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 17.73%/yr vs 15.95%/yr for IGV. Their 0.54 correlation means they have sometimes moved together and sometimes differently.
Performance
ROK vs. IGV - Performance Comparison
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Returns By Period
In the year-to-date period, ROK achieves a 24.20% return, which is significantly higher than IGV's -10.50% return. Over the past 10 years, ROK has outperformed IGV with an annualized return of 17.73%, while IGV has yielded a comparatively lower 15.95% annualized return.
ROK
- 1D
- 1.93%
- 1M
- 1.78%
- 6M
- 14.61%
- YTD
- 24.20%
- 1Y
- 41.33%
- 3Y*
- 17.53%
- 5Y*
- 11.17%
- 10Y*
- 17.73%
- ALL TIME*
- 14.21%
IGV
- 1D
- 1.36%
- 1M
- 1.08%
- 6M
- 4.75%
- YTD
- -10.50%
- 1Y
- -12.92%
- 3Y*
- 9.07%
- 5Y*
- 3.25%
- 10Y*
- 15.95%
- ALL TIME*
- 9.37%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $1.45B | $1.32B | $1.70B | |
| $332.04M | $329.97M | $373.52M |
ROK vs. IGV - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
ROK Rockwell Automation, Inc. | 24.20% | 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 | -10.50% | 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 0.21, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.21 |
Correlation (3Y) Balances recent behavior with more history. | 0.39 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.50 |
Correlation (10Y) Provides a long-term view across more market conditions. | 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 0.21 - 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 | +1.79 | ||
| Sortino ratioReturn per unit of downside risk | +2.45 | ||
| Omega ratioGain probability vs. loss probability | 1.23 | 0.93 | +0.29 |
| Calmar ratioReturn relative to maximum drawdown | 2.06 | -0.42 | +2.48 |
| Martin ratioReturn relative to average drawdown | 6.38 | -0.79 | +7.17 |
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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 | -29.03% | -36.61% | +7.58% |
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 | -3.03% | -19.69% | +16.66% |
Average DrawdownAverage peak-to-trough decline | -14.84% | -14.49% | -0.35% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.05% | 19.35% | -13.30% |
Volatility
ROK vs. IGV - Volatility Comparison
Rockwell Automation, Inc. (ROK) has a higher volatility of 8.11% compared to iShares Expanded Tech-Software Sector ETF (IGV) at 6.80%. 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 | 8.11% | 6.80% | +1.31% |
Volatility (6M)Calculated over the trailing 6-month period | 25.05% | 25.02% | +0.03% |
Volatility (1Y)Calculated over the trailing 1-year period | 30.56% | 29.16% | +1.40% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 32.05% | 28.16% | +3.89% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 31.52% | 26.45% | +5.07% |
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 0.21, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
ROK has higher volatility (8.11%) compared to IGV (6.80%). In terms of maximum drawdown, ROK dropped -75.83% vs IGV's -63.45%.
ROK currently has the higher Sharpe Ratio (1.26 vs -0.53), 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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