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ROK vs. ETN
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between ROK and ETN is 0.61, 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.


-0.50.00.51.0
Correlation: 0.6

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.

10,000.00%20,000.00%30,000.00%40,000.00%50,000.00%NovemberDecember2025FebruaryMarchApril
38,959.60%
13,820.38%
ROK
ETN

Key characteristics

Sharpe Ratio

ROK:

-0.24

ETN:

-0.17

Sortino Ratio

ROK:

-0.13

ETN:

0.03

Omega Ratio

ROK:

0.98

ETN:

1.00

Calmar Ratio

ROK:

-0.24

ETN:

-0.19

Martin Ratio

ROK:

-0.87

ETN:

-0.48

Ulcer Index

ROK:

9.64%

ETN:

13.46%

Daily Std Dev

ROK:

34.85%

ETN:

38.42%

Max Drawdown

ROK:

-75.83%

ETN:

-68.95%

Current Drawdown

ROK:

-26.08%

ETN:

-23.22%

Fundamentals

Market Cap

ROK:

$28.10B

ETN:

$112.45B

EPS

ROK:

$8.03

ETN:

$9.51

PE Ratio

ROK:

30.95

ETN:

30.18

PEG Ratio

ROK:

3.15

ETN:

2.30

PS Ratio

ROK:

3.47

ETN:

4.52

PB Ratio

ROK:

8.01

ETN:

5.84

Total Revenue (TTM)

ROK:

$4.81B

ETN:

$18.94B

Gross Profit (TTM)

ROK:

$2.31B

ETN:

$7.28B

EBITDA (TTM)

ROK:

$1.16B

ETN:

$4.38B

Returns By Period

The year-to-date returns for both investments are quite close, with ROK having a -12.70% return and ETN slightly higher at -12.65%. Over the past 10 years, ROK has underperformed ETN with an annualized return of 10.35%, while ETN has yielded a comparatively higher 18.69% annualized return.


ROK

YTD

-12.70%

1M

-7.76%

6M

-7.12%

1Y

-8.64%

5Y*

9.24%

10Y*

10.35%

ETN

YTD

-12.65%

1M

1.16%

6M

-15.62%

1Y

-7.74%

5Y*

32.32%

10Y*

18.69%

*Annualized

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Risk-Adjusted Performance

ROK vs. ETN — Risk-Adjusted Performance Rank

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

ROK
The Risk-Adjusted Performance Rank of ROK is 3535
Overall Rank
The Sharpe Ratio Rank of ROK is 3939
Sharpe Ratio Rank
The Sortino Ratio Rank of ROK is 3333
Sortino Ratio Rank
The Omega Ratio Rank of ROK is 3434
Omega Ratio Rank
The Calmar Ratio Rank of ROK is 3636
Calmar Ratio Rank
The Martin Ratio Rank of ROK is 3232
Martin Ratio Rank

ETN
The Risk-Adjusted Performance Rank of ETN is 4040
Overall Rank
The Sharpe Ratio Rank of ETN is 4343
Sharpe Ratio Rank
The Sortino Ratio Rank of ETN is 3838
Sortino Ratio Rank
The Omega Ratio Rank of ETN is 3838
Omega Ratio Rank
The Calmar Ratio Rank of ETN is 4040
Calmar Ratio Rank
The Martin Ratio Rank of ETN is 4141
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.


The chart of Sharpe ratio for ROK, currently valued at -0.24, compared to the broader market-2.00-1.000.001.002.003.00
ROK: -0.24
ETN: -0.17
The chart of Sortino ratio for ROK, currently valued at -0.13, compared to the broader market-6.00-4.00-2.000.002.004.00
ROK: -0.13
ETN: 0.03
The chart of Omega ratio for ROK, currently valued at 0.98, compared to the broader market0.501.001.502.00
ROK: 0.98
ETN: 1.00
The chart of Calmar ratio for ROK, currently valued at -0.24, compared to the broader market0.001.002.003.004.005.00
ROK: -0.24
ETN: -0.19
The chart of Martin ratio for ROK, currently valued at -0.87, compared to the broader market-5.000.005.0010.0015.0020.00
ROK: -0.87
ETN: -0.48

The current ROK Sharpe Ratio is -0.24, which is lower than the ETN Sharpe Ratio of -0.17. 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.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00NovemberDecember2025FebruaryMarchApril
-0.24
-0.17
ROK
ETN

Dividends

ROK vs. ETN - Dividend Comparison

ROK's dividend yield for the trailing twelve months is around 2.06%, more than ETN's 1.34% yield.


TTM20242023202220212020201920182017201620152014
ROK
Rockwell Automation, Inc.
2.06%1.77%1.54%1.76%1.24%1.65%1.94%2.42%1.59%2.18%2.61%2.15%
ETN
Eaton Corporation plc
1.34%1.13%1.43%2.06%1.76%2.43%3.00%3.85%3.04%3.40%4.23%2.88%

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.


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-26.08%
-23.22%
ROK
ETN

Volatility

ROK vs. ETN - Volatility Comparison

The current volatility for Rockwell Automation, Inc. (ROK) is 17.85%, while Eaton Corporation plc (ETN) has a volatility of 19.30%. 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.


5.00%10.00%15.00%20.00%NovemberDecember2025FebruaryMarchApril
17.85%
19.30%
ROK
ETN

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


Values in USD except per share items