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ROK vs. IGV
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between ROK and IGV is 0.68, 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.


Performance

ROK vs. IGV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Rockwell Automation, Inc. (ROK) and iShares Expanded Tech-Software Sector ET (IGV). The values are adjusted to include any dividend payments, if applicable.

1,000.00%1,500.00%2,000.00%2,500.00%3,000.00%December2025FebruaryMarchAprilMay
2,902.00%
917.71%
ROK
IGV

Key characteristics

Sharpe Ratio

ROK:

0.14

IGV:

0.78

Sortino Ratio

ROK:

0.52

IGV:

1.24

Omega Ratio

ROK:

1.06

IGV:

1.16

Calmar Ratio

ROK:

0.15

IGV:

0.82

Martin Ratio

ROK:

0.53

IGV:

2.54

Ulcer Index

ROK:

10.00%

IGV:

8.73%

Daily Std Dev

ROK:

36.68%

IGV:

28.45%

Max Drawdown

ROK:

-75.83%

IGV:

-62.18%

Current Drawdown

ROK:

-15.73%

IGV:

-10.24%

Returns By Period

In the year-to-date period, ROK achieves a -0.47% return, which is significantly higher than IGV's -1.34% return. Over the past 10 years, ROK has underperformed IGV with an annualized return of 11.18%, while IGV has yielded a comparatively higher 17.54% annualized return.


ROK

YTD

-0.47%

1M

24.40%

6M

-2.81%

1Y

6.04%

5Y*

10.00%

10Y*

11.18%

IGV

YTD

-1.34%

1M

21.58%

6M

1.10%

1Y

21.13%

5Y*

14.35%

10Y*

17.54%

*Annualized

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Risk-Adjusted Performance

ROK vs. IGV — 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 5656
Overall Rank
The Sharpe Ratio Rank of ROK is 5858
Sharpe Ratio Rank
The Sortino Ratio Rank of ROK is 5353
Sortino Ratio Rank
The Omega Ratio Rank of ROK is 5151
Omega Ratio Rank
The Calmar Ratio Rank of ROK is 5959
Calmar Ratio Rank
The Martin Ratio Rank of ROK is 5959
Martin Ratio Rank

IGV
The Risk-Adjusted Performance Rank of IGV is 7272
Overall Rank
The Sharpe Ratio Rank of IGV is 7272
Sharpe Ratio Rank
The Sortino Ratio Rank of IGV is 7373
Sortino Ratio Rank
The Omega Ratio Rank of IGV is 7171
Omega Ratio Rank
The Calmar Ratio Rank of IGV is 7676
Calmar Ratio Rank
The Martin Ratio Rank of IGV is 6666
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. 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.


The current ROK Sharpe Ratio is 0.14, which is lower than the IGV Sharpe Ratio of 0.78. The chart below compares the historical Sharpe Ratios of ROK and IGV, 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-1.00-0.500.000.501.001.502.002.50December2025FebruaryMarchAprilMay
0.14
0.78
ROK
IGV

Dividends

ROK vs. IGV - Dividend Comparison

ROK's dividend yield for the trailing twelve months is around 1.81%, while IGV has not paid dividends to shareholders.


TTM20242023202220212020201920182017201620152014
ROK
Rockwell Automation, Inc.
1.81%1.77%1.54%1.76%1.24%1.65%1.94%2.42%1.59%2.18%2.61%2.15%
IGV
iShares Expanded Tech-Software Sector ET
0.00%0.00%0.41%0.01%0.00%0.35%0.02%0.16%0.09%0.82%0.22%0.29%

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 -62.18%. Use the drawdown chart below to compare losses from any high point for ROK and IGV. For additional features, visit the drawdowns tool.


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%December2025FebruaryMarchAprilMay
-15.73%
-10.24%
ROK
IGV

Volatility

ROK vs. IGV - Volatility Comparison

Rockwell Automation, Inc. (ROK) has a higher volatility of 17.71% compared to iShares Expanded Tech-Software Sector ET (IGV) at 14.11%. 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.


4.00%6.00%8.00%10.00%12.00%14.00%16.00%18.00%December2025FebruaryMarchAprilMay
17.71%
14.11%
ROK
IGV