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ROK vs. ORCL
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

ROK vs. ORCL - Performance Comparison

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

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Returns By Period

In the year-to-date period, ROK achieves a 18.84% return, which is significantly higher than ORCL's -4.95% return. Over the past 10 years, ROK has underperformed ORCL with an annualized return of 16.90%, while ORCL has yielded a comparatively higher 18.60% annualized return.


ROK

1D
0.38%
1M
2.68%
YTD
18.84%
6M
14.11%
1Y
46.56%
3Y*
15.25%
5Y*
11.95%
10Y*
16.90%

ORCL

1D
0.02%
1M
-4.57%
YTD
-4.95%
6M
-2.48%
1Y
-13.59%
3Y*
17.80%
5Y*
18.90%
10Y*
18.60%
*Multi-year figures are annualized to reflect compound growth (CAGR)

ROK vs. ORCL - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
ROK
Rockwell Automation, Inc.
18.84%38.36%-6.23%22.63%-24.78%41.21%26.17%37.85%-21.79%48.87%
ORCL
Oracle Corporation
-4.95%18.13%59.99%30.94%-4.65%36.89%24.25%19.34%-2.97%24.94%

Correlation

The correlation between ROK and ORCL is 0.19, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.19

Correlation (3Y)
Calculated over the trailing 3-year period

0.32

Correlation (5Y)
Calculated over the trailing 5-year period

0.39

Correlation (10Y)
Calculated over the trailing 10-year period

0.39

Correlation (All Time)
Calculated using the full available price history since Jan 2, 1987

0.32

The correlation between ROK and ORCL shifts across timeframes, from 0.19 (1 year) to 0.39 (10 years), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap

ROK:

$51.72B

ORCL:

$536.74B

EPS

ROK:

$9.63

ORCL:

$5.86

PE Ratio

ROK:

47.68

ORCL:

31.41

PS Ratio

ROK:

5.89

ORCL:

7.97

PB Ratio

ROK:

14.69

ORCL:

12.47

Total Revenue (TTM)

ROK:

$8.80B

ORCL:

$67.36B

Gross Profit (TTM)

ROK:

$4.63B

ORCL:

$79.58B

EBITDA (TTM)

ROK:

$1.56B

ORCL:

$6.20B

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Return for Risk

ROK vs. ORCL — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

ROK
ROK Risk / Return Rank: 8181
Overall Rank
ROK Sharpe Ratio Rank: 8383
Sharpe Ratio Rank
ROK Sortino Ratio Rank: 8080
Sortino Ratio Rank
ROK Omega Ratio Rank: 7878
Omega Ratio Rank
ROK Calmar Ratio Rank: 7979
Calmar Ratio Rank
ROK Martin Ratio Rank: 8383
Martin Ratio Rank

ORCL
ORCL Risk / Return Rank: 3939
Overall Rank
ORCL Sharpe Ratio Rank: 3939
Sharpe Ratio Rank
ORCL Sortino Ratio Rank: 4040
Sortino Ratio Rank
ORCL Omega Ratio Rank: 3939
Omega Ratio Rank
ORCL Calmar Ratio Rank: 3939
Calmar Ratio Rank
ORCL Martin Ratio Rank: 4040
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

ROK vs. ORCL - Risk-Adjusted Trends Comparison

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


ROKORCLDifference
Sharpe ratioReturn per unit of total volatility

+1.61

Sortino ratioReturn per unit of downside risk

+1.83

Omega ratioGain probability vs. loss probability

1.27

1.04

+0.23

Calmar ratioReturn relative to maximum drawdown

2.32

-0.12

+2.44

Martin ratioReturn relative to average drawdown

7.33

-0.20

+7.53

ROK vs. ORCL - Sharpe Ratio Comparison

The current ROK Sharpe Ratio is 1.50, which is higher than the ORCL Sharpe Ratio of -0.11. The chart below compares the historical Sharpe Ratios of ROK and ORCL, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

ROK vs. ORCL - Drawdown Comparison

The maximum ROK drawdown since its inception was -75.83%, smaller than the maximum ORCL drawdown of -84.19%. Use the drawdown chart below to compare losses from any high point for ROK and ORCL.


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Drawdown Indicators


ROKORCLDifference

Max Drawdown

Largest peak-to-trough decline

-75.83%

-84.19%

+8.36%

Max Drawdown (1Y)

Largest decline over 1 year

-18.73%

-58.25%

+39.52%

Max Drawdown (3Y)

Largest decline over 3 years

-34.84%

-58.25%

+23.41%

Max Drawdown (5Y)

Largest decline over 5 years

-45.09%

-58.25%

+13.16%

Max Drawdown (10Y)

Largest decline over 10 years

-45.09%

-58.25%

+13.16%

Current Drawdown

Current decline from peak

-0.88%

-43.48%

+42.60%

Average Drawdown

Average peak-to-trough decline

-14.87%

-29.11%

+14.24%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.92%

35.41%

-29.49%

Volatility

ROK vs. ORCL - Volatility Comparison

The current volatility for Rockwell Automation, Inc. (ROK) is 10.07%, while Oracle Corporation (ORCL) has a volatility of 23.44%. This indicates that ROK experiences smaller price fluctuations and is considered to be less risky than ORCL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ROKORCLDifference

Volatility (1M)

Calculated over the trailing 1-month period

10.07%

23.44%

-13.37%

Volatility (6M)

Calculated over the trailing 6-month period

23.96%

43.42%

-19.46%

Volatility (1Y)

Calculated over the trailing 1-year period

29.04%

65.91%

-36.87%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

31.83%

42.16%

-10.33%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

31.49%

35.12%

-3.63%

Dividends

ROK vs. ORCL - Dividend Comparison

ROK's dividend yield for the trailing twelve months is around 1.19%, more than ORCL's 1.09% yield.


PositionTTM20252024202320222021202020192018201720162015
ORCL
Oracle Corporation
1.09%0.97%0.96%1.44%1.57%1.38%1.48%1.72%1.68%1.52%1.56%1.56%
ROK
Rockwell Automation, Inc.
1.19%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. ORCL - Financials Comparison

This section allows you to compare key financial metrics between Rockwell Automation, Inc. and Oracle 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


0.005.00B10.00B15.00B20.00B20222023202420252026
2.24B
19.18B
(ROK) Total Revenue
(ORCL) Total Revenue
Values in USD except per share items

Frequently Asked Questions


ROK and ORCL have a correlation of 0.19, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

ORCL has higher volatility (23.44%) compared to ROK (10.07%). In terms of maximum drawdown, ROK dropped -75.83% vs ORCL's -84.19%.

ROK currently has the higher Sharpe Ratio (1.50 vs -0.11), 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.

Portfolio Optimizer

Find the right allocation for ROK and ORCL

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