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

Correlation

The correlation between TROW and SPY is 0.65, 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.


Performance

TROW vs. SPY - Performance Comparison

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

2,000.00%4,000.00%6,000.00%8,000.00%10,000.00%December2025FebruaryMarchAprilMay
7,473.10%
2,204.65%
TROW
SPY

Key characteristics

Sharpe Ratio

TROW:

-0.46

SPY:

0.70

Sortino Ratio

TROW:

-0.51

SPY:

1.11

Omega Ratio

TROW:

0.94

SPY:

1.17

Calmar Ratio

TROW:

-0.23

SPY:

0.75

Martin Ratio

TROW:

-1.02

SPY:

2.96

Ulcer Index

TROW:

12.84%

SPY:

4.74%

Daily Std Dev

TROW:

28.45%

SPY:

20.05%

Max Drawdown

TROW:

-67.43%

SPY:

-55.19%

Current Drawdown

TROW:

-52.35%

SPY:

-7.79%

Returns By Period

In the year-to-date period, TROW achieves a -18.02% return, which is significantly lower than SPY's -3.56% return. Over the past 10 years, TROW has underperformed SPY with an annualized return of 4.69%, while SPY has yielded a comparatively higher 12.25% annualized return.


TROW

YTD

-18.02%

1M

10.69%

6M

-16.73%

1Y

-14.07%

5Y*

0.68%

10Y*

4.69%

SPY

YTD

-3.56%

1M

11.52%

6M

-0.47%

1Y

11.62%

5Y*

16.42%

10Y*

12.25%

*Annualized

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Risk-Adjusted Performance

TROW vs. SPY — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

TROW
The Risk-Adjusted Performance Rank of TROW is 2626
Overall Rank
The Sharpe Ratio Rank of TROW is 2525
Sharpe Ratio Rank
The Sortino Ratio Rank of TROW is 2222
Sortino Ratio Rank
The Omega Ratio Rank of TROW is 2323
Omega Ratio Rank
The Calmar Ratio Rank of TROW is 3636
Calmar Ratio Rank
The Martin Ratio Rank of TROW is 2626
Martin Ratio Rank

SPY
The Risk-Adjusted Performance Rank of SPY is 6666
Overall Rank
The Sharpe Ratio Rank of SPY is 6262
Sharpe Ratio Rank
The Sortino Ratio Rank of SPY is 6464
Sortino Ratio Rank
The Omega Ratio Rank of SPY is 6767
Omega Ratio Rank
The Calmar Ratio Rank of SPY is 6969
Calmar Ratio Rank
The Martin Ratio Rank of SPY is 6868
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.

TROW vs. SPY - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for T. Rowe Price Group, Inc. (TROW) 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 current TROW Sharpe Ratio is -0.46, which is lower than the SPY Sharpe Ratio of 0.70. The chart below compares the historical Sharpe Ratios of TROW 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-1.000.001.002.003.00December2025FebruaryMarchAprilMay
-0.46
0.70
TROW
SPY

Dividends

TROW vs. SPY - Dividend Comparison

TROW's dividend yield for the trailing twelve months is around 5.46%, more than SPY's 1.27% yield.


TTM20242023202220212020201920182017201620152014
TROW
T. Rowe Price Group, Inc.
5.46%4.39%4.53%4.40%3.72%2.38%2.50%3.03%2.17%2.87%5.71%2.05%
SPY
SPDR S&P 500 ETF
1.27%1.21%1.40%1.65%1.20%1.52%1.75%2.04%1.80%2.03%2.06%1.87%

Drawdowns

TROW vs. SPY - Drawdown Comparison

The maximum TROW drawdown since its inception was -67.43%, which is greater than SPY's maximum drawdown of -55.19%. Use the drawdown chart below to compare losses from any high point for TROW and SPY. For additional features, visit the drawdowns tool.


-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%December2025FebruaryMarchAprilMay
-52.35%
-7.79%
TROW
SPY

Volatility

TROW vs. SPY - Volatility Comparison

T. Rowe Price Group, Inc. (TROW) has a higher volatility of 16.13% compared to SPDR S&P 500 ETF (SPY) at 14.12%. This indicates that TROW's price experiences larger fluctuations and is considered to be riskier than SPY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%5.00%10.00%15.00%20.00%December2025FebruaryMarchAprilMay
16.13%
14.12%
TROW
SPY