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ETN vs. ROK
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between ETN and ROK is 0.61, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.0
Correlation: 0.6

Performance

ETN vs. ROK - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Eaton Corporation plc (ETN) and Rockwell Automation, Inc. (ROK). The values are adjusted to include any dividend payments, if applicable.

10,000.00%20,000.00%30,000.00%40,000.00%50,000.00%NovemberDecember2025FebruaryMarchApril
13,820.38%
38,959.60%
ETN
ROK

Key characteristics

Sharpe Ratio

ETN:

-0.17

ROK:

-0.24

Sortino Ratio

ETN:

0.03

ROK:

-0.13

Omega Ratio

ETN:

1.00

ROK:

0.98

Calmar Ratio

ETN:

-0.19

ROK:

-0.24

Martin Ratio

ETN:

-0.48

ROK:

-0.87

Ulcer Index

ETN:

13.46%

ROK:

9.64%

Daily Std Dev

ETN:

38.42%

ROK:

34.85%

Max Drawdown

ETN:

-68.95%

ROK:

-75.83%

Current Drawdown

ETN:

-23.22%

ROK:

-26.08%

Fundamentals

Market Cap

ETN:

$113.15B

ROK:

$28.10B

EPS

ETN:

$9.50

ROK:

$8.02

PE Ratio

ETN:

30.40

ROK:

30.97

PEG Ratio

ETN:

2.41

ROK:

3.27

PS Ratio

ETN:

4.55

ROK:

3.47

PB Ratio

ETN:

6.12

ROK:

8.30

Total Revenue (TTM)

ETN:

$18.94B

ROK:

$4.81B

Gross Profit (TTM)

ETN:

$7.28B

ROK:

$2.31B

EBITDA (TTM)

ETN:

$4.38B

ROK:

$1.16B

Returns By Period

The year-to-date returns for both stocks are quite close, with ETN having a -12.65% return and ROK slightly lower at -12.70%. Over the past 10 years, ETN has outperformed ROK with an annualized return of 18.59%, while ROK has yielded a comparatively lower 9.88% annualized return.


ETN

YTD

-12.65%

1M

5.34%

6M

-15.62%

1Y

-9.79%

5Y*

31.00%

10Y*

18.59%

ROK

YTD

-12.70%

1M

-3.96%

6M

-7.12%

1Y

-9.67%

5Y*

6.73%

10Y*

9.88%

*Annualized

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Risk-Adjusted Performance

ETN vs. ROK — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

ETN
The Risk-Adjusted Performance Rank of ETN is 4141
Overall Rank
The Sharpe Ratio Rank of ETN is 4343
Sharpe Ratio Rank
The Sortino Ratio Rank of ETN is 3939
Sortino Ratio Rank
The Omega Ratio Rank of ETN is 3838
Omega Ratio Rank
The Calmar Ratio Rank of ETN is 4141
Calmar Ratio Rank
The Martin Ratio Rank of ETN is 4242
Martin Ratio Rank

ROK
The Risk-Adjusted Performance Rank of ROK is 3535
Overall Rank
The Sharpe Ratio Rank of ROK is 3939
Sharpe Ratio Rank
The Sortino Ratio Rank of ROK is 3434
Sortino Ratio Rank
The Omega Ratio Rank of ROK is 3434
Omega Ratio Rank
The Calmar Ratio Rank of ROK is 3737
Calmar Ratio Rank
The Martin Ratio Rank of ROK is 3232
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

ETN vs. ROK - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Eaton Corporation plc (ETN) and Rockwell Automation, Inc. (ROK). 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 chart of Sharpe ratio for ETN, currently valued at -0.17, compared to the broader market-2.00-1.000.001.002.003.00
ETN: -0.17
ROK: -0.24
The chart of Sortino ratio for ETN, currently valued at 0.03, compared to the broader market-6.00-4.00-2.000.002.004.00
ETN: 0.03
ROK: -0.13
The chart of Omega ratio for ETN, currently valued at 1.00, compared to the broader market0.501.001.502.00
ETN: 1.00
ROK: 0.98
The chart of Calmar ratio for ETN, currently valued at -0.19, compared to the broader market0.001.002.003.004.005.00
ETN: -0.19
ROK: -0.24
The chart of Martin ratio for ETN, currently valued at -0.48, compared to the broader market-5.000.005.0010.0015.0020.00
ETN: -0.48
ROK: -0.87

The current ETN Sharpe Ratio is -0.17, which is higher than the ROK Sharpe Ratio of -0.24. The chart below compares the historical Sharpe Ratios of ETN and ROK, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00NovemberDecember2025FebruaryMarchApril
-0.17
-0.24
ETN
ROK

Dividends

ETN vs. ROK - Dividend Comparison

ETN's dividend yield for the trailing twelve months is around 1.34%, less than ROK's 2.06% yield.


TTM20242023202220212020201920182017201620152014
ETN
Eaton Corporation plc
1.34%1.13%1.43%2.06%1.76%2.43%3.00%3.85%3.04%3.40%4.23%2.88%
ROK
Rockwell Automation, Inc.
2.06%1.77%1.54%1.76%1.24%1.65%1.94%2.42%1.59%2.18%2.61%2.15%

Drawdowns

ETN vs. ROK - Drawdown Comparison

The maximum ETN drawdown since its inception was -68.95%, smaller than the maximum ROK drawdown of -75.83%. Use the drawdown chart below to compare losses from any high point for ETN and ROK. For additional features, visit the drawdowns tool.


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-23.22%
-26.08%
ETN
ROK

Volatility

ETN vs. ROK - Volatility Comparison

Eaton Corporation plc (ETN) has a higher volatility of 19.30% compared to Rockwell Automation, Inc. (ROK) at 17.85%. This indicates that ETN's price experiences larger fluctuations and is considered to be riskier than ROK based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%NovemberDecember2025FebruaryMarchApril
19.30%
17.85%
ETN
ROK

Financials

ETN vs. ROK - Financials Comparison

This section allows you to compare key financial metrics between Eaton Corporation plc and Rockwell Automation, 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.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


Values in USD except per share items