ROK vs. SPYG
ROK (Rockwell Automation, Inc.) is a stock, while SPYG (State Street SPDR Portfolio S&P 500 Growth ETF) is S&P 500 fund tracking the S&P 500 Growth Index. Over the past 10 years, ROK returned 16.93%/yr vs 17.81%/yr for SPYG. A 0.60 correlation means they provide meaningful diversification when combined.
Performance
ROK vs. SPYG - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, ROK achieves a 22.14% return, which is significantly higher than SPYG's 12.75% return. Over the past 10 years, ROK has underperformed SPYG with an annualized return of 16.93%, while SPYG has yielded a comparatively higher 17.81% annualized return.
ROK
- 1D
- 0.99%
- 1M
- 2.78%
- 6M
- 15.76%
- YTD
- 22.14%
- 1Y
- 39.56%
- 3Y*
- 13.65%
- 5Y*
- 12.01%
- 10Y*
- 16.93%
SPYG
- 1D
- 0.60%
- 1M
- 2.78%
- 6M
- 11.48%
- YTD
- 12.75%
- 1Y
- 25.88%
- 3Y*
- 26.58%
- 5Y*
- 14.08%
- 10Y*
- 17.81%
ROK vs. SPYG - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
ROK Rockwell Automation, Inc. | 22.14% | 38.36% | -6.23% | 22.63% | -24.78% | 41.21% | 26.17% | 37.85% | -21.79% | 48.87% |
SPYG State Street SPDR Portfolio S&P 500 Growth ETF | 12.75% | 22.09% | 35.99% | 30.02% | -29.41% | 32.01% | 33.46% | 30.84% | -0.12% | 27.24% |
Correlation
The correlation between ROK and SPYG is 0.54, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.54 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.52 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.60 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.58 |
Correlation (All Time) Calculated using the full available price history since Oct 2, 2000 | 0.60 |
The correlation between ROK and SPYG has been stable across timeframes, ranging from 0.52 to 0.60 - a consistent structural relationship.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
ROK vs. SPYG — Risk / Return Rank
ROK
SPYG
ROK vs. SPYG - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Rockwell Automation, Inc. (ROK) and State Street SPDR Portfolio S&P 500 Growth ETF (SPYG). 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.
| ROK | SPYG | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.18 | ||
| Sortino ratioReturn per unit of downside risk | -0.16 | ||
| Omega ratioGain probability vs. loss probability | 1.23 | 1.26 | -0.03 |
| Calmar ratioReturn relative to maximum drawdown | 2.08 | 1.87 | +0.22 |
| Martin ratioReturn relative to average drawdown | 6.51 | 7.17 | -0.66 |
Loading charts...
Drawdowns
ROK vs. SPYG - Drawdown Comparison
The maximum ROK drawdown since its inception was -75.83%, which is greater than SPYG's maximum drawdown of -67.63%. Use the drawdown chart below to compare losses from any high point for ROK and SPYG.
Loading charts...
Drawdown Indicators
| ROK | SPYG | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -75.83% | -67.63% | -8.20% |
Max Drawdown (1Y)Largest decline over 1 year | -18.73% | -13.76% | -4.97% |
Max Drawdown (3Y)Largest decline over 3 years | -34.84% | -22.14% | -12.70% |
Max Drawdown (5Y)Largest decline over 5 years | -45.09% | -32.67% | -12.42% |
Max Drawdown (10Y)Largest decline over 10 years | -45.09% | -32.67% | -12.42% |
Current DrawdownCurrent decline from peak | -4.64% | -2.00% | -2.64% |
Average DrawdownAverage peak-to-trough decline | -14.85% | -24.24% | +9.39% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.97% | 3.57% | +2.40% |
Volatility
ROK vs. SPYG - Volatility Comparison
Rockwell Automation, Inc. (ROK) has a higher volatility of 11.54% compared to State Street SPDR Portfolio S&P 500 Growth ETF (SPYG) at 6.66%. This indicates that ROK's price experiences larger fluctuations and is considered to be riskier than SPYG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| ROK | SPYG | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 11.54% | 6.66% | +4.88% |
Volatility (6M)Calculated over the trailing 6-month period | 25.16% | 14.21% | +10.95% |
Volatility (1Y)Calculated over the trailing 1-year period | 30.11% | 17.37% | +12.74% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 31.98% | 21.40% | +10.58% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 31.49% | 20.72% | +10.77% |
Dividends
ROK vs. SPYG - Dividend Comparison
ROK's dividend yield for the trailing twelve months is around 1.15%, more than SPYG's 0.48% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ROK Rockwell Automation, Inc. | 1.15% | 1.36% | 1.77% | 1.54% | 1.76% | 1.24% | 1.65% | 1.94% | 2.42% | 1.59% | 2.18% | 2.61% |
SPYG State Street SPDR Portfolio S&P 500 Growth ETF | 0.48% | 0.52% | 0.60% | 1.15% | 1.03% | 0.62% | 0.90% | 1.37% | 1.51% | 1.41% | 1.55% | 1.57% |
Frequently Asked Questions
ROK and SPYG have a correlation of 0.54, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
ROK has higher volatility (11.54%) compared to SPYG (6.66%). In terms of maximum drawdown, ROK dropped -75.83% vs SPYG's -67.63%.
SPYG currently has the higher Sharpe Ratio (1.48 vs 1.30), 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.
Find the right allocation for ROK and SPYG
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer