PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
ROST vs. OGS
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Performance

ROST vs. OGS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Ross Stores, Inc. (ROST) and ONE Gas, Inc. (OGS). The values are adjusted to include any dividend payments, if applicable.

150.00%200.00%250.00%300.00%350.00%JuneJulyAugustSeptemberOctoberNovember
333.49%
207.86%
ROST
OGS

Returns By Period

In the year-to-date period, ROST achieves a 2.43% return, which is significantly lower than OGS's 22.06% return. Over the past 10 years, ROST has outperformed OGS with an annualized return of 14.35%, while OGS has yielded a comparatively lower 9.94% annualized return.


ROST

YTD

2.43%

1M

-4.80%

6M

6.85%

1Y

18.27%

5Y (annualized)

5.42%

10Y (annualized)

14.35%

OGS

YTD

22.06%

1M

1.55%

6M

19.50%

1Y

25.96%

5Y (annualized)

-0.08%

10Y (annualized)

9.94%

Fundamentals


ROSTOGS
Market Cap$46.55B$4.27B
EPS$6.21$3.83
PE Ratio22.5919.66
PEG Ratio1.924.19
Total Revenue (TTM)$16.17B$607.37M
Gross Profit (TTM)$4.51B-$1.38B
EBITDA (TTM)$2.33B$120.86M

Key characteristics


ROSTOGS
Sharpe Ratio0.681.16
Sortino Ratio1.201.75
Omega Ratio1.151.21
Calmar Ratio0.980.77
Martin Ratio2.506.18
Ulcer Index5.84%4.19%
Daily Std Dev21.52%22.31%
Max Drawdown-82.23%-33.50%
Current Drawdown-9.38%-10.26%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Correlation

-0.50.00.51.00.2

The correlation between ROST and OGS is 0.22, 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.

Risk-Adjusted Performance

ROST vs. OGS - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Ross Stores, Inc. (ROST) and ONE Gas, Inc. (OGS). 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.


Sharpe ratio
The chart of Sharpe ratio for ROST, currently valued at 0.68, compared to the broader market-4.00-2.000.002.000.681.16
The chart of Sortino ratio for ROST, currently valued at 1.20, compared to the broader market-4.00-2.000.002.004.001.201.75
The chart of Omega ratio for ROST, currently valued at 1.15, compared to the broader market0.501.001.502.001.151.21
The chart of Calmar ratio for ROST, currently valued at 0.98, compared to the broader market0.002.004.006.000.980.77
The chart of Martin ratio for ROST, currently valued at 2.50, compared to the broader market0.0010.0020.0030.002.506.18
ROST
OGS

The current ROST Sharpe Ratio is 0.68, which is lower than the OGS Sharpe Ratio of 1.16. The chart below compares the historical Sharpe Ratios of ROST and OGS, 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-1.000.001.002.00JuneJulyAugustSeptemberOctoberNovember
0.68
1.16
ROST
OGS

Dividends

ROST vs. OGS - Dividend Comparison

ROST's dividend yield for the trailing twelve months is around 1.02%, less than OGS's 2.63% yield.


TTM20232022202120202019201820172016201520142013
ROST
Ross Stores, Inc.
1.02%0.97%1.07%1.00%0.23%0.88%1.08%0.80%0.82%0.88%0.85%0.91%
OGS
ONE Gas, Inc.
2.63%4.08%3.28%2.99%2.81%2.14%2.31%2.29%2.19%2.39%2.04%0.00%

Drawdowns

ROST vs. OGS - Drawdown Comparison

The maximum ROST drawdown since its inception was -82.23%, which is greater than OGS's maximum drawdown of -33.50%. Use the drawdown chart below to compare losses from any high point for ROST and OGS. For additional features, visit the drawdowns tool.


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-9.38%
-10.26%
ROST
OGS

Volatility

ROST vs. OGS - Volatility Comparison

The current volatility for Ross Stores, Inc. (ROST) is 5.98%, while ONE Gas, Inc. (OGS) has a volatility of 7.41%. This indicates that ROST experiences smaller price fluctuations and is considered to be less risky than OGS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


3.00%4.00%5.00%6.00%7.00%8.00%9.00%10.00%JuneJulyAugustSeptemberOctoberNovember
5.98%
7.41%
ROST
OGS

Financials

ROST vs. OGS - Financials Comparison

This section allows you to compare key financial metrics between Ross Stores, Inc. and ONE Gas, 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