GILT vs. ROKT

Last updated Jun 4, 2026

GILT (Gilat Satellite Networks Ltd) is a stock, while ROKT (SPDR S&P Kensho Final Frontiers ETF) is Industrials Equities fund tracking the S&P Kensho Final Frontiers Index. Over the past 5 years, GILT returned 8.03%/yr vs 24.68%/yr for ROKT. At a 0.44 correlation, their price movements are largely independent.

Performance

GILT vs. ROKT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Gilat Satellite Networks Ltd (GILT) and SPDR S&P Kensho Final Frontiers ETF (ROKT). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, GILT achieves a 19.63% return, which is significantly lower than ROKT's 46.55% return.

GILT

• 1D: -4.68%
• 1M: -15.59%
• YTD: 19.63%
• 6M: 33.10%
• 1Y: 153.77%
• 3Y*: 43.95%
• 5Y*: 8.03%
• 10Y*: 14.40%

ROKT

• 1D: -3.71%
• 1M: 12.62%
• YTD: 46.55%
• 6M: 60.20%
• 1Y: 111.37%
• 3Y*: 44.75%
• 5Y*: 24.68%
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

GILT vs. ROKT - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018
GILT Gilat Satellite Networks Ltd	19.63%	110.41%	0.65%	5.34%	-17.96%	18.14%	-12.01%	-9.43%	0.77%
ROKT SPDR S&P Kensho Final Frontiers ETF	46.55%	50.56%	27.89%	14.41%	-0.81%	4.63%	7.99%	40.90%	-13.20%

Correlation

The correlation between GILT and ROKT is 0.59, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.59
Correlation (3Y) Calculated over the trailing 3-year period	0.47
Correlation (5Y) Calculated over the trailing 5-year period	0.49
Correlation (All Time) Calculated using the full available price history since Oct 24, 2018	0.44

The correlation between GILT and ROKT shifts across timeframes, from 0.44 (all time) to 0.59 (1 year), reflecting how their relationship changes across market environments.

Return for Risk

GILT vs. ROKT — Risk / Return Rank

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

GILT

GILT Risk / Return Rank: 87
GILT Sharpe Ratio Rank: 90
GILT Sortino Ratio Rank: 83
GILT Omega Ratio Rank: 85
GILT Calmar Ratio Rank: 90
GILT Martin Ratio Rank: 89

ROKT

ROKT Risk / Return Rank: 93
ROKT Sharpe Ratio Rank: 95
ROKT Sortino Ratio Rank: 92
ROKT Omega Ratio Rank: 89
ROKT Calmar Ratio Rank: 96
ROKT Martin Ratio Rank: 96

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

GILT vs. ROKT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Gilat Satellite Networks Ltd (GILT) and SPDR S&P Kensho Final Frontiers ETF (ROKT). 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.

	GILT	ROKT	Difference
Sharpe ratio: Return per unit of total volatility	2.22	3.88	-1.66
Sortino ratio: Return per unit of downside risk	2.61	4.47	-1.87
Omega ratio: Gain probability vs. loss probability	1.36	1.57	-0.21
Calmar ratio: Return relative to maximum drawdown	4.60	9.82	-5.23
Martin ratio: Return relative to average drawdown	11.87	35.81	-23.94
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

GILT vs. ROKT - Sharpe Ratio Comparison

The current GILT Sharpe Ratio is 2.22, which is lower than the ROKT Sharpe Ratio of 3.88. The chart below compares the historical Sharpe Ratios of GILT and ROKT, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	GILT	ROKT	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.22	3.88	-1.66
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.17	1.09	-0.92
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.30	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	-0.14	0.86	-1.01

Drawdowns

GILT vs. ROKT - Drawdown Comparison

The maximum GILT drawdown since its inception was -99.94%, which is greater than ROKT's maximum drawdown of -43.16%. Use the drawdown chart below to compare losses from any high point for GILT and ROKT.

Drawdown Indicators

	GILT	ROKT	Difference
Max Drawdown Largest peak-to-trough decline	-99.94%	-43.16%	-56.78%
Max Drawdown (1Y) Largest decline over 1 year	-33.65%	-11.40%	-22.25%
Max Drawdown (3Y) Largest decline over 3 years	-41.94%	-23.46%	-18.48%
Max Drawdown (5Y) Largest decline over 5 years	-63.20%	-23.46%	-39.74%
Max Drawdown (10Y) Largest decline over 10 years	-80.89%	—	—
Current Drawdown Current decline from peak	-99.45%	-8.82%	-90.63%
Average Drawdown Average peak-to-trough decline	-80.78%	-6.75%	-74.03%
Ulcer Index Depth and duration of drawdowns from previous peaks	13.01%	3.12%	+9.89%

Volatility

GILT vs. ROKT - Volatility Comparison

Gilat Satellite Networks Ltd (GILT) has a higher volatility of 33.51% compared to SPDR S&P Kensho Final Frontiers ETF (ROKT) at 13.10%. This indicates that GILT's price experiences larger fluctuations and is considered to be riskier than ROKT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	GILT	ROKT	Difference
Volatility (1M) Calculated over the trailing 1-month period	33.51%	13.10%	+20.41%
Volatility (6M) Calculated over the trailing 6-month period	57.97%	24.98%	+32.99%
Volatility (1Y) Calculated over the trailing 1-year period	70.09%	28.89%	+41.20%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	48.36%	22.78%	+25.58%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	47.48%	25.14%	+22.34%

Dividends

GILT vs. ROKT - Dividend Comparison

GILT has not paid dividends to shareholders, while ROKT's dividend yield for the trailing twelve months is around 0.27%.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018
GILT Gilat Satellite Networks Ltd	0.00%	0.00%	0.00%	0.00%	0.00%	8.91%	5.52%	5.71%	0.00%
ROKT SPDR S&P Kensho Final Frontiers ETF	0.27%	0.41%	0.57%	0.62%	0.54%	1.79%	0.48%	0.74%	0.16%

Frequently Asked Questions

Can I hold both GILT and ROKT in my portfolio?

GILT and ROKT have a correlation of 0.59, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, GILT or ROKT?

GILT has higher volatility (33.51%) compared to ROKT (13.10%). In terms of maximum drawdown, GILT dropped -99.94% vs ROKT's -43.16%.

Which has better risk-adjusted returns?

ROKT currently has the higher Sharpe Ratio (3.88 vs 2.22), 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.