ROK vs. ETN
Compare and contrast key facts about Rockwell Automation, Inc. (ROK) and Eaton Corporation plc (ETN).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ROK or ETN.
Key characteristics
| ROK | ETN | |
|---|---|---|
| YTD Return | -14.13% | 28.19% |
| 1Y Return | -6.68% | 39.52% |
| 3Y Return (Ann) | -4.00% | 27.41% |
| 5Y Return (Ann) | 11.54% | 31.34% |
| 10Y Return (Ann) | 10.74% | 19.80% |
| Sharpe Ratio | -0.19 | 1.42 |
| Daily Std Dev | 31.69% | 28.22% |
| Max Drawdown | -75.83% | -68.95% |
| Current Drawdown | -22.46% | -9.99% |
Fundamentals
| ROK | ETN | |
|---|---|---|
| Market Cap | $29.83B | $121.74B |
| EPS | $8.80 | $9.10 |
| PE Ratio | 29.88 | 33.60 |
| PEG Ratio | 3.50 | 2.33 |
| Total Revenue (TTM) | $8.79B | $24.14B |
| Gross Profit (TTM) | $3.47B | $9.17B |
| EBITDA (TTM) | $1.73B | $4.90B |
Correlation
The correlation between ROK and ETN is 0.50, 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.
Performance
ROK vs. ETN - Performance Comparison
In the year-to-date period, ROK achieves a -14.13% return, which is significantly lower than ETN's 28.19% return. Over the past 10 years, ROK has underperformed ETN with an annualized return of 10.74%, while ETN has yielded a comparatively higher 19.80% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
ROK vs. ETN - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Rockwell Automation, Inc. (ROK) and Eaton Corporation plc (ETN). 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.
Dividends
ROK vs. ETN - Dividend Comparison
ROK's dividend yield for the trailing twelve months is around 1.90%, more than ETN's 1.20% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ROK Rockwell Automation, Inc. | 1.90% | 1.54% | 1.76% | 1.24% | 1.65% | 1.94% | 2.42% | 1.59% | 2.18% | 2.61% | 2.15% | 1.77% |
ETN Eaton Corporation plc | 1.20% | 1.43% | 2.06% | 1.76% | 2.43% | 3.00% | 3.85% | 3.04% | 3.40% | 4.23% | 2.88% | 2.21% |
Drawdowns
ROK vs. ETN - Drawdown Comparison
The maximum ROK drawdown since its inception was -75.83%, which is greater than ETN's maximum drawdown of -68.95%. Use the drawdown chart below to compare losses from any high point for ROK and ETN. For additional features, visit the drawdowns tool.
Volatility
ROK vs. ETN - Volatility Comparison
The current volatility for Rockwell Automation, Inc. (ROK) is 7.52%, while Eaton Corporation plc (ETN) has a volatility of 8.62%. This indicates that ROK experiences smaller price fluctuations and is considered to be less risky than ETN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Financials
ROK vs. ETN - Financials Comparison
This section allows you to compare key financial metrics between Rockwell Automation, Inc. and Eaton Corporation plc. 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