DIOD vs. ROCK
DIOD (Diodes Incorporated) and ROCK (Gibraltar Industries, Inc.) are both stocks. DIOD operates in Semiconductors (Technology), while ROCK operates in Building Products & Equipment (Industrials). Over the past 10 years, DIOD returned 19.48%/yr vs 2.02%/yr for ROCK. At a 0.28 correlation, their price movements are largely independent.
Performance
DIOD vs. ROCK - Performance Comparison
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Returns By Period
In the year-to-date period, DIOD achieves a 135.55% return, which is significantly higher than ROCK's -23.89% return. Over the past 10 years, DIOD has outperformed ROCK with an annualized return of 19.48%, while ROCK has yielded a comparatively lower 2.02% annualized return.
DIOD
- 1D
- 1.83%
- 1M
- 6.92%
- YTD
- 135.55%
- 6M
- 126.42%
- 1Y
- 149.40%
- 3Y*
- 8.49%
- 5Y*
- 8.66%
- 10Y*
- 19.48%
ROCK
- 1D
- -1.05%
- 1M
- 1.92%
- YTD
- -23.89%
- 6M
- -25.28%
- 1Y
- -36.38%
- 3Y*
- -12.81%
- 5Y*
- -13.10%
- 10Y*
- 2.02%
DIOD vs. ROCK - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DIOD Diodes Incorporated | 135.55% | -19.99% | -23.41% | 5.75% | -30.66% | 55.76% | 25.07% | 74.74% | 12.52% | 11.69% |
ROCK Gibraltar Industries, Inc. | -23.89% | -16.06% | -25.42% | 72.14% | -31.19% | -7.31% | 42.62% | 41.73% | 7.85% | -20.77% |
Correlation
The correlation between DIOD and ROCK is 0.40, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.40 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.45 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.48 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.44 |
Correlation (All Time) Calculated using the full available price history since Nov 8, 1993 | 0.28 |
The correlation between DIOD and ROCK shifts across timeframes, from 0.28 (all time) to 0.48 (5 years), reflecting how their relationship changes across market environments.
Fundamentals
DIOD:
$5.36B
ROCK:
$1.12B
DIOD:
$1.85
ROCK:
$0.30
DIOD:
62.94
ROCK:
125.32
DIOD:
3.46
ROCK:
0.94
DIOD:
2.75
ROCK:
1.27
DIOD:
$1.56B
ROCK:
$1.20B
DIOD:
$486.53M
ROCK:
$306.36M
DIOD:
$216.64M
ROCK:
$116.44M
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Return for Risk
DIOD vs. ROCK — Risk / Return Rank
DIOD
ROCK
DIOD vs. ROCK - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Diodes Incorporated (DIOD) and Gibraltar Industries, Inc. (ROCK). 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.
| DIOD | ROCK | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +3.43 | ||
| Sortino ratioReturn per unit of downside risk | +4.22 | ||
| Omega ratioGain probability vs. loss probability | 1.43 | 0.88 | +0.55 |
| Calmar ratioReturn relative to maximum drawdown | 5.48 | -0.67 | +6.15 |
| Martin ratioReturn relative to average drawdown | 14.09 | -1.22 | +15.31 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| DIOD | ROCK | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.68 | -0.75 | +3.43 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.19 | -0.33 | +0.52 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.45 | 0.05 | +0.40 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.32 | 0.11 | +0.21 |
Drawdowns
DIOD vs. ROCK - Drawdown Comparison
The maximum DIOD drawdown since its inception was -90.09%, roughly equal to the maximum ROCK drawdown of -88.34%. Use the drawdown chart below to compare losses from any high point for DIOD and ROCK.
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Drawdown Indicators
| DIOD | ROCK | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -90.09% | -88.34% | -1.75% |
Max Drawdown (1Y)Largest decline over 1 year | -27.44% | -54.65% | +27.21% |
Max Drawdown (3Y)Largest decline over 3 years | -64.19% | -61.21% | -2.98% |
Max Drawdown (5Y)Largest decline over 5 years | -69.52% | -61.21% | -8.31% |
Max Drawdown (10Y)Largest decline over 10 years | -69.52% | -66.51% | -3.01% |
Current DrawdownCurrent decline from peak | 0.00% | -62.74% | +62.74% |
Average DrawdownAverage peak-to-trough decline | -33.34% | -32.25% | -1.09% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 10.65% | 29.90% | -19.25% |
Volatility
DIOD vs. ROCK - Volatility Comparison
Diodes Incorporated (DIOD) has a higher volatility of 20.33% compared to Gibraltar Industries, Inc. (ROCK) at 16.51%. This indicates that DIOD's price experiences larger fluctuations and is considered to be riskier than ROCK based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DIOD | ROCK | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 20.33% | 16.51% | +3.82% |
Volatility (6M)Calculated over the trailing 6-month period | 43.59% | 34.97% | +8.62% |
Volatility (1Y)Calculated over the trailing 1-year period | 56.29% | 48.64% | +7.65% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 46.48% | 39.69% | +6.79% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 43.25% | 38.81% | +4.44% |
Dividends
DIOD vs. ROCK - Dividend Comparison
Neither DIOD nor ROCK has paid dividends to shareholders.
Financials
DIOD vs. ROCK - Financials Comparison
This section allows you to compare key financial metrics between Diodes Incorporated and Gibraltar Industries, 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.
Total Revenue: Total amount of money received from sales and other business activities
DIOD vs. ROCK - Profitability Comparison
DIOD - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Diodes Incorporated reported a gross profit of 128.79M and revenue of 405.47M. Therefore, the gross margin over that period was 31.8%.
ROCK - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Gibraltar Industries, Inc. reported a gross profit of 78.87M and revenue of 356.29M. Therefore, the gross margin over that period was 22.1%.
DIOD - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Diodes Incorporated reported an operating income of 19.77M and revenue of 405.47M, resulting in an operating margin of 4.9%.
ROCK - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Gibraltar Industries, Inc. reported an operating income of -4.46M and revenue of 356.29M, resulting in an operating margin of -1.3%.
DIOD - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Diodes Incorporated reported a net income of 14.96M and revenue of 405.47M, resulting in a net margin of 3.7%.
ROCK - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Gibraltar Industries, Inc. reported a net income of -67.47M and revenue of 356.29M, resulting in a net margin of -18.9%.
Frequently Asked Questions
DIOD and ROCK have a correlation of 0.40, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
DIOD has higher volatility (20.33%) compared to ROCK (16.51%). In terms of maximum drawdown, DIOD dropped -90.09% vs ROCK's -88.34%.
DIOD currently has the higher Sharpe Ratio (2.68 vs -0.75), 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.
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