ROK vs. VEA

Last updated Jun 26, 2026

ROK (Rockwell Automation, Inc.) is a stock, while VEA (Vanguard FTSE Developed Markets ETF) is Foreign Large Cap Equities fund tracking the FTSE Developed All Cap ex US Index. Over the past 10 years, ROK returned 18.24%/yr vs 11.09%/yr for VEA. A 0.63 correlation means they provide meaningful diversification when combined.

Performance

ROK vs. VEA - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Rockwell Automation, Inc. (ROK) and Vanguard FTSE Developed Markets ETF (VEA). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, ROK achieves a 24.02% return, which is significantly higher than VEA's 14.71% return. Over the past 10 years, ROK has outperformed VEA with an annualized return of 18.24%, while VEA has yielded a comparatively lower 11.09% annualized return.

ROK

• 1D: 4.13%
• 1M: 5.06%
• YTD: 24.02%
• 6M: 21.17%
• 1Y: 50.76%
• 3Y*: 16.59%
• 5Y*: 12.79%
• 10Y*: 18.24%

VEA

• 1D: 1.25%
• 1M: -0.34%
• YTD: 14.71%
• 6M: 14.32%
• 1Y: 31.05%
• 3Y*: 19.91%
• 5Y*: 9.74%
• 10Y*: 11.09%

*Multi-year figures are annualized to reflect compound growth (CAGR)

ROK vs. VEA - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
ROK Rockwell Automation, Inc.	24.02%	38.36%	-6.23%	22.63%	-24.78%	41.21%	26.17%	37.85%	-21.79%	48.87%
VEA Vanguard FTSE Developed Markets ETF	14.71%	35.16%	3.15%	17.93%	-15.34%	11.66%	9.71%	22.62%	-14.75%	26.42%

Correlation

The correlation between ROK and VEA is 0.58, 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	0.58
Correlation (3Y) Calculated over the trailing 3-year period	0.56
Correlation (5Y) Calculated over the trailing 5-year period	0.61
Correlation (10Y) Calculated over the trailing 10-year period	0.60
Correlation (All Time) Calculated using the full available price history since Jul 26, 2007	0.63

The correlation between ROK and VEA has been stable across timeframes, ranging from 0.56 to 0.63 - a consistent structural relationship.

Return for Risk

ROK vs. VEA — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

ROK

ROK Risk / Return Rank: 84
ROK Sharpe Ratio Rank: 86
ROK Sortino Ratio Rank: 83
ROK Omega Ratio Rank: 82
ROK Calmar Ratio Rank: 83
ROK Martin Ratio Rank: 87

VEA

VEA Risk / Return Rank: 65
VEA Sharpe Ratio Rank: 66
VEA Sortino Ratio Rank: 63
VEA Omega Ratio Rank: 67
VEA Calmar Ratio Rank: 63
VEA Martin Ratio Rank: 65

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

ROK vs. VEA - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Rockwell Automation, Inc. (ROK) and Vanguard FTSE Developed Markets ETF (VEA). 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	VEA	Difference
Sharpe ratio: Return per unit of total volatility	1.72	1.86	-0.14
Sortino ratio: Return per unit of downside risk	2.39	2.53	-0.15
Omega ratio: Gain probability vs. loss probability	1.30	1.34	-0.04
Calmar ratio: Return relative to maximum drawdown	2.72	2.68	+0.04
Martin ratio: Return relative to average drawdown	8.59	10.30	-1.71

ROK vs. VEA - Sharpe Ratio Comparison

The current ROK Sharpe Ratio is 1.72, which is comparable to the VEA Sharpe Ratio of 1.86. The chart below compares the historical Sharpe Ratios of ROK and VEA, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

ROK vs. VEA - Drawdown Comparison

The maximum ROK drawdown since its inception was -75.83%, which is greater than VEA's maximum drawdown of -60.68%. Use the drawdown chart below to compare losses from any high point for ROK and VEA.

Drawdown Indicators

	ROK	VEA	Difference
Max Drawdown Largest peak-to-trough decline	-75.83%	-60.68%	-15.15%
Max Drawdown (1Y) Largest decline over 1 year	-18.73%	-11.63%	-7.10%
Max Drawdown (3Y) Largest decline over 3 years	-34.84%	-13.45%	-21.39%
Max Drawdown (5Y) Largest decline over 5 years	-45.09%	-29.71%	-15.38%
Max Drawdown (10Y) Largest decline over 10 years	-45.09%	-35.73%	-9.36%
Current Drawdown Current decline from peak	0.00%	-1.70%	+1.70%
Average Drawdown Average peak-to-trough decline	-14.86%	-13.25%	-1.61%
Ulcer Index Depth and duration of drawdowns from previous peaks	5.93%	3.02%	+2.91%

Volatility

ROK vs. VEA - Volatility Comparison

Rockwell Automation, Inc. (ROK) has a higher volatility of 10.74% compared to Vanguard FTSE Developed Markets ETF (VEA) at 6.94%. This indicates that ROK's price experiences larger fluctuations and is considered to be riskier than VEA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	ROK	VEA	Difference
Volatility (1M) Calculated over the trailing 1-month period	10.74%	6.94%	+3.80%
Volatility (6M) Calculated over the trailing 6-month period	24.72%	14.77%	+9.95%
Volatility (1Y) Calculated over the trailing 1-year period	29.74%	16.78%	+12.96%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	31.92%	16.77%	+15.15%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	31.50%	17.20%	+14.30%

Dividends

ROK vs. VEA - Dividend Comparison

ROK's dividend yield for the trailing twelve months is around 1.14%, less than VEA's 2.55% 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%
VEA Vanguard FTSE Developed Markets ETF	2.55%	3.22%	3.35%	3.15%	2.91%	3.16%	2.04%	3.04%	3.35%	2.77%	3.05%	2.92%

Frequently Asked Questions

Can I hold both ROK and VEA in my portfolio?

ROK and VEA have a correlation of 0.58, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, ROK or VEA?

ROK has higher volatility (10.74%) compared to VEA (6.94%). In terms of maximum drawdown, ROK dropped -75.83% vs VEA's -60.68%.

Which has better risk-adjusted returns?

VEA currently has the higher Sharpe Ratio (1.86 vs 1.72), 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.