T ROWE Competition
| PRCIX Fund | USD 7.90 -0.07 -0.88% |
Correlation: T ROWE vs Northern Stock View
Moderate diversification
T ROWE currently posts a 0.26 correlation with Northern Stock, indicating a Moderate diversification relationship for the active sample. The overlap area shows the portion of risk that can be diversified away by holding both instruments together.
Moving together with PRCIX Mutual Fund
The mean reversion principle applied to T ROWE's suggests that neither prolonged outperformance nor underperformance is permanent. Identifying the root cause of T ROWE's price dislocation is essential before acting on a mean reversion signal. The mean reversion tendency in T ROWE's price is a well-documented phenomenon in academic research. In many cases, T ROWE's price extremes present statistical patterns that have recurred historically.
T ROWE Competition Correlation Matrix
Studying peer correlation around T Rowe Price gives investors a cleaner read on how much independent price behavior still exists across the competitive set. Used correctly, correlation analysis helps separate broad industry exposure from company-specific behavior before additional capital is allocated across the peer group.
Risk-Adjusted Indicators
There is a big difference between PRCIX Mutual Fund performing well and T ROWE Mutual Fund doing well as a business compared to the competition. Risk-adjusted metrics allow investors to compare T ROWE's efficiency and downside exposure against peers in a more meaningful way. These indicators are quantitative in nature and help investors forecast volatility and risk-adjusted expected returns across various positions.| Mean Deviation | Jensen Alpha | Sortino Ratio | Treynor Ratio | Semi Deviation | Expected Shortfall | Potential Upside | Value @Risk | Maximum Drawdown | ||
|---|---|---|---|---|---|---|---|---|---|---|
| VGIAX | 0.77 | 0.16 | 0.21 | 0.12 | 0.81 | 1.10 | 11.69 | |||
| VQNPX | 0.64 | 0.00 | 0.00 | -0.09 | 0.00 | 1.08 | 3.76 | |||
| CIVVX | 0.81 | -0.01 | 0.00 | -0.11 | 0.00 | 1.28 | 6.05 | |||
| SMGIX | 0.58 | -0.01 | 0.00 | -0.11 | 0.00 | 0.89 | 3.43 | |||
| TADGX | 0.51 | 0.03 | 0.00 | -0.06 | 0.00 | 0.80 | 3.33 | |||
| DODBX | 0.49 | 0.02 | 0.00 | -0.06 | 0.00 | 0.73 | 8.56 | |||
| NOSIX | 0.59 | 0.01 | 0.00 | -0.09 | 0.00 | 0.88 | 3.53 |
T ROWE Competitive Analysis
| Better Than Average | Worse Than Peers | View Performance Chart |
T ROWE Competition Peer Performance Charts
How to Analyze T ROWE Against Peers
T ROWE's peer analysis compares T ROWE with related companies to put valuation, quality, and risk metrics in context. This helps determine whether recent performance is company-specific or broadly sector-driven. A practical workflow includes:- Set a relevant peer group: Include direct competitors and close alternatives with comparable business exposure.
- Benchmark core financials: Compare profitability, growth, capital structure, and cash flow quality.
- Check valuation dispersion: Review whether T ROWE trades at a premium or discount versus peers and why.
- Evaluate risk profile: Compare volatility, drawdowns, and correlation to avoid false diversification assumptions.
- Document the thesis: Record where T ROWE leads or lags and what catalysts could close or widen the gap.
Peer Comparison Metrics & Methodology
T ROWE's capital allocation track record stands out when measured by cumulative returns on acquisitions versus peers. T ROWE may trade at a premium to peers, but only sustained outperformance justifies the gap long-term. Relative analysis can highlight whether current pricing already reflects peer-group strengths or weaknesses.
Inputs for T Rowe Price come from fund disclosures and market reference feeds and are mapped into a consistent schema for analysis. Some fields can appear with publication lag.