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ROK vs. O
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between ROK and O is 0.28, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.0
Correlation: 0.3

Performance

ROK vs. O - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Rockwell Automation, Inc. (ROK) and Realty Income Corporation (O). The values are adjusted to include any dividend payments, if applicable.

4,000.00%6,000.00%8,000.00%10,000.00%12,000.00%NovemberDecember2025FebruaryMarchApril
8,640.38%
4,632.69%
ROK
O

Key characteristics

Sharpe Ratio

ROK:

-0.54

O:

0.58

Sortino Ratio

ROK:

-0.64

O:

0.89

Omega Ratio

ROK:

0.92

O:

1.11

Calmar Ratio

ROK:

-0.53

O:

0.41

Martin Ratio

ROK:

-2.05

O:

1.21

Ulcer Index

ROK:

8.44%

O:

8.72%

Daily Std Dev

ROK:

32.17%

O:

18.10%

Max Drawdown

ROK:

-75.83%

O:

-48.45%

Current Drawdown

ROK:

-32.41%

O:

-14.88%

Fundamentals

Market Cap

ROK:

$25.68B

O:

$49.18B

EPS

ROK:

$8.04

O:

$0.98

PE Ratio

ROK:

28.25

O:

56.28

PEG Ratio

ROK:

2.99

O:

5.35

Total Revenue (TTM)

ROK:

$4.81B

O:

$4.02B

Gross Profit (TTM)

ROK:

$2.31B

O:

$3.22B

EBITDA (TTM)

ROK:

$1.16B

O:

$3.25B

Returns By Period

In the year-to-date period, ROK achieves a -20.18% return, which is significantly lower than O's 5.25% return. Over the past 10 years, ROK has outperformed O with an annualized return of 9.43%, while O has yielded a comparatively lower 6.30% annualized return.


ROK

YTD

-20.18%

1M

-17.01%

6M

-14.17%

1Y

-16.27%

5Y*

11.09%

10Y*

9.43%

O

YTD

5.25%

1M

-4.65%

6M

-8.52%

1Y

10.83%

5Y*

11.54%

10Y*

6.30%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

ROK vs. O — 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 2020
Overall Rank
The Sharpe Ratio Rank of ROK is 2626
Sharpe Ratio Rank
The Sortino Ratio Rank of ROK is 2424
Sortino Ratio Rank
The Omega Ratio Rank of ROK is 2525
Omega Ratio Rank
The Calmar Ratio Rank of ROK is 2121
Calmar Ratio Rank
The Martin Ratio Rank of ROK is 22
Martin Ratio Rank

O
The Risk-Adjusted Performance Rank of O is 6969
Overall Rank
The Sharpe Ratio Rank of O is 7575
Sharpe Ratio Rank
The Sortino Ratio Rank of O is 6666
Sortino Ratio Rank
The Omega Ratio Rank of O is 6464
Omega Ratio Rank
The Calmar Ratio Rank of O is 7272
Calmar Ratio Rank
The Martin Ratio Rank of O is 6868
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. O - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Rockwell Automation, Inc. (ROK) and Realty Income Corporation (O). 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.


Sharpe ratio
The chart of Sharpe ratio for ROK, currently valued at -0.54, compared to the broader market-2.00-1.000.001.002.00
ROK: -0.54
O: 0.58
The chart of Sortino ratio for ROK, currently valued at -0.64, compared to the broader market-6.00-4.00-2.000.002.004.00
ROK: -0.64
O: 0.89
The chart of Omega ratio for ROK, currently valued at 0.92, compared to the broader market0.501.001.502.00
ROK: 0.92
O: 1.11
The chart of Calmar ratio for ROK, currently valued at -0.53, compared to the broader market0.001.002.003.004.00
ROK: -0.53
O: 0.41
The chart of Martin ratio for ROK, currently valued at -2.05, compared to the broader market-10.000.0010.0020.00
ROK: -2.05
O: 1.21

The current ROK Sharpe Ratio is -0.54, which is lower than the O Sharpe Ratio of 0.58. The chart below compares the historical Sharpe Ratios of ROK and O, 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-0.500.000.501.001.502.00NovemberDecember2025FebruaryMarchApril
-0.54
0.58
ROK
O

Dividends

ROK vs. O - Dividend Comparison

ROK's dividend yield for the trailing twelve months is around 2.25%, less than O's 5.74% yield.


TTM20242023202220212020201920182017201620152014
ROK
Rockwell Automation, Inc.
2.25%1.77%1.54%1.76%1.24%1.65%1.94%2.42%1.59%2.18%2.61%2.15%
O
Realty Income Corporation
5.74%5.37%5.33%4.68%6.95%4.65%3.69%4.19%4.45%4.19%4.42%4.59%

Drawdowns

ROK vs. O - Drawdown Comparison

The maximum ROK drawdown since its inception was -75.83%, which is greater than O's maximum drawdown of -48.45%. Use the drawdown chart below to compare losses from any high point for ROK and O. For additional features, visit the drawdowns tool.


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-32.41%
-14.88%
ROK
O

Volatility

ROK vs. O - Volatility Comparison

Rockwell Automation, Inc. (ROK) has a higher volatility of 12.35% compared to Realty Income Corporation (O) at 6.73%. This indicates that ROK's price experiences larger fluctuations and is considered to be riskier than O 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%NovemberDecember2025FebruaryMarchApril
12.35%
6.73%
ROK
O

Financials

ROK vs. O - Financials Comparison

This section allows you to compare key financial metrics between Rockwell Automation, Inc. and Realty Income Corporation. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


Values in USD except per share items
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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