ROK vs. IGV
Compare and contrast key facts about Rockwell Automation, Inc. (ROK) and iShares Expanded Tech-Software Sector ET (IGV).
IGV is a passively managed fund by iShares that tracks the performance of the S&P North American Technology-Software Index. It was launched on Jul 10, 2001.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ROK or IGV.
Performance
ROK vs. IGV - Performance Comparison
Returns By Period
In the year-to-date period, ROK achieves a -4.57% return, which is significantly lower than IGV's 30.71% return. Over the past 10 years, ROK has underperformed IGV with an annualized return of 11.99%, while IGV has yielded a comparatively higher 20.41% annualized return.
ROK
-4.57%
9.67%
11.14%
8.61%
10.31%
11.99%
IGV
30.71%
16.80%
27.91%
39.74%
19.19%
20.41%
Key characteristics
| ROK | IGV | |
|---|---|---|
| Sharpe Ratio | 0.26 | 1.95 |
| Sortino Ratio | 0.55 | 2.46 |
| Omega Ratio | 1.09 | 1.34 |
| Calmar Ratio | 0.32 | 2.70 |
| Martin Ratio | 0.76 | 8.45 |
| Ulcer Index | 11.33% | 4.70% |
| Daily Std Dev | 33.26% | 20.41% |
| Max Drawdown | -75.83% | -92.69% |
| Current Drawdown | -13.83% | 0.00% |
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Correlation
The correlation between ROK and IGV is 0.55, 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.
Risk-Adjusted Performance
ROK vs. IGV - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Rockwell Automation, Inc. (ROK) and iShares Expanded Tech-Software Sector ET (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.
Dividends
ROK vs. IGV - Dividend Comparison
ROK's dividend yield for the trailing twelve months is around 1.74%, more than IGV's 0.31% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ROK Rockwell Automation, Inc. | 1.74% | 1.54% | 1.76% | 1.24% | 1.65% | 1.94% | 2.42% | 1.59% | 2.18% | 2.61% | 2.15% | 1.77% |
IGV iShares Expanded Tech-Software Sector ET | 0.31% | 0.41% | 0.01% | 0.00% | 0.35% | 0.02% | 0.16% | 0.09% | 0.82% | 0.22% | 0.29% | 0.33% |
Drawdowns
ROK vs. IGV - Drawdown Comparison
The maximum ROK drawdown since its inception was -75.83%, smaller than the maximum IGV drawdown of -92.69%. Use the drawdown chart below to compare losses from any high point for ROK and IGV. For additional features, visit the drawdowns tool.
Volatility
ROK vs. IGV - Volatility Comparison
Rockwell Automation, Inc. (ROK) has a higher volatility of 12.90% compared to iShares Expanded Tech-Software Sector ET (IGV) at 6.82%. 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.