SPY is 7676
Omega Ratio Rank
The Calmar Ratio Rank of SPY is 7979
Calmar Ratio Rank
The Martin Ratio Rank of SPY is 7777
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. SPY - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Roper Technologies, Inc. (ROP) and SPDR S&P 500 ETF (SPY). 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 SUN, currently valued at -0.08, compared to the broader market-2.00-1.000.001.002.00
SUN: -0.08
COP: -0.97
The chart of Sortino ratio for SUN, currently valued at 0.07, compared to the broader market-6.00-4.00-2.000.002.004.00
SUN: 0.07
COP: -1.30
The chart of Omega ratio for SUN, currently valued at 1.01, compared to the broader market0.501.001.502.00
SUN: 1.01
COP: 0.83
The chart of Calmar ratio for SUN, currently valued at -0.10, compared to the broader market0.001.002.003.004.00
SUN: -0.10
COP: -0.80
The chart of Martin ratio for SUN, currently valued at -0.32, compared to the broader market-10.000.0010.0020.00
SUN: -0.32
COP: -1.56

The current ROP Sharpe Ratio is 0.12, which is lower than the SPY Sharpe Ratio of 0.37. The chart below compares the historical Sharpe Ratios of ROP and SPY, 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-1.00-0.500.000.50NovemberDecember2025FebruaryMarchApril
-0.08
-0.97
SUN
COP

Dividends

ROP vs. SPY - Dividend Comparison

ROP's dividend yield for the trailing twelve months is around 0.57%, less than SPY's 1.31% yield.


TTM20242023202220212020201920182017201620152014

Drawdowns

ROP vs. SPY - Drawdown Comparison

The maximum ROP drawdown since its inception was -58.95%, which is greater than SPY's maximum drawdown of -55.19%. Use the drawdown chart below to compare losses from any high point for ROP and SPY. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%NovemberDecember2025FebruaryMarchApril
-12.06%
-29.72%
SUN
COP

Volatility

ROP vs. SPY - Volatility Comparison

The current volatility for Roper Technologies, Inc. (ROP) is NaN%, while SPDR S&P 500 ETF (SPY) has a volatility of NaN%. This indicates that ROP experiences smaller price fluctuations and is considered to be less risky than SPY 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
11.33%
19.38%
SUN
COP

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