There are none that I am aware of that never drop in value. There are investments that are virtually risk free, like US government bonds, but those are only risk free if you hold them to maturity, meaning you are guaranteed to get your money back plus interest so long as the US government does not default (which is virtually 100% certain).
However, even those bonds drop in value if underlying interest rates go up. If you buy a 5% T-bill and the equivalent interest rate rises to 6%, your bond is now worth less since investors can instead buy a 6% bond instead of your 5% bond. You're still guaranteed to get a 5% return, but the current value is lower (you can get a better return with other investments). So even risk-free instruments can drop in value during their lifetime.
Even cash will drop in real value during times of inflation (a $100 bill buys less today than it did 5 years ago).