ROCK vs. DIOD
ROCK (Gibraltar Industries, Inc.) and DIOD (Diodes Incorporated) are both stocks. ROCK operates in Building Products & Equipment (Industrials), while DIOD operates in Semiconductors (Technology). Over the past 10 years, ROCK returned 1.83%/yr vs 16.19%/yr for DIOD. Their 0.28 correlation means their historical movements had little consistent relationship.
Performance
ROCK vs. DIOD - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, ROCK achieves a -6.45% return, which is significantly lower than DIOD's 66.38% return. Over the past 10 years, ROCK has underperformed DIOD with an annualized return of 1.83%, while DIOD has yielded a comparatively higher 16.19% annualized return.
ROCK
- 1D
- 9.44%
- 1M
- 5.31%
- 6M
- -10.99%
- YTD
- -6.45%
- 1Y
- -28.09%
- 3Y*
- -14.26%
- 5Y*
- -8.00%
- 10Y*
- 1.83%
- ALL TIME*
- 6.09%
DIOD
- 1D
- -0.28%
- 1M
- -14.71%
- 6M
- 35.33%
- YTD
- 66.38%
- 1Y
- 67.84%
- 3Y*
- -1.60%
- 5Y*
- -1.01%
- 10Y*
- 16.19%
- ALL TIME*
- 17.51%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $38.46M | $40.85M | $67.25M | |
| $15.84M | $14.10M | $15.26M |
ROCK vs. DIOD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
ROCK Gibraltar Industries, Inc. | -6.45% | -16.06% | -25.42% | 72.14% | -31.19% | -7.31% | 42.62% | 41.73% | 7.85% | -20.77% |
DIOD Diodes Incorporated | 66.38% | -19.99% | -23.41% | 5.75% | -30.66% | 55.76% | 25.07% | 74.74% | 12.52% | 11.69% |
Correlation
The correlation between ROCK and DIOD is 0.36, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.36 |
Correlation (3Y) Balances recent behavior with more history. | 0.44 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.47 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.43 |
Correlation (All Time) Calculated using the full available price history since Nov 5, 1993 | 0.28 |
The correlation between ROCK and DIOD shifts across timeframes, from 0.28 (all time) to 0.47 (5 years), reflecting how their relationship changes across market environments.
Fundamentals
ROCK:
$1.37B
DIOD:
$3.77B
ROCK:
$0.30
DIOD:
$1.85
ROCK:
154.12
DIOD:
44.41
ROCK:
1.15
DIOD:
2.44
ROCK:
1.56
DIOD:
1.94
ROCK:
$1.20B
DIOD:
$1.56B
ROCK:
$306.36M
DIOD:
$486.53M
ROCK:
$116.44M
DIOD:
$216.64M
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
ROCK vs. DIOD — Risk / Return Rank
ROCK
DIOD
ROCK vs. DIOD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Gibraltar Industries, Inc. (ROCK) and Diodes Incorporated (DIOD). 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.
| ROCK | DIOD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.63 | ||
| Sortino ratioReturn per unit of downside risk | -2.30 | ||
| Omega ratioGain probability vs. loss probability | 0.94 | 1.23 | -0.29 |
| Calmar ratioReturn relative to maximum drawdown | -0.52 | 1.79 | -2.31 |
| Martin ratioReturn relative to average drawdown | -0.81 | 5.23 | -6.05 |
Loading charts...
Drawdowns
ROCK vs. DIOD - Drawdown Comparison
The maximum ROCK drawdown since its inception was -88.34%, roughly equal to the maximum DIOD drawdown of -90.09%. Use the drawdown chart below to compare losses from any high point for ROCK and DIOD.
Loading charts...
Drawdown Indicators
| ROCK | DIOD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -88.34% | -90.09% | +1.75% |
Max Drawdown (1Y)Largest decline over 1 year | -54.65% | -38.02% | -16.63% |
Max Drawdown (3Y)Largest decline over 3 years | -61.21% | -60.75% | -0.46% |
Max Drawdown (5Y)Largest decline over 5 years | -61.21% | -69.52% | +8.31% |
Max Drawdown (10Y)Largest decline over 10 years | -66.51% | -69.52% | +3.01% |
Current DrawdownCurrent decline from peak | -54.20% | -33.13% | -21.07% |
Average DrawdownAverage peak-to-trough decline | -32.38% | -33.27% | +0.89% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 34.54% | 13.00% | +21.54% |
Volatility
ROCK vs. DIOD - Volatility Comparison
The current volatility for Gibraltar Industries, Inc. (ROCK) is 16.14%, while Diodes Incorporated (DIOD) has a volatility of 19.89%. This indicates that ROCK experiences smaller price fluctuations and is considered to be less risky than DIOD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| ROCK | DIOD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 16.14% | 19.89% | -3.75% |
Volatility (6M)Calculated over the trailing 6-month period | 36.22% | 52.23% | -16.01% |
Volatility (1Y)Calculated over the trailing 1-year period | 52.27% | 62.95% | -10.68% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 40.63% | 48.30% | -7.67% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 39.25% | 44.12% | -4.87% |
Dividends
ROCK vs. DIOD - Dividend Comparison
Neither ROCK nor DIOD has paid dividends to shareholders.
Financials
ROCK vs. DIOD - Financials Comparison
This section allows you to compare key financial metrics between Gibraltar Industries, Inc. and Diodes Incorporated. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.
Total Revenue: Total amount of money received from sales and other business activities
ROCK vs. DIOD - Profitability Comparison
ROCK - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Aug 2026, Gibraltar Industries, Inc. reported a gross profit of 78.87M and revenue of 356.29M. Therefore, the gross margin over that period was 22.1%.
DIOD - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Aug 2026, Diodes Incorporated reported a gross profit of 128.79M and revenue of 405.47M. Therefore, the gross margin over that period was 31.8%.
ROCK - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Aug 2026, Gibraltar Industries, Inc. reported an operating income of -4.46M and revenue of 356.29M, resulting in an operating margin of -1.3%.
DIOD - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Aug 2026, Diodes Incorporated reported an operating income of 19.77M and revenue of 405.47M, resulting in an operating margin of 4.9%.
ROCK - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Aug 2026, Gibraltar Industries, Inc. reported a net income of -67.47M and revenue of 356.29M, resulting in a net margin of -18.9%.
DIOD - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Aug 2026, Diodes Incorporated reported a net income of 14.96M and revenue of 405.47M, resulting in a net margin of 3.7%.
Frequently Asked Questions
ROCK and DIOD have a correlation of 0.36, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
DIOD has higher volatility (19.89%) compared to ROCK (16.14%). In terms of maximum drawdown, ROCK dropped -88.34% vs DIOD's -90.09%.
DIOD currently has the higher Sharpe Ratio (1.09 vs -0.54), 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.
Find the right allocation for ROCK and DIOD
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer