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PH vs. ROK
Performance
Return for Risk
Dividends
Drawdowns
Volatility
Financials

Performance

PH vs. ROK - Performance Comparison

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

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PH vs. ROK - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
PH
Parker-Hannifin Corporation
2.04%39.54%39.58%60.81%-6.91%18.30%34.78%40.75%-24.00%44.91%
ROK
Rockwell Automation, Inc.
-7.44%38.36%-6.23%22.63%-24.78%41.21%26.17%37.85%-21.79%48.87%

Fundamentals

Market Cap

PH:

$114.68B

ROK:

$40.59B

EPS

PH:

$27.53

ROK:

$8.76

PE Ratio

PH:

32.52

ROK:

40.98

PS Ratio

PH:

5.62

ROK:

6.28

PB Ratio

PH:

7.48

ROK:

10.84

Total Revenue (TTM)

PH:

$20.46B

ROK:

$6.46B

Gross Profit (TTM)

PH:

$7.63B

ROK:

$4.30B

EBITDA (TTM)

PH:

$5.26B

ROK:

$1.60B

Returns By Period

In the year-to-date period, PH achieves a 2.04% return, which is significantly higher than ROK's -7.44% return. Over the past 10 years, PH has outperformed ROK with an annualized return of 25.06%, while ROK has yielded a comparatively lower 14.34% annualized return.


PH

1D
3.92%
1M
-11.29%
YTD
2.04%
6M
18.56%
1Y
48.64%
3Y*
40.22%
5Y*
24.76%
10Y*
25.06%

ROK

1D
2.98%
1M
-11.92%
YTD
-7.44%
6M
3.41%
1Y
41.03%
3Y*
8.79%
5Y*
8.20%
10Y*
14.34%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

PH vs. ROK — Risk / Return Rank

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

PH
PH Risk / Return Rank: 8686
Overall Rank
PH Sharpe Ratio Rank: 8686
Sharpe Ratio Rank
PH Sortino Ratio Rank: 8282
Sortino Ratio Rank
PH Omega Ratio Rank: 8686
Omega Ratio Rank
PH Calmar Ratio Rank: 8585
Calmar Ratio Rank
PH Martin Ratio Rank: 9191
Martin Ratio Rank

ROK
ROK Risk / Return Rank: 8080
Overall Rank
ROK Sharpe Ratio Rank: 8181
Sharpe Ratio Rank
ROK Sortino Ratio Rank: 7777
Sortino Ratio Rank
ROK Omega Ratio Rank: 7777
Omega Ratio Rank
ROK Calmar Ratio Rank: 8080
Calmar Ratio Rank
ROK Martin Ratio Rank: 8383
Martin Ratio Rank
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.

PH vs. ROK - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Parker-Hannifin Corporation (PH) 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.


PHROKDifference

Sharpe ratio

Return per unit of total volatility

1.59

1.29

+0.30

Sortino ratio

Return per unit of downside risk

2.19

1.92

+0.27

Omega ratio

Gain probability vs. loss probability

1.33

1.26

+0.07

Calmar ratio

Return relative to maximum drawdown

2.83

2.18

+0.64

Martin ratio

Return relative to average drawdown

10.89

6.79

+4.10

PH vs. ROK - Sharpe Ratio Comparison

The current PH Sharpe Ratio is 1.59, which is comparable to the ROK Sharpe Ratio of 1.29. The chart below compares the historical Sharpe Ratios of PH 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.


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Sharpe Ratios by Period


PHROKDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.59

1.29

+0.30

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.88

0.27

+0.61

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.80

0.46

+0.33

Sharpe Ratio (All Time)

Calculated using the full available price history

0.45

0.41

+0.04

Correlation

The correlation between PH and ROK is 0.51, 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.


Dividends

PH vs. ROK - Dividend Comparison

PH's dividend yield for the trailing twelve months is around 0.80%, less than ROK's 1.50% yield.


TTM20252024202320222021202020192018201720162015
PH
Parker-Hannifin Corporation
0.80%0.80%1.00%1.25%1.73%1.25%1.29%1.65%1.97%1.32%1.80%2.60%
ROK
Rockwell Automation, Inc.
1.50%1.36%1.77%1.54%1.76%1.24%1.65%1.94%2.42%1.59%2.18%2.61%

Drawdowns

PH vs. ROK - Drawdown Comparison

The maximum PH drawdown since its inception was -66.92%, smaller than the maximum ROK drawdown of -75.83%. Use the drawdown chart below to compare losses from any high point for PH and ROK.


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Drawdown Indicators


PHROKDifference

Max Drawdown

Largest peak-to-trough decline

-66.92%

-75.83%

+8.91%

Max Drawdown (1Y)

Largest decline over 1 year

-17.77%

-18.73%

+0.96%

Max Drawdown (5Y)

Largest decline over 5 years

-28.64%

-45.09%

+16.45%

Max Drawdown (10Y)

Largest decline over 10 years

-54.68%

-45.09%

-9.59%

Current Drawdown

Current decline from peak

-12.49%

-16.31%

+3.82%

Average Drawdown

Average peak-to-trough decline

-15.35%

-14.93%

-0.42%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.61%

6.03%

-1.42%

Volatility

PH vs. ROK - Volatility Comparison

Parker-Hannifin Corporation (PH) has a higher volatility of 9.82% compared to Rockwell Automation, Inc. (ROK) at 8.15%. This indicates that PH'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.


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Volatility by Period


PHROKDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.82%

8.15%

+1.67%

Volatility (6M)

Calculated over the trailing 6-month period

17.88%

20.23%

-2.35%

Volatility (1Y)

Calculated over the trailing 1-year period

30.84%

32.05%

-1.21%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

28.31%

31.10%

-2.79%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

31.52%

31.10%

+0.42%

Financials

PH vs. ROK - Financials Comparison

This section allows you to compare key financial metrics between Parker-Hannifin Corporation 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


0.001.00B2.00B3.00B4.00B5.00BAprilJulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober2025AprilJulyOctober
5.17B
0
(PH) Total Revenue
(ROK) Total Revenue
Values in USD except per share items