TSPA vs. ^GSPC

In the year-to-date period, TSPA achieves a -0.78% return, which is significantly lower than ^GSPC's -0.64% return.

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

This table presents a comparison of risk-adjusted performance metrics for T. Rowe Price US Equity Research ETF (TSPA) and S&P 500 (^GSPC). 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 TSPA Sharpe Ratio is 0.66, which is comparable to the ^GSPC Sharpe Ratio of 0.61. The chart below compares the historical Sharpe Ratios of TSPA and ^GSPC, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

The maximum TSPA drawdown since its inception was -24.72%, smaller than the maximum ^GSPC drawdown of -56.78%. Use the drawdown chart below to compare losses from any high point for TSPA and ^GSPC. For additional features, visit the drawdowns tool.

T. Rowe Price US Equity Research ETF (TSPA) and S&P 500 (^GSPC) have volatilities of 6.19% and 6.29%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.