ROK vs. ASML
ROK (Rockwell Automation, Inc.) and ASML (ASML Holding N.V.) are both stocks. ROK operates in Specialty Industrial Machinery (Industrials), while ASML operates in Semiconductor Equipment & Materials (Technology). Over the past 10 years, ROK returned 16.64%/yr vs 34.75%/yr for ASML. At a 0.42 correlation, their price movements are largely independent.
Performance
ROK vs. ASML - Performance Comparison
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Returns By Period
In the year-to-date period, ROK achieves a 16.85% return, which is significantly lower than ASML's 64.06% return. Over the past 10 years, ROK has underperformed ASML with an annualized return of 16.64%, while ASML has yielded a comparatively higher 34.75% annualized return.
ROK
- 1D
- 1.11%
- 1M
- -0.18%
- YTD
- 16.85%
- 6M
- 13.03%
- 1Y
- 41.23%
- 3Y*
- 15.84%
- 5Y*
- 11.97%
- 10Y*
- 16.64%
ASML
- 1D
- 6.54%
- 1M
- 9.86%
- YTD
- 64.06%
- 6M
- 56.76%
- 1Y
- 134.10%
- 3Y*
- 36.05%
- 5Y*
- 21.93%
- 10Y*
- 34.75%
ROK vs. ASML - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
ROK Rockwell Automation, Inc. | 16.85% | 38.36% | -6.23% | 22.63% | -24.78% | 41.21% | 26.17% | 37.85% | -21.79% | 48.87% |
ASML ASML Holding N.V. | 64.06% | 56.51% | -7.70% | 39.91% | -30.49% | 64.13% | 66.06% | 93.56% | -9.80% | 56.23% |
Correlation
The correlation between ROK and ASML is 0.50, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.50 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.48 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.53 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.50 |
Correlation (All Time) Calculated using the full available price history since Mar 17, 1995 | 0.42 |
The correlation between ROK and ASML shifts across timeframes, from 0.42 (all time) to 0.53 (5 years), reflecting how their relationship changes across market environments.
Fundamentals
ROK:
$50.86B
ASML:
$674.60B
ROK:
$9.63
ASML:
$25.86
ROK:
46.88
ASML:
67.64
ROK:
5.79
ASML:
20.10
ROK:
14.44
ASML:
32.39
ROK:
$8.80B
ASML:
$33.69B
ROK:
$4.63B
ASML:
$17.72B
ROK:
$1.56B
ASML:
$12.99B
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Return for Risk
ROK vs. ASML — Risk / Return Rank
ROK
ASML
ROK vs. ASML - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Rockwell Automation, Inc. (ROK) and ASML Holding N.V. (ASML). 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.
| ROK | ASML | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.78 | ||
| Sortino ratioReturn per unit of downside risk | -1.50 | ||
| Omega ratioGain probability vs. loss probability | 1.26 | 1.45 | -0.18 |
| Calmar ratioReturn relative to maximum drawdown | 2.21 | 7.56 | -5.34 |
| Martin ratioReturn relative to average drawdown | 7.00 | 20.33 | -13.33 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| ROK | ASML | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.46 | 3.24 | -1.78 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.38 | 0.52 | -0.14 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.53 | 0.90 | -0.37 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.42 | 0.56 | -0.13 |
Drawdowns
ROK vs. ASML - Drawdown Comparison
The maximum ROK drawdown since its inception was -75.83%, smaller than the maximum ASML drawdown of -90.00%. Use the drawdown chart below to compare losses from any high point for ROK and ASML.
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Drawdown Indicators
| ROK | ASML | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -75.83% | -90.00% | +14.17% |
Max Drawdown (1Y)Largest decline over 1 year | -18.73% | -17.85% | -0.88% |
Max Drawdown (3Y)Largest decline over 3 years | -34.84% | -45.38% | +10.54% |
Max Drawdown (5Y)Largest decline over 5 years | -45.09% | -56.84% | +11.75% |
Max Drawdown (10Y)Largest decline over 10 years | -45.09% | -56.84% | +11.75% |
Current DrawdownCurrent decline from peak | -2.54% | -0.48% | -2.06% |
Average DrawdownAverage peak-to-trough decline | -14.88% | -28.14% | +13.26% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.91% | 6.62% | -0.71% |
Volatility
ROK vs. ASML - Volatility Comparison
The current volatility for Rockwell Automation, Inc. (ROK) is 7.86%, while ASML Holding N.V. (ASML) has a volatility of 15.94%. This indicates that ROK experiences smaller price fluctuations and is considered to be less risky than ASML based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ROK | ASML | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.86% | 15.94% | -8.08% |
Volatility (6M)Calculated over the trailing 6-month period | 23.24% | 33.30% | -10.06% |
Volatility (1Y)Calculated over the trailing 1-year period | 28.42% | 41.73% | -13.31% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 31.73% | 42.23% | -10.50% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 31.45% | 38.62% | -7.17% |
Dividends
ROK vs. ASML - Dividend Comparison
ROK's dividend yield for the trailing twelve months is around 1.21%, more than ASML's 0.50% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ASML ASML Holding N.V. | 0.50% | 0.97% | 0.97% | 0.86% | 1.27% | 0.50% | 0.50% | 1.40% | 0.94% | 0.64% | 0.92% | 0.73% |
ROK Rockwell Automation, Inc. | 1.21% | 1.36% | 1.77% | 1.54% | 1.76% | 1.24% | 1.65% | 1.94% | 2.42% | 1.59% | 2.18% | 2.61% |
Financials
ROK vs. ASML - Financials Comparison
This section allows you to compare key financial metrics between Rockwell Automation, Inc. and ASML Holding N.V.. 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
ROK vs. ASML - Profitability Comparison
ROK - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Rockwell Automation, Inc. reported a gross profit of 1.13B and revenue of 2.24B. Therefore, the gross margin over that period was 50.3%.
ASML - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, ASML Holding N.V. reported a gross profit of 4.65B and revenue of 8.77B. Therefore, the gross margin over that period was 53.0%.
ROK - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Rockwell Automation, Inc. reported an operating income of 467.00M and revenue of 2.24B, resulting in an operating margin of 20.9%.
ASML - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, ASML Holding N.V. reported an operating income of 3.16B and revenue of 8.77B, resulting in an operating margin of 36.0%.
ROK - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Rockwell Automation, Inc. reported a net income of 350.00M and revenue of 2.24B, resulting in a net margin of 15.6%.
ASML - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, ASML Holding N.V. reported a net income of 2.76B and revenue of 8.77B, resulting in a net margin of 31.4%.
Frequently Asked Questions
ROK and ASML have a correlation of 0.50, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
ASML has higher volatility (15.94%) compared to ROK (7.86%). In terms of maximum drawdown, ROK dropped -75.83% vs ASML's -90.00%.
ASML currently has the higher Sharpe Ratio (3.24 vs 1.46), 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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