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TROW vs. STLD
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

TROW vs. STLD - Performance Comparison

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

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Returns By Period

In the year-to-date period, TROW achieves a 8.69% return, which is significantly lower than STLD's 67.39% return. Over the past 10 years, TROW has underperformed STLD with an annualized return of 8.25%, while STLD has yielded a comparatively higher 29.92% annualized return.


TROW

1D
1.27%
1M
6.44%
YTD
8.69%
6M
7.38%
1Y
22.18%
3Y*
4.23%
5Y*
-6.62%
10Y*
8.25%

STLD

1D
1.15%
1M
19.27%
YTD
67.39%
6M
65.42%
1Y
117.36%
3Y*
40.23%
5Y*
36.27%
10Y*
29.92%
*Multi-year figures are annualized to reflect compound growth (CAGR)

TROW vs. STLD - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
TROW
T. Rowe Price Group, Inc.
8.69%-4.67%9.68%3.35%-42.24%34.91%28.11%35.61%-9.75%43.38%
STLD
Steel Dynamics, Inc.
67.39%50.70%-1.99%22.75%60.14%71.42%12.46%16.78%-29.02%23.34%

Correlation

The correlation between TROW and STLD is 0.33, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.33

Correlation (3Y)
Calculated over the trailing 3-year period

0.38

Correlation (5Y)
Calculated over the trailing 5-year period

0.40

Correlation (10Y)
Calculated over the trailing 10-year period

0.43

Correlation (All Time)
Calculated using the full available price history since Nov 22, 1996

0.38

Fundamentals

Market Cap

TROW:

$23.86B

STLD:

$40.94B

EPS

TROW:

$9.80

STLD:

$9.33

PE Ratio

TROW:

11.19

STLD:

30.30

PS Ratio

TROW:

3.26

STLD:

2.19

PB Ratio

TROW:

2.21

STLD:

4.47

Total Revenue (TTM)

TROW:

$7.41B

STLD:

$19.01B

Gross Profit (TTM)

TROW:

$3.66B

STLD:

$2.66B

EBITDA (TTM)

TROW:

$2.87B

STLD:

$2.23B

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Return for Risk

TROW vs. STLD — Risk / Return Rank

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

TROW
TROW Risk / Return Rank: 6767
Overall Rank
TROW Sharpe Ratio Rank: 7272
Sharpe Ratio Rank
TROW Sortino Ratio Rank: 6666
Sortino Ratio Rank
TROW Omega Ratio Rank: 6464
Omega Ratio Rank
TROW Calmar Ratio Rank: 6666
Calmar Ratio Rank
TROW Martin Ratio Rank: 6767
Martin Ratio Rank

STLD
STLD Risk / Return Rank: 9595
Overall Rank
STLD Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
STLD Sortino Ratio Rank: 9696
Sortino Ratio Rank
STLD Omega Ratio Rank: 9494
Omega Ratio Rank
STLD Calmar Ratio Rank: 9494
Calmar Ratio Rank
STLD Martin Ratio Rank: 9696
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

TROW vs. STLD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for T. Rowe Price Group, Inc. (TROW) and Steel Dynamics, Inc. (STLD). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


TROWSTLDDifference
Sharpe ratioReturn per unit of total volatility

-2.60

Sortino ratioReturn per unit of downside risk

-2.77

Omega ratioGain probability vs. loss probability

1.18

1.50

-0.32

Calmar ratioReturn relative to maximum drawdown

1.13

5.81

-4.68

Martin ratioReturn relative to average drawdown

2.77

19.49

-16.72

TROW vs. STLD - Sharpe Ratio Comparison

The current TROW Sharpe Ratio is 0.94, which is lower than the STLD Sharpe Ratio of 3.54. The chart below compares the historical Sharpe Ratios of TROW and STLD, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

TROW vs. STLD - Drawdown Comparison

The maximum TROW drawdown since its inception was -67.43%, smaller than the maximum STLD drawdown of -87.05%. Use the drawdown chart below to compare losses from any high point for TROW and STLD.


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Drawdown Indicators


TROWSTLDDifference

Max Drawdown

Largest peak-to-trough decline

-67.43%

-87.05%

+19.62%

Max Drawdown (1Y)

Largest decline over 1 year

-19.76%

-20.33%

+0.57%

Max Drawdown (3Y)

Largest decline over 3 years

-34.05%

-28.66%

-5.39%

Max Drawdown (5Y)

Largest decline over 5 years

-58.16%

-32.20%

-25.96%

Max Drawdown (10Y)

Largest decline over 10 years

-58.16%

-68.46%

+10.30%

Current Drawdown

Current decline from peak

-39.77%

0.00%

-39.77%

Average Drawdown

Average peak-to-trough decline

-16.68%

-33.27%

+16.59%

Ulcer Index

Depth and duration of drawdowns from previous peaks

8.02%

6.04%

+1.98%

Volatility

TROW vs. STLD - Volatility Comparison

The current volatility for T. Rowe Price Group, Inc. (TROW) is 4.34%, while Steel Dynamics, Inc. (STLD) has a volatility of 9.70%. This indicates that TROW experiences smaller price fluctuations and is considered to be less risky than STLD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


TROWSTLDDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.34%

9.70%

-5.36%

Volatility (6M)

Calculated over the trailing 6-month period

17.09%

24.96%

-7.87%

Volatility (1Y)

Calculated over the trailing 1-year period

23.79%

33.38%

-9.59%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

30.47%

38.03%

-7.56%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

30.00%

39.31%

-9.31%

Dividends

TROW vs. STLD - Dividend Comparison

TROW's dividend yield for the trailing twelve months is around 4.66%, more than STLD's 0.72% yield.


PositionTTM20252024202320222021202020192018201720162015
STLD
Steel Dynamics, Inc.
0.72%1.18%1.61%1.44%1.39%1.68%2.71%2.82%2.50%1.44%1.57%3.08%
TROW
T. Rowe Price Group, Inc.
4.66%4.96%4.39%4.53%4.40%3.72%2.38%2.50%3.03%2.17%2.87%5.71%

Financials

TROW vs. STLD - Financials Comparison

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


2.00B3.00B4.00B5.00B6.00B20222023202420252026
1.86B
5.20B
(TROW) Total Revenue
(STLD) Total Revenue
Values in USD except per share items

TROW vs. STLD - Profitability Comparison

The chart below illustrates the profitability comparison between T. Rowe Price Group, Inc. and Steel Dynamics, Inc. over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

0.0%20.0%40.0%60.0%80.0%100.0%202220232024202520260
14.7%
Portfolio components
TROW - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, T. Rowe Price Group, Inc. reported a gross profit of 0.00 and revenue of 1.86B. Therefore, the gross margin over that period was 0.0%.

STLD - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Steel Dynamics, Inc. reported a gross profit of 763.22M and revenue of 5.20B. Therefore, the gross margin over that period was 14.7%.

TROW - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, T. Rowe Price Group, Inc. reported an operating income of 680.50M and revenue of 1.86B, resulting in an operating margin of 36.7%.

STLD - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Steel Dynamics, Inc. reported an operating income of 538.00M and revenue of 5.20B, resulting in an operating margin of 10.3%.

TROW - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, T. Rowe Price Group, Inc. reported a net income of 562.00M and revenue of 1.86B, resulting in a net margin of 30.3%.

STLD - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Steel Dynamics, Inc. reported a net income of 403.44M and revenue of 5.20B, resulting in a net margin of 7.8%.


Frequently Asked Questions


TROW and STLD have a correlation of 0.33, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

STLD has higher volatility (9.70%) compared to TROW (4.34%). In terms of maximum drawdown, TROW dropped -67.43% vs STLD's -87.05%.

STLD currently has the higher Sharpe Ratio (3.54 vs 0.94), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

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