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 17.73%/yr vs 17.38%/yr for SPYG. Their 0.60 correlation means they have sometimes moved together and sometimes differently.
Performance
ROK vs. SPYG - Performance Comparison
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Returns By Period
In the year-to-date period, ROK achieves a 24.20% return, which is significantly higher than SPYG's 10.06% return. Both investments have delivered pretty close results over the past 10 years, with ROK having a 17.73% annualized return and SPYG not far behind at 17.38%.
ROK
- 1D
- 1.93%
- 1M
- 1.78%
- 6M
- 14.61%
- YTD
- 24.20%
- 1Y
- 41.33%
- 3Y*
- 17.53%
- 5Y*
- 11.17%
- 10Y*
- 17.73%
- ALL TIME*
- 14.21%
SPYG
- 1D
- 1.45%
- 1M
- -0.05%
- 6M
- 9.50%
- YTD
- 10.06%
- 1Y
- 21.72%
- 3Y*
- 24.04%
- 5Y*
- 13.28%
- 10Y*
- 17.38%
- ALL TIME*
- 7.45%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $332.04M | $329.97M | $373.52M | |
| $321.11M | $273.47M | $308.09M |
ROK vs. SPYG - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
ROK Rockwell Automation, Inc. | 24.20% | 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 | 10.06% | 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 0.55, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.55 |
Correlation (3Y) Balances recent behavior with more history. | 0.52 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.60 |
Correlation (10Y) Provides a long-term view across more market conditions. | 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.
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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 | +0.19 | ||
| Sortino ratioReturn per unit of downside risk | +0.29 | ||
| Omega ratioGain probability vs. loss probability | 1.23 | 1.19 | +0.03 |
| Calmar ratioReturn relative to maximum drawdown | 2.06 | 1.42 | +0.64 |
| Martin ratioReturn relative to average drawdown | 6.38 | 5.17 | +1.21 |
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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.
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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 | -29.03% | -22.14% | -6.89% |
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 | -3.03% | -4.33% | +1.30% |
Average DrawdownAverage peak-to-trough decline | -14.84% | -24.20% | +9.36% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.05% | 3.78% | +2.27% |
Volatility
ROK vs. SPYG - Volatility Comparison
Rockwell Automation, Inc. (ROK) has a higher volatility of 8.11% compared to State Street SPDR Portfolio S&P 500 Growth ETF (SPYG) at 6.08%. 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.
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Volatility by Period
| ROK | SPYG | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.11% | 6.08% | +2.03% |
Volatility (6M)Calculated over the trailing 6-month period | 25.05% | 14.85% | +10.20% |
Volatility (1Y)Calculated over the trailing 1-year period | 30.56% | 18.18% | +12.38% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 32.05% | 21.50% | +10.55% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 31.52% | 20.79% | +10.73% |
Dividends
ROK vs. SPYG - Dividend Comparison
ROK's dividend yield for the trailing twelve months is around 1.14%, more than SPYG's 0.49% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ROK Rockwell Automation, Inc. | 1.14% | 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 | 0.49% | 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 0.55, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
ROK has higher volatility (8.11%) compared to SPYG (6.08%). In terms of maximum drawdown, ROK dropped -75.83% vs SPYG's -67.63%.
ROK currently has the higher Sharpe Ratio (1.26 vs 1.08), 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.
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