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

Key characteristics


TROWGLW
YTD Return-3.54%36.57%
1Y Return-3.38%33.22%
3Y Return (Ann)-19.01%4.17%
5Y Return (Ann)1.21%10.79%
10Y Return (Ann)6.02%9.78%
Sharpe Ratio-0.191.22
Daily Std Dev24.20%25.98%
Max Drawdown-67.43%-99.02%
Current Drawdown-48.88%-46.41%

Fundamentals


TROWGLW
Market Cap$23.17B$35.40B
EPS$8.28$0.50
PE Ratio12.2881.28
PEG Ratio4.290.53
Total Revenue (TTM)$6.80B$12.39B
Gross Profit (TTM)$5.58B$3.81B
EBITDA (TTM)$2.35B$1.59B

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.

Performance

TROW vs. GLW - Performance Comparison

In the year-to-date period, TROW achieves a -3.54% return, which is significantly lower than GLW's 36.57% return. Over the past 10 years, TROW has underperformed GLW with an annualized return of 6.02%, while GLW has yielded a comparatively higher 9.78% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-10.00%0.00%10.00%20.00%30.00%40.00%AprilMayJuneJulyAugustSeptember
-11.93%
26.03%
TROW
GLW

Compare stocks, funds, or ETFs

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


T. Rowe Price Group, Inc.

Corning Incorporated

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.


TROW
Sharpe ratio
The chart of Sharpe ratio for TROW, currently valued at -0.19, compared to the broader market-4.00-2.000.002.00-0.19
Sortino ratio
The chart of Sortino ratio for TROW, currently valued at -0.11, compared to the broader market-6.00-4.00-2.000.002.004.00-0.11
Omega ratio
The chart of Omega ratio for TROW, currently valued at 0.99, compared to the broader market0.501.001.500.99
Calmar ratio
The chart of Calmar ratio for TROW, currently valued at -0.08, compared to the broader market0.001.002.003.004.005.00-0.08
Martin ratio
The chart of Martin ratio for TROW, currently valued at -0.61, compared to the broader market-5.000.005.0010.0015.0020.00-0.61
GLW
Sharpe ratio
The chart of Sharpe ratio for GLW, currently valued at 1.22, compared to the broader market-4.00-2.000.002.001.22
Sortino ratio
The chart of Sortino ratio for GLW, currently valued at 2.04, compared to the broader market-6.00-4.00-2.000.002.004.002.04
Omega ratio
The chart of Omega ratio for GLW, currently valued at 1.25, compared to the broader market0.501.001.501.26
Calmar ratio
The chart of Calmar ratio for GLW, currently valued at 0.48, compared to the broader market0.001.002.003.004.005.000.48
Martin ratio
The chart of Martin ratio for GLW, currently valued at 4.34, compared to the broader market-5.000.005.0010.0015.0020.004.34

TROW vs. GLW - Sharpe Ratio Comparison

The current TROW Sharpe Ratio is -0.19, which is lower than the GLW Sharpe Ratio of 1.22. The chart below compares the 12-month rolling Sharpe Ratio of TROW and GLW.


Rolling 12-month Sharpe Ratio0.000.501.001.50AprilMayJuneJulyAugustSeptember
-0.19
1.22
TROW
GLW

Dividends

TROW vs. GLW - Dividend Comparison

TROW's dividend yield for the trailing twelve months is around 4.84%, more than GLW's 2.76% yield.


TTM20232022202120202019201820172016201520142013
TROW
T. Rowe Price Group, Inc.
4.84%4.53%4.40%3.72%2.38%2.50%3.03%2.14%2.83%5.67%2.05%1.81%
GLW
Corning Incorporated
2.76%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.


-60.00%-55.00%-50.00%-45.00%-40.00%AprilMayJuneJulyAugustSeptember
-48.88%
-46.41%
TROW
GLW

Volatility

TROW vs. GLW - Volatility Comparison

The current volatility for T. Rowe Price Group, Inc. (TROW) is 5.51%, while Corning Incorporated (GLW) has a volatility of 6.85%. This indicates that TROW experiences smaller price fluctuations and is considered to be less risky 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%AprilMayJuneJulyAugustSeptember
5.51%
6.85%
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