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ROK vs. UNH
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between ROK and UNH is 0.24, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.00.2

Performance

ROK vs. UNH - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Rockwell Automation, Inc. (ROK) and UnitedHealth Group Incorporated (UNH). The values are adjusted to include any dividend payments, if applicable.

50,000.00%100,000.00%150,000.00%200,000.00%250,000.00%300,000.00%JulyAugustSeptemberOctoberNovemberDecember
45,264.75%
234,262.70%
ROK
UNH

Key characteristics

Sharpe Ratio

ROK:

-0.08

UNH:

-0.06

Sortino Ratio

ROK:

0.11

UNH:

0.11

Omega Ratio

ROK:

1.02

UNH:

1.02

Calmar Ratio

ROK:

-0.10

UNH:

-0.07

Martin Ratio

ROK:

-0.24

UNH:

-0.20

Ulcer Index

ROK:

11.37%

UNH:

7.87%

Daily Std Dev

ROK:

32.86%

UNH:

27.27%

Max Drawdown

ROK:

-75.83%

UNH:

-82.68%

Current Drawdown

ROK:

-14.14%

UNH:

-19.70%

Fundamentals

Market Cap

ROK:

$33.13B

UNH:

$446.82B

EPS

ROK:

$8.28

UNH:

$15.39

PE Ratio

ROK:

35.45

UNH:

31.55

PEG Ratio

ROK:

5.81

UNH:

1.34

Total Revenue (TTM)

ROK:

$8.26B

UNH:

$390.71B

Gross Profit (TTM)

ROK:

$3.22B

UNH:

$86.91B

EBITDA (TTM)

ROK:

$1.61B

UNH:

$26.73B

Returns By Period

In the year-to-date period, ROK achieves a -4.92% return, which is significantly lower than UNH's -3.52% return. Over the past 10 years, ROK has underperformed UNH with an annualized return of 12.10%, while UNH has yielded a comparatively higher 19.00% annualized return.


ROK

YTD

-4.92%

1M

3.47%

6M

13.16%

1Y

-3.76%

5Y*

9.17%

10Y*

12.10%

UNH

YTD

-3.52%

1M

-15.97%

6M

4.40%

1Y

-2.37%

5Y*

12.81%

10Y*

19.00%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

ROK vs. UNH - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Rockwell Automation, Inc. (ROK) and UnitedHealth Group Incorporated (UNH). 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.


Sharpe ratio
The chart of Sharpe ratio for ROK, currently valued at -0.08, compared to the broader market-4.00-2.000.002.00-0.08-0.06
The chart of Sortino ratio for ROK, currently valued at 0.11, compared to the broader market-4.00-2.000.002.004.000.110.11
The chart of Omega ratio for ROK, currently valued at 1.02, compared to the broader market0.501.001.502.001.021.02
The chart of Calmar ratio for ROK, currently valued at -0.10, compared to the broader market0.002.004.006.00-0.10-0.07
The chart of Martin ratio for ROK, currently valued at -0.24, compared to the broader market-5.000.005.0010.0015.0020.0025.00-0.24-0.20
ROK
UNH

The current ROK Sharpe Ratio is -0.08, which is lower than the UNH Sharpe Ratio of -0.06. The chart below compares the historical Sharpe Ratios of ROK and UNH, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-0.500.000.501.00JulyAugustSeptemberOctoberNovemberDecember
-0.08
-0.06
ROK
UNH

Dividends

ROK vs. UNH - Dividend Comparison

ROK's dividend yield for the trailing twelve months is around 1.75%, more than UNH's 1.64% yield.


TTM20232022202120202019201820172016201520142013
ROK
Rockwell Automation, Inc.
1.75%1.54%1.76%1.24%1.65%1.94%2.42%1.59%2.18%2.61%2.15%1.77%
UNH
UnitedHealth Group Incorporated
1.64%1.38%1.21%1.12%1.38%1.41%1.38%1.30%1.48%1.59%1.39%1.40%

Drawdowns

ROK vs. UNH - Drawdown Comparison

The maximum ROK drawdown since its inception was -75.83%, smaller than the maximum UNH drawdown of -82.68%. Use the drawdown chart below to compare losses from any high point for ROK and UNH. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-14.14%
-19.70%
ROK
UNH

Volatility

ROK vs. UNH - Volatility Comparison

The current volatility for Rockwell Automation, Inc. (ROK) is 7.47%, while UnitedHealth Group Incorporated (UNH) has a volatility of 12.32%. This indicates that ROK experiences smaller price fluctuations and is considered to be less risky than UNH based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


4.00%6.00%8.00%10.00%12.00%14.00%JulyAugustSeptemberOctoberNovemberDecember
7.47%
12.32%
ROK
UNH

Financials

ROK vs. UNH - Financials Comparison

This section allows you to compare key financial metrics between Rockwell Automation, Inc. and UnitedHealth Group Incorporated. 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


Values in USD except per share items
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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