ROK vs. PH
Compare and contrast key facts about Rockwell Automation, Inc. (ROK) and Parker-Hannifin Corporation (PH).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ROK or PH.
Key characteristics
| ROK | PH | |
|---|---|---|
| YTD Return | -14.04% | 32.49% |
| 1Y Return | -7.11% | 54.75% |
| 3Y Return (Ann) | -3.79% | 30.20% |
| 5Y Return (Ann) | 12.10% | 29.85% |
| 10Y Return (Ann) | 10.67% | 20.04% |
| Sharpe Ratio | -0.19 | 2.07 |
| Daily Std Dev | 31.68% | 27.20% |
| Max Drawdown | -75.83% | -66.92% |
| Current Drawdown | -22.38% | 0.00% |
Fundamentals
| ROK | PH | |
|---|---|---|
| Market Cap | $29.86B | $77.82B |
| EPS | $8.79 | $21.85 |
| PE Ratio | 29.94 | 27.70 |
| PEG Ratio | 3.51 | 2.85 |
| Total Revenue (TTM) | $8.79B | $19.93B |
| Gross Profit (TTM) | $3.47B | $7.14B |
| EBITDA (TTM) | $1.73B | $4.56B |
Correlation
The correlation between ROK and PH is 0.49, 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. PH - Performance Comparison
In the year-to-date period, ROK achieves a -14.04% return, which is significantly lower than PH's 32.49% return. Over the past 10 years, ROK has underperformed PH with an annualized return of 10.67%, while PH has yielded a comparatively higher 20.04% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
ROK vs. PH - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Rockwell Automation, Inc. (ROK) and Parker-Hannifin Corporation (PH). 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.
Dividends
ROK vs. PH - Dividend Comparison
ROK's dividend yield for the trailing twelve months is around 1.90%, more than PH's 1.03% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ROK Rockwell Automation, Inc. | 1.90% | 1.54% | 1.76% | 1.24% | 1.65% | 1.94% | 2.42% | 1.59% | 2.18% | 2.61% | 2.15% | 1.77% |
PH Parker-Hannifin Corporation | 1.03% | 1.25% | 1.73% | 1.25% | 1.29% | 1.65% | 1.97% | 1.32% | 1.80% | 2.60% | 1.61% | 1.38% |
Drawdowns
ROK vs. PH - Drawdown Comparison
The maximum ROK drawdown since its inception was -75.83%, which is greater than PH's maximum drawdown of -66.92%. Use the drawdown chart below to compare losses from any high point for ROK and PH. For additional features, visit the drawdowns tool.
Volatility
ROK vs. PH - Volatility Comparison
Rockwell Automation, Inc. (ROK) has a higher volatility of 7.45% compared to Parker-Hannifin Corporation (PH) at 5.54%. This indicates that ROK's price experiences larger fluctuations and is considered to be riskier than PH based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Financials
ROK vs. PH - Financials Comparison
This section allows you to compare key financial metrics between Rockwell Automation, Inc. and Parker-Hannifin 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.
Total Revenue: Total amount of money received from sales and other business activities