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

Performance

ROK vs. PH - Performance Comparison

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

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ROK vs. PH - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
ROK
Rockwell Automation, Inc.
-7.44%38.36%-6.23%22.63%-24.78%41.21%26.17%37.85%-21.79%48.87%
PH
Parker-Hannifin Corporation
2.04%39.54%39.58%60.81%-6.91%18.30%34.78%40.75%-24.00%44.91%

Fundamentals

Market Cap

ROK:

$40.59B

PH:

$114.68B

EPS

ROK:

$8.76

PH:

$27.53

PE Ratio

ROK:

40.98

PH:

32.52

PS Ratio

ROK:

6.28

PH:

5.62

PB Ratio

ROK:

10.84

PH:

7.48

Total Revenue (TTM)

ROK:

$6.46B

PH:

$20.46B

Gross Profit (TTM)

ROK:

$4.30B

PH:

$7.63B

EBITDA (TTM)

ROK:

$1.60B

PH:

$5.26B

Returns By Period

In the year-to-date period, ROK achieves a -7.44% return, which is significantly lower than PH's 2.04% return. Over the past 10 years, ROK has underperformed PH with an annualized return of 14.34%, while PH has yielded a comparatively higher 25.06% annualized return.


ROK

1D
2.98%
1M
-11.92%
YTD
-7.44%
6M
3.41%
1Y
41.03%
3Y*
8.79%
5Y*
8.20%
10Y*
14.34%

PH

1D
3.92%
1M
-11.29%
YTD
2.04%
6M
18.56%
1Y
48.64%
3Y*
40.22%
5Y*
24.76%
10Y*
25.06%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

ROK vs. PH — Risk / Return Rank

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

ROK
ROK Risk / Return Rank: 8080
Overall Rank
ROK Sharpe Ratio Rank: 8181
Sharpe Ratio Rank
ROK Sortino Ratio Rank: 7777
Sortino Ratio Rank
ROK Omega Ratio Rank: 7777
Omega Ratio Rank
ROK Calmar Ratio Rank: 8080
Calmar Ratio Rank
ROK Martin Ratio Rank: 8383
Martin Ratio Rank

PH
PH Risk / Return Rank: 8686
Overall Rank
PH Sharpe Ratio Rank: 8686
Sharpe Ratio Rank
PH Sortino Ratio Rank: 8282
Sortino Ratio Rank
PH Omega Ratio Rank: 8686
Omega Ratio Rank
PH Calmar Ratio Rank: 8585
Calmar Ratio Rank
PH Martin Ratio Rank: 9191
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. PH - Risk-Adjusted Trends 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.


ROKPHDifference

Sharpe ratio

Return per unit of total volatility

1.29

1.59

-0.30

Sortino ratio

Return per unit of downside risk

1.92

2.19

-0.27

Omega ratio

Gain probability vs. loss probability

1.26

1.33

-0.07

Calmar ratio

Return relative to maximum drawdown

2.18

2.83

-0.64

Martin ratio

Return relative to average drawdown

6.79

10.89

-4.10

ROK vs. PH - Sharpe Ratio Comparison

The current ROK Sharpe Ratio is 1.29, which is comparable to the PH Sharpe Ratio of 1.59. The chart below compares the historical Sharpe Ratios of ROK and PH, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


ROKPHDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.29

1.59

-0.30

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.27

0.88

-0.61

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.46

0.80

-0.33

Sharpe Ratio (All Time)

Calculated using the full available price history

0.41

0.45

-0.04

Correlation

The correlation between ROK and PH is 0.51, 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.


Dividends

ROK vs. PH - Dividend Comparison

ROK's dividend yield for the trailing twelve months is around 1.50%, more than PH's 0.80% yield.


TTM20252024202320222021202020192018201720162015
ROK
Rockwell Automation, Inc.
1.50%1.36%1.77%1.54%1.76%1.24%1.65%1.94%2.42%1.59%2.18%2.61%
PH
Parker-Hannifin Corporation
0.80%0.80%1.00%1.25%1.73%1.25%1.29%1.65%1.97%1.32%1.80%2.60%

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.


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Drawdown Indicators


ROKPHDifference

Max Drawdown

Largest peak-to-trough decline

-75.83%

-66.92%

-8.91%

Max Drawdown (1Y)

Largest decline over 1 year

-18.73%

-17.77%

-0.96%

Max Drawdown (5Y)

Largest decline over 5 years

-45.09%

-28.64%

-16.45%

Max Drawdown (10Y)

Largest decline over 10 years

-45.09%

-54.68%

+9.59%

Current Drawdown

Current decline from peak

-16.31%

-12.49%

-3.82%

Average Drawdown

Average peak-to-trough decline

-14.93%

-15.35%

+0.42%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.03%

4.61%

+1.42%

Volatility

ROK vs. PH - Volatility Comparison

The current volatility for Rockwell Automation, Inc. (ROK) is 8.15%, while Parker-Hannifin Corporation (PH) has a volatility of 9.82%. This indicates that ROK experiences smaller price fluctuations and is considered to be less risky than PH based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ROKPHDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.15%

9.82%

-1.67%

Volatility (6M)

Calculated over the trailing 6-month period

20.23%

17.88%

+2.35%

Volatility (1Y)

Calculated over the trailing 1-year period

32.05%

30.84%

+1.21%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

31.10%

28.31%

+2.79%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

31.10%

31.52%

-0.42%

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.


Quarterly
Annual

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


0.001.00B2.00B3.00B4.00B5.00BAprilJulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober2025AprilJulyOctober0
5.17B
(ROK) Total Revenue
(PH) Total Revenue
Values in USD except per share items