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

Correlation

The correlation between HON 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

HON vs. ROK - Performance Comparison

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

0.00%10,000.00%20,000.00%30,000.00%40,000.00%50,000.00%NovemberDecember2025FebruaryMarchApril
2,256.67%
38,959.60%
HON
ROK

Key characteristics

Sharpe Ratio

HON:

0.16

ROK:

-0.24

Sortino Ratio

HON:

0.38

ROK:

-0.13

Omega Ratio

HON:

1.05

ROK:

0.98

Calmar Ratio

HON:

0.17

ROK:

-0.24

Martin Ratio

HON:

0.50

ROK:

-0.87

Ulcer Index

HON:

7.36%

ROK:

9.64%

Daily Std Dev

HON:

23.58%

ROK:

34.85%

Max Drawdown

HON:

-71.79%

ROK:

-75.83%

Current Drawdown

HON:

-15.16%

ROK:

-26.08%

Fundamentals

Market Cap

HON:

$128.11B

ROK:

$28.10B

EPS

HON:

$8.71

ROK:

$8.03

PE Ratio

HON:

22.87

ROK:

30.95

PEG Ratio

HON:

2.14

ROK:

3.15

PS Ratio

HON:

3.33

ROK:

3.47

PB Ratio

HON:

6.94

ROK:

8.01

Total Revenue (TTM)

HON:

$29.39B

ROK:

$4.81B

Gross Profit (TTM)

HON:

$11.16B

ROK:

$2.31B

EBITDA (TTM)

HON:

$7.01B

ROK:

$1.16B

Returns By Period

In the year-to-date period, HON achieves a -11.36% return, which is significantly higher than ROK's -12.70% return. Over the past 10 years, HON has underperformed ROK with an annualized return of 8.83%, while ROK has yielded a comparatively higher 10.35% annualized return.


HON

YTD

-11.36%

1M

-6.55%

6M

-3.26%

1Y

5.37%

5Y*

10.28%

10Y*

8.83%

ROK

YTD

-12.70%

1M

-7.76%

6M

-7.12%

1Y

-8.64%

5Y*

9.24%

10Y*

10.35%

*Annualized

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Risk-Adjusted Performance

HON vs. ROK — Risk-Adjusted Performance Rank

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

HON
The Risk-Adjusted Performance Rank of HON is 5555
Overall Rank
The Sharpe Ratio Rank of HON is 5858
Sharpe Ratio Rank
The Sortino Ratio Rank of HON is 4848
Sortino Ratio Rank
The Omega Ratio Rank of HON is 4949
Omega Ratio Rank
The Calmar Ratio Rank of HON is 6060
Calmar Ratio Rank
The Martin Ratio Rank of HON is 5959
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 3333
Sortino Ratio Rank
The Omega Ratio Rank of ROK is 3434
Omega Ratio Rank
The Calmar Ratio Rank of ROK is 3636
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.

HON vs. ROK - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Honeywell International Inc (HON) 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 HON, currently valued at 0.16, compared to the broader market-2.00-1.000.001.002.003.00
HON: 0.16
ROK: -0.24
The chart of Sortino ratio for HON, currently valued at 0.38, compared to the broader market-6.00-4.00-2.000.002.004.00
HON: 0.38
ROK: -0.13
The chart of Omega ratio for HON, currently valued at 1.05, compared to the broader market0.501.001.502.00
HON: 1.05
ROK: 0.98
The chart of Calmar ratio for HON, currently valued at 0.17, compared to the broader market0.001.002.003.004.005.00
HON: 0.17
ROK: -0.24
The chart of Martin ratio for HON, currently valued at 0.50, compared to the broader market-5.000.005.0010.0015.0020.00
HON: 0.50
ROK: -0.87

The current HON Sharpe Ratio is 0.16, which is higher than the ROK Sharpe Ratio of -0.24. The chart below compares the historical Sharpe Ratios of HON 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-0.500.000.501.001.50NovemberDecember2025FebruaryMarchApril
0.16
-0.24
HON
ROK

Dividends

HON vs. ROK - Dividend Comparison

HON's dividend yield for the trailing twelve months is around 2.22%, more than ROK's 2.06% yield.


TTM20242023202220212020201920182017201620152014
HON
Honeywell International Inc
2.22%1.93%1.99%1.85%1.81%1.71%1.90%0.62%0.00%0.00%0.00%0.00%
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

HON vs. ROK - Drawdown Comparison

The maximum HON drawdown since its inception was -71.79%, smaller than the maximum ROK drawdown of -75.83%. Use the drawdown chart below to compare losses from any high point for HON 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
-15.16%
-26.08%
HON
ROK

Volatility

HON vs. ROK - Volatility Comparison

The current volatility for Honeywell International Inc (HON) is 14.67%, while Rockwell Automation, Inc. (ROK) has a volatility of 17.85%. This indicates that HON experiences smaller price fluctuations and is considered to be less risky than ROK based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%NovemberDecember2025FebruaryMarchApril
14.67%
17.85%
HON
ROK

Financials

HON vs. ROK - Financials Comparison

This section allows you to compare key financial metrics between Honeywell International Inc 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