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TROW vs. GLW
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Performance

TROW vs. GLW - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in T. Rowe Price Group, Inc. (TROW) and Corning Incorporated (GLW). The values are adjusted to include any dividend payments, if applicable.

-10.00%0.00%10.00%20.00%30.00%40.00%JuneJulyAugustSeptemberOctoberNovember
3.72%
33.57%
TROW
GLW

Returns By Period

In the year-to-date period, TROW achieves a 14.01% return, which is significantly lower than GLW's 57.16% return. Over the past 10 years, TROW has underperformed GLW with an annualized return of 7.54%, while GLW has yielded a comparatively higher 11.50% annualized return.


TROW

YTD

14.01%

1M

6.44%

6M

4.05%

1Y

27.47%

5Y (annualized)

3.50%

10Y (annualized)

7.54%

GLW

YTD

57.16%

1M

0.23%

6M

34.21%

1Y

68.03%

5Y (annualized)

13.33%

10Y (annualized)

11.50%

Fundamentals


TROWGLW
Market Cap$26.23B$41.37B
EPS$9.13$0.19
PE Ratio12.93254.32
PEG Ratio3.900.63
Total Revenue (TTM)$6.91B$12.61B
Gross Profit (TTM)$5.83B$3.99B
EBITDA (TTM)$2.81B$210.00M

Key characteristics


TROWGLW
Sharpe Ratio1.122.52
Sortino Ratio1.663.63
Omega Ratio1.201.48
Calmar Ratio0.501.04
Martin Ratio4.1212.83
Ulcer Index6.39%5.22%
Daily Std Dev23.54%26.61%
Max Drawdown-67.43%-99.02%
Current Drawdown-39.58%-38.33%

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Correlation

-0.50.00.51.00.4

The correlation between TROW and GLW is 0.39, 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

TROW vs. GLW - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for T. Rowe Price Group, Inc. (TROW) and Corning Incorporated (GLW). 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 TROW, currently valued at 1.12, compared to the broader market-4.00-2.000.002.004.001.122.52
The chart of Sortino ratio for TROW, currently valued at 1.66, compared to the broader market-4.00-2.000.002.004.001.663.63
The chart of Omega ratio for TROW, currently valued at 1.20, compared to the broader market0.501.001.502.001.201.48
The chart of Calmar ratio for TROW, currently valued at 0.50, compared to the broader market0.002.004.006.000.501.04
The chart of Martin ratio for TROW, currently valued at 4.12, compared to the broader market0.0010.0020.0030.004.1212.83
TROW
GLW

The current TROW Sharpe Ratio is 1.12, which is lower than the GLW Sharpe Ratio of 2.52. The chart below compares the historical Sharpe Ratios of TROW and GLW, 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 Ratio0.001.002.003.00JuneJulyAugustSeptemberOctoberNovember
1.12
2.52
TROW
GLW

Dividends

TROW vs. GLW - Dividend Comparison

TROW's dividend yield for the trailing twelve months is around 4.16%, more than GLW's 2.41% yield.


TTM20232022202120202019201820172016201520142013
TROW
T. Rowe Price Group, Inc.
4.16%4.53%4.40%3.72%2.38%2.50%3.03%2.17%2.87%5.71%2.05%1.81%
GLW
Corning Incorporated
2.41%3.68%3.38%2.58%2.44%2.75%2.38%1.94%2.22%2.63%1.74%2.19%

Drawdowns

TROW vs. GLW - Drawdown Comparison

The maximum TROW drawdown since its inception was -67.43%, smaller than the maximum GLW drawdown of -99.02%. Use the drawdown chart below to compare losses from any high point for TROW and GLW. For additional features, visit the drawdowns tool.


-50.00%-45.00%-40.00%-35.00%JuneJulyAugustSeptemberOctoberNovember
-39.58%
-38.33%
TROW
GLW

Volatility

TROW vs. GLW - Volatility Comparison

T. Rowe Price Group, Inc. (TROW) has a higher volatility of 8.76% compared to Corning Incorporated (GLW) at 7.55%. This indicates that TROW's price experiences larger fluctuations and is considered to be riskier than GLW based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


4.00%6.00%8.00%10.00%12.00%14.00%16.00%JuneJulyAugustSeptemberOctoberNovember
8.76%
7.55%
TROW
GLW

Financials

TROW vs. GLW - Financials Comparison

This section allows you to compare key financial metrics between T. Rowe Price Group, Inc. and Corning Incorporated. 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