CPRT vs ROP: returns, Sharpe ratio and drawdown

Over the past year, ROP returned -29.69% against -37.60% for CPRT. Over five years, ROP averaged -4.87% a year, compared with -5.40% for CPRT. ROP had the higher Sharpe ratio over the past year (-1.19 vs -1.52), meaning more return for each unit of volatility. The worst peak-to-trough drop over the past year was -39.10% for ROP and -41.83% for CPRT.