ROK vs. SPY
Compare and contrast key facts about Rockwell Automation, Inc. (ROK) and SPDR S&P 500 ETF (SPY).
SPY is a passively managed fund by State Street that tracks the performance of the S&P 500 Index. It was launched on Jan 22, 1993.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ROK or SPY.
Correlation
The correlation between ROK and SPY is 0.59, 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. SPY - Performance Comparison
Key characteristics
ROK:
0.14
SPY:
1.46
ROK:
0.45
SPY:
1.99
ROK:
1.05
SPY:
1.27
ROK:
0.15
SPY:
2.23
ROK:
0.53
SPY:
9.00
ROK:
7.81%
SPY:
2.08%
ROK:
30.09%
SPY:
12.83%
ROK:
-75.83%
SPY:
-55.19%
ROK:
-14.55%
SPY:
-3.06%
Returns By Period
In the year-to-date period, ROK achieves a 0.92% return, which is significantly lower than SPY's 1.38% return. Over the past 10 years, ROK has underperformed SPY with an annualized return of 11.84%, while SPY has yielded a comparatively higher 12.94% annualized return.
ROK
0.92%
3.38%
6.52%
1.20%
10.51%
11.84%
SPY
1.38%
-1.79%
6.09%
17.34%
15.76%
12.94%
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Risk-Adjusted Performance
ROK vs. SPY — Risk-Adjusted Performance Rank
ROK
SPY
ROK vs. SPY - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Rockwell Automation, Inc. (ROK) and SPDR S&P 500 ETF (SPY). 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. SPY - Dividend Comparison
ROK's dividend yield for the trailing twelve months is around 1.78%, more than SPY's 1.19% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ROK Rockwell Automation, Inc. | 1.78% | 1.77% | 1.54% | 1.76% | 1.24% | 1.65% | 1.94% | 2.42% | 1.59% | 2.18% | 2.61% | 2.15% |
SPY SPDR S&P 500 ETF | 1.19% | 1.21% | 1.40% | 1.65% | 1.20% | 1.52% | 1.75% | 2.04% | 1.80% | 2.03% | 2.06% | 1.87% |
Drawdowns
ROK vs. SPY - Drawdown Comparison
The maximum ROK drawdown since its inception was -75.83%, which is greater than SPY's maximum drawdown of -55.19%. Use the drawdown chart below to compare losses from any high point for ROK and SPY. For additional features, visit the drawdowns tool.
Volatility
ROK vs. SPY - Volatility Comparison
Rockwell Automation, Inc. (ROK) has a higher volatility of 13.52% compared to SPDR S&P 500 ETF (SPY) at 3.69%. This indicates that ROK's price experiences larger fluctuations and is considered to be riskier than SPY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.