ROK vs. LNVGY
ROK (Rockwell Automation, Inc.) and LNVGY (Lenovo Group Limited) are both stocks. ROK operates in Specialty Industrial Machinery (Industrials), while LNVGY operates in Computer Hardware (Technology). Over the past 10 years, ROK returned 16.64%/yr vs 24.58%/yr for LNVGY. At a 0.28 correlation, their price movements are largely independent.
Performance
ROK vs. LNVGY - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, ROK achieves a 16.85% return, which is significantly lower than LNVGY's 165.39% return. Over the past 10 years, ROK has underperformed LNVGY with an annualized return of 16.64%, while LNVGY has yielded a comparatively higher 24.58% annualized return.
ROK
- 1D
- 1.11%
- 1M
- -0.18%
- YTD
- 16.85%
- 6M
- 13.03%
- 1Y
- 41.23%
- 3Y*
- 15.84%
- 5Y*
- 11.97%
- 10Y*
- 16.64%
LNVGY
- 1D
- 4.73%
- 1M
- 95.25%
- YTD
- 165.39%
- 6M
- 147.91%
- 1Y
- 179.63%
- 3Y*
- 54.06%
- 5Y*
- 26.98%
- 10Y*
- 24.58%
ROK vs. LNVGY - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
ROK Rockwell Automation, Inc. | 16.85% | 38.36% | -6.23% | 22.63% | -24.78% | 41.21% | 26.17% | 37.85% | -21.79% | 48.87% |
LNVGY Lenovo Group Limited | 165.39% | -4.37% | -4.30% | 80.46% | -25.77% | 28.05% | 47.80% | 4.62% | 26.37% | 3.11% |
Correlation
The correlation between ROK and LNVGY is 0.31, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.31 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.25 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.22 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.23 |
Correlation (All Time) Calculated using the full available price history since Jul 16, 2007 | 0.28 |
Fundamentals
ROK:
$50.86B
LNVGY:
$45.83B
ROK:
$9.63
LNVGY:
$2.63
ROK:
46.88
LNVGY:
23.93
ROK:
5.79
LNVGY:
0.55
ROK:
14.44
LNVGY:
6.00
ROK:
$8.80B
LNVGY:
$83.00B
ROK:
$4.63B
LNVGY:
$12.49B
ROK:
$1.56B
LNVGY:
$4.29B
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. LNVGY — Risk / Return Rank
ROK
LNVGY
ROK vs. LNVGY - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Rockwell Automation, Inc. (ROK) and Lenovo Group Limited (LNVGY). 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.
| ROK | LNVGY | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.32 | ||
| Sortino ratioReturn per unit of downside risk | -2.91 | ||
| Omega ratioGain probability vs. loss probability | 1.26 | 1.62 | -0.36 |
| Calmar ratioReturn relative to maximum drawdown | 2.21 | 6.21 | -4.00 |
| Martin ratioReturn relative to average drawdown | 7.00 | 11.66 | -4.66 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| ROK | LNVGY | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.46 | 3.78 | -2.32 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.38 | 0.59 | -0.21 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.53 | 0.61 | -0.08 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.42 | 0.30 | +0.13 |
Drawdowns
ROK vs. LNVGY - Drawdown Comparison
The maximum ROK drawdown since its inception was -75.83%, smaller than the maximum LNVGY drawdown of -84.37%. Use the drawdown chart below to compare losses from any high point for ROK and LNVGY.
Loading charts...
Drawdown Indicators
| ROK | LNVGY | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -75.83% | -84.37% | +8.54% |
Max Drawdown (1Y)Largest decline over 1 year | -18.73% | -29.12% | +10.39% |
Max Drawdown (3Y)Largest decline over 3 years | -34.84% | -44.60% | +9.76% |
Max Drawdown (5Y)Largest decline over 5 years | -45.09% | -55.02% | +9.93% |
Max Drawdown (10Y)Largest decline over 10 years | -45.09% | -55.02% | +9.93% |
Current DrawdownCurrent decline from peak | -2.54% | -6.30% | +3.76% |
Average DrawdownAverage peak-to-trough decline | -14.88% | -35.39% | +20.51% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.91% | 15.48% | -9.57% |
Volatility
ROK vs. LNVGY - Volatility Comparison
The current volatility for Rockwell Automation, Inc. (ROK) is 7.86%, while Lenovo Group Limited (LNVGY) has a volatility of 31.85%. This indicates that ROK experiences smaller price fluctuations and is considered to be less risky than LNVGY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| ROK | LNVGY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.86% | 31.85% | -23.99% |
Volatility (6M)Calculated over the trailing 6-month period | 23.24% | 39.70% | -16.46% |
Volatility (1Y)Calculated over the trailing 1-year period | 28.42% | 47.98% | -19.56% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 31.73% | 46.33% | -14.60% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 31.45% | 40.61% | -9.16% |
Dividends
ROK vs. LNVGY - Dividend Comparison
ROK's dividend yield for the trailing twelve months is around 1.21%, less than LNVGY's 1.59% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
LNVGY Lenovo Group Limited | 1.59% | 4.21% | 3.83% | 3.47% | 5.98% | 3.58% | 3.77% | 5.21% | 4.74% | 10.40% | 10.61% | 3.21% |
ROK Rockwell Automation, Inc. | 1.21% | 1.36% | 1.77% | 1.54% | 1.76% | 1.24% | 1.65% | 1.94% | 2.42% | 1.59% | 2.18% | 2.61% |
Financials
ROK vs. LNVGY - Financials Comparison
This section allows you to compare key financial metrics between Rockwell Automation, Inc. and Lenovo Group Limited. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.
Total Revenue: Total amount of money received from sales and other business activities
ROK vs. LNVGY - Profitability Comparison
ROK - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Rockwell Automation, Inc. reported a gross profit of 1.13B and revenue of 2.24B. Therefore, the gross margin over that period was 50.3%.
LNVGY - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Lenovo Group Limited reported a gross profit of 3.53B and revenue of 21.56B. Therefore, the gross margin over that period was 16.4%.
ROK - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Rockwell Automation, Inc. reported an operating income of 467.00M and revenue of 2.24B, resulting in an operating margin of 20.9%.
LNVGY - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Lenovo Group Limited reported an operating income of 834.29M and revenue of 21.56B, resulting in an operating margin of 3.9%.
ROK - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Rockwell Automation, Inc. reported a net income of 350.00M and revenue of 2.24B, resulting in a net margin of 15.6%.
LNVGY - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Lenovo Group Limited reported a net income of 520.10M and revenue of 21.56B, resulting in a net margin of 2.4%.
Frequently Asked Questions
ROK and LNVGY have a correlation of 0.31, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
LNVGY has higher volatility (31.85%) compared to ROK (7.86%). In terms of maximum drawdown, ROK dropped -75.83% vs LNVGY's -84.37%.
LNVGY currently has the higher Sharpe Ratio (3.78 vs 1.46), 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 LNVGY
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