ROK vs. SPYG
Compare and contrast key facts about Rockwell Automation, Inc. (ROK) and SPDR Portfolio S&P 500 Growth ETF (SPYG).
SPYG is a passively managed fund by State Street that tracks the performance of the S&P 500 Growth Index. It was launched on Sep 25, 2000.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ROK or SPYG.
Correlation
The correlation between ROK and SPYG is 0.90, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Performance
ROK vs. SPYG - Performance Comparison
Key characteristics
ROK:
-0.21
SPYG:
0.67
ROK:
-0.08
SPYG:
1.06
ROK:
0.99
SPYG:
1.15
ROK:
-0.21
SPYG:
0.75
ROK:
-0.77
SPYG:
2.66
ROK:
9.58%
SPYG:
6.24%
ROK:
34.85%
SPYG:
24.86%
ROK:
-75.83%
SPYG:
-67.79%
ROK:
-26.04%
SPYG:
-12.90%
Returns By Period
In the year-to-date period, ROK achieves a -12.65% return, which is significantly lower than SPYG's -8.45% return. Over the past 10 years, ROK has underperformed SPYG with an annualized return of 10.23%, while SPYG has yielded a comparatively higher 13.69% annualized return.
ROK
-12.65%
-8.91%
-6.31%
-8.12%
9.26%
10.23%
SPYG
-8.45%
-4.90%
-4.07%
14.76%
16.20%
13.69%
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Risk-Adjusted Performance
ROK vs. SPYG — Risk-Adjusted Performance Rank
ROK
SPYG
ROK vs. SPYG - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Rockwell Automation, Inc. (ROK) and 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.
Dividends
ROK vs. SPYG - Dividend Comparison
ROK's dividend yield for the trailing twelve months is around 2.06%, more than SPYG's 0.67% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ROK Rockwell Automation, Inc. | 2.06% | 1.77% | 1.54% | 1.76% | 1.24% | 1.65% | 1.94% | 2.42% | 1.59% | 2.18% | 2.61% | 2.15% |
SPYG SPDR Portfolio S&P 500 Growth ETF | 0.67% | 0.60% | 1.15% | 1.03% | 0.62% | 0.90% | 1.37% | 1.51% | 1.41% | 1.55% | 1.57% | 1.37% |
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 -67.79%. Use the drawdown chart below to compare losses from any high point for ROK and SPYG. For additional features, visit the drawdowns tool.
Volatility
ROK vs. SPYG - Volatility Comparison
Rockwell Automation, Inc. (ROK) has a higher volatility of 17.87% compared to SPDR Portfolio S&P 500 Growth ETF (SPYG) at 16.41%. 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.