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

Performance

ROK vs. ETN - Performance Comparison

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

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ROK vs. ETN - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
ROK
Rockwell Automation, Inc.
-4.85%38.36%-6.23%22.63%-24.78%41.21%26.17%37.85%-21.79%48.87%
ETN
Eaton Corporation plc
15.13%-2.79%39.51%56.22%-7.18%46.70%29.88%42.76%-10.04%21.54%

Fundamentals

Market Cap

ROK:

$41.72B

ETN:

$142.39B

EPS

ROK:

$8.76

ETN:

$10.47

PE Ratio

ROK:

42.12

ETN:

34.93

PS Ratio

ROK:

6.45

ETN:

5.20

PB Ratio

ROK:

11.14

ETN:

7.31

Total Revenue (TTM)

ROK:

$6.46B

ETN:

$27.45B

Gross Profit (TTM)

ROK:

$4.30B

ETN:

$10.32B

EBITDA (TTM)

ROK:

$1.60B

ETN:

$5.90B

Returns By Period

In the year-to-date period, ROK achieves a -4.85% return, which is significantly lower than ETN's 15.13% return. Over the past 10 years, ROK has underperformed ETN with an annualized return of 14.66%, while ETN has yielded a comparatively higher 21.98% annualized return.


ROK

1D
2.80%
1M
-10.49%
YTD
-4.85%
6M
6.37%
1Y
44.77%
3Y*
9.79%
5Y*
8.80%
10Y*
14.66%

ETN

1D
2.21%
1M
-2.84%
YTD
15.13%
6M
-1.64%
1Y
33.74%
3Y*
30.52%
5Y*
23.26%
10Y*
21.98%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

ROK vs. ETN — Risk / Return Rank

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

ROK
ROK Risk / Return Rank: 8080
Overall Rank
ROK Sharpe Ratio Rank: 8282
Sharpe Ratio Rank
ROK Sortino Ratio Rank: 7878
Sortino Ratio Rank
ROK Omega Ratio Rank: 7878
Omega Ratio Rank
ROK Calmar Ratio Rank: 8080
Calmar Ratio Rank
ROK Martin Ratio Rank: 8383
Martin Ratio Rank

ETN
ETN Risk / Return Rank: 7171
Overall Rank
ETN Sharpe Ratio Rank: 7373
Sharpe Ratio Rank
ETN Sortino Ratio Rank: 6868
Sortino Ratio Rank
ETN Omega Ratio Rank: 6666
Omega Ratio Rank
ETN Calmar Ratio Rank: 7575
Calmar Ratio Rank
ETN Martin Ratio Rank: 7373
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.

ROK vs. ETN - Risk-Adjusted Trends 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.


ROKETNDifference

Sharpe ratio

Return per unit of total volatility

1.40

0.99

+0.41

Sortino ratio

Return per unit of downside risk

2.04

1.51

+0.53

Omega ratio

Gain probability vs. loss probability

1.28

1.20

+0.08

Calmar ratio

Return relative to maximum drawdown

2.40

1.89

+0.51

Martin ratio

Return relative to average drawdown

7.38

4.21

+3.17

ROK vs. ETN - Sharpe Ratio Comparison

The current ROK Sharpe Ratio is 1.40, which is higher than the ETN Sharpe Ratio of 0.99. The chart below compares the historical Sharpe Ratios of ROK and ETN, 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


ROKETNDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.40

0.99

+0.41

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.28

0.80

-0.52

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.47

0.74

-0.27

Sharpe Ratio (All Time)

Calculated using the full available price history

0.41

0.41

-0.01

Correlation

The correlation between ROK and ETN 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

ROK vs. ETN - Dividend Comparison

ROK's dividend yield for the trailing twelve months is around 1.46%, more than ETN's 1.15% yield.


TTM20252024202320222021202020192018201720162015
ROK
Rockwell Automation, Inc.
1.46%1.36%1.77%1.54%1.76%1.24%1.65%1.94%2.42%1.59%2.18%2.61%
ETN
Eaton Corporation plc
1.15%1.31%1.13%1.43%2.06%1.76%1.88%3.00%3.85%3.04%3.40%4.23%

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.


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Drawdown Indicators


ROKETNDifference

Max Drawdown

Largest peak-to-trough decline

-75.83%

-68.95%

-6.88%

Max Drawdown (1Y)

Largest decline over 1 year

-18.73%

-19.14%

+0.41%

Max Drawdown (5Y)

Largest decline over 5 years

-45.09%

-34.46%

-10.63%

Max Drawdown (10Y)

Largest decline over 10 years

-45.09%

-44.55%

-0.54%

Current Drawdown

Current decline from peak

-13.97%

-7.42%

-6.55%

Average Drawdown

Average peak-to-trough decline

-14.93%

-14.93%

0.00%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.09%

8.58%

-2.49%

Volatility

ROK vs. ETN - Volatility Comparison

The current volatility for Rockwell Automation, Inc. (ROK) is 8.32%, while Eaton Corporation plc (ETN) has a volatility of 10.43%. 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.


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Volatility by Period


ROKETNDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.32%

10.43%

-2.11%

Volatility (6M)

Calculated over the trailing 6-month period

20.36%

23.39%

-3.03%

Volatility (1Y)

Calculated over the trailing 1-year period

32.16%

34.38%

-2.22%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

31.12%

29.21%

+1.91%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

31.11%

29.65%

+1.46%

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.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


0.002.00B4.00B6.00B8.00BAprilJulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober2025AprilJulyOctober0
7.06B
(ROK) Total Revenue
(ETN) Total Revenue
Values in USD except per share items