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 16.63%/yr vs 15.67%/yr for IGV. A 0.54 correlation means they provide meaningful diversification when combined.
Performance
ROK vs. IGV - Performance Comparison
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Returns By Period
In the year-to-date period, ROK achieves a 19.12% return, which is significantly higher than IGV's -12.27% return. Over the past 10 years, ROK has outperformed IGV with an annualized return of 16.63%, while IGV has yielded a comparatively lower 15.67% annualized return.
ROK
- 1D
- -2.47%
- 1M
- 0.24%
- 6M
- 11.92%
- YTD
- 19.12%
- 1Y
- 36.11%
- 3Y*
- 12.37%
- 5Y*
- 11.40%
- 10Y*
- 16.63%
IGV
- 1D
- 0.31%
- 1M
- 2.22%
- 6M
- -11.99%
- YTD
- -12.27%
- 1Y
- -13.74%
- 3Y*
- 8.93%
- 5Y*
- 3.38%
- 10Y*
- 15.67%
ROK vs. IGV - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
ROK Rockwell Automation, Inc. | 19.12% | 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 | -12.27% | 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 0.20, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.20 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.40 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.51 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.47 |
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 0.20 - well below their long-term average of 0.54, suggesting their price drivers have been diverging.
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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 | +1.68 | ||
| Sortino ratioReturn per unit of downside risk | +2.31 | ||
| Omega ratioGain probability vs. loss probability | 1.22 | 0.94 | +0.28 |
| Calmar ratioReturn relative to maximum drawdown | 1.94 | -0.38 | +2.31 |
| Martin ratioReturn relative to average drawdown | 6.05 | -0.74 | +6.78 |
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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.
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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 | -6.99% | -21.29% | +14.30% |
Average DrawdownAverage peak-to-trough decline | -14.85% | -14.47% | -0.38% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.99% | 18.66% | -12.67% |
Volatility
ROK vs. IGV - Volatility Comparison
Rockwell Automation, Inc. (ROK) has a higher volatility of 10.84% compared to iShares Expanded Tech-Software Sector ETF (IGV) at 8.00%. This indicates that ROK's price experiences larger fluctuations and is considered to be riskier than IGV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ROK | IGV | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 10.84% | 8.00% | +2.84% |
Volatility (6M)Calculated over the trailing 6-month period | 25.25% | 25.33% | -0.08% |
Volatility (1Y)Calculated over the trailing 1-year period | 30.25% | 28.74% | +1.51% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 32.01% | 28.10% | +3.91% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 31.51% | 26.41% | +5.10% |
Dividends
ROK vs. IGV - Dividend Comparison
ROK's dividend yield for the trailing twelve months is around 1.18%, 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. | 1.18% | 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 0.20, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
ROK has higher volatility (10.84%) compared to IGV (8.00%). In terms of maximum drawdown, ROK dropped -75.83% vs IGV's -63.45%.
ROK currently has the higher Sharpe Ratio (1.20 vs -0.48), 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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