IGV vs. ROK
IGV (iShares Expanded Tech-Software Sector ETF) is Technology Equities fund tracking the S&P North American Expanded Technology Software Index, while ROK (Rockwell Automation, Inc.) is a stock. Over the past 10 years, IGV returned 15.79%/yr vs 16.82%/yr for ROK. A 0.54 correlation means they provide meaningful diversification when combined.
Performance
IGV vs. ROK - Performance Comparison
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Returns By Period
In the year-to-date period, IGV achieves a -11.33% return, which is significantly lower than ROK's 21.25% return. Over the past 10 years, IGV has underperformed ROK with an annualized return of 15.79%, while ROK has yielded a comparatively higher 16.82% annualized return.
IGV
- 1D
- -0.26%
- 1M
- 2.55%
- 6M
- -6.08%
- YTD
- -11.33%
- 1Y
- -14.65%
- 3Y*
- 8.87%
- 5Y*
- 3.81%
- 10Y*
- 15.79%
ROK
- 1D
- 1.46%
- 1M
- 0.51%
- 6M
- 12.02%
- YTD
- 21.25%
- 1Y
- 35.16%
- 3Y*
- 12.88%
- 5Y*
- 11.64%
- 10Y*
- 16.82%
IGV vs. ROK - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
IGV iShares Expanded Tech-Software Sector ETF | -11.33% | 5.56% | 23.41% | 58.56% | -35.65% | 12.30% | 52.86% | 34.33% | 12.44% | 42.16% |
ROK Rockwell Automation, Inc. | 21.25% | 38.36% | -6.23% | 22.63% | -24.78% | 41.21% | 26.17% | 37.85% | -21.79% | 48.87% |
Correlation
The correlation between IGV and ROK is 0.20, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.20 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.39 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.50 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.47 |
Correlation (All Time) Calculated using the full available price history since Jul 13, 2001 | 0.54 |
Over the past year, the correlation between IGV and ROK has dropped to 0.20 - well below their long-term average of 0.54, suggesting their price drivers have been diverging.
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Return for Risk
IGV vs. ROK — Risk / Return Rank
IGV
ROK
IGV vs. ROK - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Expanded Tech-Software Sector ETF (IGV) 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| IGV | ROK | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.68 | ||
| Sortino ratioReturn per unit of downside risk | -2.33 | ||
| Omega ratioGain probability vs. loss probability | 0.93 | 1.21 | -0.28 |
| Calmar ratioReturn relative to maximum drawdown | -0.40 | 1.89 | -2.29 |
| Martin ratioReturn relative to average drawdown | -0.78 | 5.85 | -6.63 |
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Drawdowns
IGV vs. ROK - Drawdown Comparison
The maximum IGV drawdown since its inception was -63.45%, smaller than the maximum ROK drawdown of -75.83%. Use the drawdown chart below to compare losses from any high point for IGV and ROK.
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Drawdown Indicators
| IGV | ROK | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -63.45% | -75.83% | +12.38% |
Max Drawdown (1Y)Largest decline over 1 year | -36.61% | -18.73% | -17.88% |
Max Drawdown (3Y)Largest decline over 3 years | -36.61% | -34.84% | -1.77% |
Max Drawdown (5Y)Largest decline over 5 years | -45.85% | -45.09% | -0.76% |
Max Drawdown (10Y)Largest decline over 10 years | -45.85% | -45.09% | -0.76% |
Current DrawdownCurrent decline from peak | -20.44% | -5.33% | -15.11% |
Average DrawdownAverage peak-to-trough decline | -14.48% | -14.84% | +0.36% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 18.79% | 6.02% | +12.77% |
Volatility
IGV vs. ROK - Volatility Comparison
The current volatility for iShares Expanded Tech-Software Sector ETF (IGV) is 7.72%, while Rockwell Automation, Inc. (ROK) has a volatility of 10.52%. This indicates that IGV 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.
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Volatility by Period
| IGV | ROK | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.72% | 10.52% | -2.80% |
Volatility (6M)Calculated over the trailing 6-month period | 25.28% | 25.36% | -0.08% |
Volatility (1Y)Calculated over the trailing 1-year period | 28.66% | 30.32% | -1.66% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 28.09% | 32.04% | -3.95% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 26.40% | 31.51% | -5.11% |
Dividends
IGV vs. ROK - Dividend Comparison
IGV's dividend yield for the trailing twelve months is around 0.02%, less than ROK's 1.16% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IGV iShares Expanded Tech-Software Sector ETF | 0.02% | 0.00% | 0.00% | 0.01% | 0.01% | 0.00% | 0.35% | 0.02% | 0.16% | 0.09% | 0.82% | 0.22% |
ROK Rockwell Automation, Inc. | 1.16% | 1.36% | 1.77% | 1.54% | 1.76% | 1.24% | 1.65% | 1.94% | 2.42% | 1.59% | 2.18% | 2.61% |
Frequently Asked Questions
IGV and ROK have a correlation of 0.20, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
ROK has higher volatility (10.52%) compared to IGV (7.72%). In terms of maximum drawdown, IGV dropped -63.45% vs ROK's -75.83%.
ROK currently has the higher Sharpe Ratio (1.17 vs -0.51), 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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