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

Key characteristics


FASTROK
YTD Return31.93%-3.98%
1Y Return45.70%16.56%
3Y Return (Ann)15.81%-2.94%
5Y Return (Ann)20.87%12.50%
10Y Return (Ann)17.29%12.38%
Sharpe Ratio2.000.49
Sortino Ratio3.100.82
Omega Ratio1.421.13
Calmar Ratio2.280.59
Martin Ratio4.651.42
Ulcer Index9.99%11.18%
Daily Std Dev23.18%32.33%
Max Drawdown-63.43%-75.83%
Current Drawdown0.00%-13.30%

Fundamentals


FASTROK
Market Cap$47.88B$33.36B
EPS$2.15$9.61
PE Ratio38.8730.59
PEG Ratio4.263.93
Total Revenue (TTM)$7.48B$6.23B
Gross Profit (TTM)$3.26B$2.41B
EBITDA (TTM)$1.69B$1.14B

Correlation

-0.50.00.51.00.4

The correlation between FAST and ROK is 0.40, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

Performance

FAST vs. ROK - Performance Comparison

In the year-to-date period, FAST achieves a 31.93% return, which is significantly higher than ROK's -3.98% return. Over the past 10 years, FAST has outperformed ROK with an annualized return of 17.29%, while ROK has yielded a comparatively lower 12.38% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-10.00%0.00%10.00%20.00%30.00%JuneJulyAugustSeptemberOctoberNovember
26.51%
8.48%
FAST
ROK

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Risk-Adjusted Performance

FAST vs. ROK - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Fastenal Company (FAST) 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.


FAST
Sharpe ratio
The chart of Sharpe ratio for FAST, currently valued at 2.00, compared to the broader market-4.00-2.000.002.004.002.00
Sortino ratio
The chart of Sortino ratio for FAST, currently valued at 3.10, compared to the broader market-4.00-2.000.002.004.003.10
Omega ratio
The chart of Omega ratio for FAST, currently valued at 1.42, compared to the broader market0.501.001.502.001.42
Calmar ratio
The chart of Calmar ratio for FAST, currently valued at 2.28, compared to the broader market0.002.004.006.002.28
Martin ratio
The chart of Martin ratio for FAST, currently valued at 4.65, compared to the broader market0.0010.0020.0030.004.65
ROK
Sharpe ratio
The chart of Sharpe ratio for ROK, currently valued at 0.49, compared to the broader market-4.00-2.000.002.004.000.49
Sortino ratio
The chart of Sortino ratio for ROK, currently valued at 0.82, compared to the broader market-4.00-2.000.002.004.000.82
Omega ratio
The chart of Omega ratio for ROK, currently valued at 1.13, compared to the broader market0.501.001.502.001.13
Calmar ratio
The chart of Calmar ratio for ROK, currently valued at 0.59, compared to the broader market0.002.004.006.000.59
Martin ratio
The chart of Martin ratio for ROK, currently valued at 1.42, compared to the broader market0.0010.0020.0030.001.42

FAST vs. ROK - Sharpe Ratio Comparison

The current FAST Sharpe Ratio is 2.00, which is higher than the ROK Sharpe Ratio of 0.49. The chart below compares the historical Sharpe Ratios of FAST 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-0.500.000.501.001.502.00JuneJulyAugustSeptemberOctoberNovember
2.00
0.49
FAST
ROK

Dividends

FAST vs. ROK - Dividend Comparison

FAST's dividend yield for the trailing twelve months is around 2.32%, more than ROK's 1.70% yield.


TTM20232022202120202019201820172016201520142013
FAST
Fastenal Company
2.32%2.75%2.62%1.75%2.87%2.35%2.95%2.34%2.55%2.74%2.10%1.68%
ROK
Rockwell Automation, Inc.
1.70%1.54%1.76%1.24%1.65%1.94%2.42%1.59%2.18%2.61%2.15%1.77%

Drawdowns

FAST vs. ROK - Drawdown Comparison

The maximum FAST drawdown since its inception was -63.43%, smaller than the maximum ROK drawdown of -75.83%. Use the drawdown chart below to compare losses from any high point for FAST and ROK. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JuneJulyAugustSeptemberOctoberNovember0
-13.30%
FAST
ROK

Volatility

FAST vs. ROK - Volatility Comparison

Fastenal Company (FAST) has a higher volatility of 11.59% compared to Rockwell Automation, Inc. (ROK) at 9.80%. This indicates that FAST'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.


4.00%6.00%8.00%10.00%12.00%14.00%JuneJulyAugustSeptemberOctoberNovember
11.59%
9.80%
FAST
ROK

Financials

FAST vs. ROK - Financials Comparison

This section allows you to compare key financial metrics between Fastenal Company 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