ROK vs. IGV
ROK (Rockwell Automation, Inc.) is a stock, while IGV (iShares Expanded Tech-Software Sector ETF) is Technology Equities fund tracking the S&P North American Expanded Technology Software Index. Over the past 10 years, ROK returned 17.75%/yr vs 15.70%/yr for IGV. A 0.54 correlation means they provide meaningful diversification when combined.
Performance
ROK vs. IGV - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, ROK achieves a 23.68% return, which is significantly higher than IGV's -17.38% return. Over the past 10 years, ROK has outperformed IGV with an annualized return of 17.75%, while IGV has yielded a comparatively lower 15.70% annualized return.
ROK
- 1D
- 0.91%
- 1M
- 5.70%
- YTD
- 23.68%
- 6M
- 20.73%
- 1Y
- 50.86%
- 3Y*
- 17.07%
- 5Y*
- 12.71%
- 10Y*
- 17.75%
IGV
- 1D
- -2.00%
- 1M
- -7.11%
- YTD
- -17.38%
- 6M
- -19.85%
- 1Y
- -16.92%
- 3Y*
- 9.05%
- 5Y*
- 2.55%
- 10Y*
- 15.70%
ROK vs. IGV - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
ROK Rockwell Automation, Inc. | 23.68% | 38.36% | -6.23% | 22.63% | -24.78% | 41.21% | 26.17% | 37.85% | -21.79% | 48.87% |
IGV iShares Expanded Tech-Software Sector ETF | -17.38% | 5.56% | 23.41% | 58.56% | -35.65% | 12.30% | 52.86% | 34.33% | 12.44% | 42.16% |
Correlation
The correlation between ROK and IGV is 0.22, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.22 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.41 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.51 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.48 |
Correlation (All Time) Calculated using the full available price history since Jul 13, 2001 | 0.54 |
Over the past year, the correlation between ROK and IGV has dropped to 0.22 - well below their long-term average of 0.54, suggesting their price drivers have been diverging.
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
ROK vs. IGV — Risk / Return Rank
ROK
IGV
ROK vs. IGV - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Rockwell Automation, Inc. (ROK) and iShares Expanded Tech-Software Sector ETF (IGV). 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.
| ROK | IGV | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +2.36 | ||
| Sortino ratioReturn per unit of downside risk | +3.14 | ||
| Omega ratioGain probability vs. loss probability | 1.31 | 0.92 | +0.39 |
| Calmar ratioReturn relative to maximum drawdown | 2.73 | -0.46 | +3.19 |
| Martin ratioReturn relative to average drawdown | 8.62 | -0.95 | +9.57 |
Loading charts...
Drawdowns
ROK vs. IGV - Drawdown Comparison
The maximum ROK drawdown since its inception was -75.83%, which is greater than IGV's maximum drawdown of -63.45%. Use the drawdown chart below to compare losses from any high point for ROK and IGV.
Loading charts...
Drawdown Indicators
| ROK | IGV | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -75.83% | -63.45% | -12.38% |
Max Drawdown (1Y)Largest decline over 1 year | -18.73% | -36.61% | +17.88% |
Max Drawdown (3Y)Largest decline over 3 years | -34.84% | -36.61% | +1.77% |
Max Drawdown (5Y)Largest decline over 5 years | -45.09% | -45.85% | +0.76% |
Max Drawdown (10Y)Largest decline over 10 years | -45.09% | -45.85% | +0.76% |
Current DrawdownCurrent decline from peak | 0.00% | -25.86% | +25.86% |
Average DrawdownAverage peak-to-trough decline | -14.86% | -14.46% | -0.40% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.92% | 17.87% | -11.95% |
Volatility
ROK vs. IGV - Volatility Comparison
The current volatility for Rockwell Automation, Inc. (ROK) is 9.01%, while iShares Expanded Tech-Software Sector ETF (IGV) has a volatility of 12.72%. This indicates that ROK experiences smaller price fluctuations and is considered to be less risky than IGV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| ROK | IGV | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.01% | 12.72% | -3.71% |
Volatility (6M)Calculated over the trailing 6-month period | 23.94% | 24.91% | -0.97% |
Volatility (1Y)Calculated over the trailing 1-year period | 29.15% | 28.33% | +0.82% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 31.80% | 27.97% | +3.83% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 31.52% | 26.42% | +5.10% |
Dividends
ROK vs. IGV - Dividend Comparison
ROK's dividend yield for the trailing twelve months is around 1.14%, more than IGV's 0.02% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IGV iShares Expanded Tech-Software Sector ETF | 0.02% | 0.00% | 0.00% | 0.01% | 0.01% | 0.00% | 0.35% | 0.02% | 0.16% | 0.09% | 0.82% | 0.22% |
ROK Rockwell Automation, Inc. | 1.14% | 1.36% | 1.77% | 1.54% | 1.76% | 1.24% | 1.65% | 1.94% | 2.42% | 1.59% | 2.18% | 2.61% |
Frequently Asked Questions
ROK and IGV have a correlation of 0.22, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
IGV has higher volatility (12.72%) compared to ROK (9.01%). In terms of maximum drawdown, ROK dropped -75.83% vs IGV's -63.45%.
ROK currently has the higher Sharpe Ratio (1.76 vs -0.60), 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 ROK and IGV
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