ROK vs. VOO
ROK (Rockwell Automation, Inc.) is a stock, while VOO (Vanguard S&P 500 ETF) is S&P 500 fund tracking the S&P 500 Index. Over the past 10 years, ROK returned 17.75%/yr vs 15.77%/yr for VOO. A 0.69 correlation means they provide meaningful diversification when combined.
Performance
ROK vs. VOO - Performance Comparison
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Returns By Period
In the year-to-date period, ROK achieves a 23.68% return, which is significantly higher than VOO's 9.75% return. Over the past 10 years, ROK has outperformed VOO with an annualized return of 17.75%, while VOO has yielded a comparatively lower 15.77% annualized return.
ROK
- 1D
- 0.91%
- 1M
- 5.70%
- YTD
- 23.68%
- 6M
- 20.73%
- 1Y
- 50.86%
- 3Y*
- 17.07%
- 5Y*
- 12.71%
- 10Y*
- 17.75%
VOO
- 1D
- -0.29%
- 1M
- 0.08%
- YTD
- 9.75%
- 6M
- 9.30%
- 1Y
- 26.77%
- 3Y*
- 21.36%
- 5Y*
- 13.58%
- 10Y*
- 15.77%
ROK vs. VOO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
ROK Rockwell Automation, Inc. | 23.68% | 38.36% | -6.23% | 22.63% | -24.78% | 41.21% | 26.17% | 37.85% | -21.79% | 48.87% |
VOO Vanguard S&P 500 ETF | 9.75% | 17.82% | 24.98% | 26.32% | -18.17% | 28.79% | 18.32% | 31.37% | -4.50% | 21.77% |
Correlation
The correlation between ROK and VOO is 0.63, 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 | 0.63 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.61 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.67 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.66 |
Correlation (All Time) Calculated using the full available price history since Sep 9, 2010 | 0.69 |
The correlation between ROK and VOO has been stable across timeframes, ranging from 0.61 to 0.69 - a consistent structural relationship.
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Return for Risk
ROK vs. VOO — Risk / Return Rank
ROK
VOO
ROK vs. VOO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Rockwell Automation, Inc. (ROK) and Vanguard S&P 500 ETF (VOO). 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 | VOO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.42 | ||
| Sortino ratioReturn per unit of downside risk | -0.49 | ||
| Omega ratioGain probability vs. loss probability | 1.31 | 1.39 | -0.09 |
| Calmar ratioReturn relative to maximum drawdown | 2.73 | 3.02 | -0.29 |
| Martin ratioReturn relative to average drawdown | 8.62 | 13.58 | -4.96 |
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Drawdowns
ROK vs. VOO - Drawdown Comparison
The maximum ROK drawdown since its inception was -75.83%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for ROK and VOO.
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Drawdown Indicators
| ROK | VOO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -75.83% | -33.99% | -41.84% |
Max Drawdown (1Y)Largest decline over 1 year | -18.73% | -8.90% | -9.83% |
Max Drawdown (3Y)Largest decline over 3 years | -34.84% | -18.69% | -16.15% |
Max Drawdown (5Y)Largest decline over 5 years | -45.09% | -24.52% | -20.57% |
Max Drawdown (10Y)Largest decline over 10 years | -45.09% | -33.99% | -11.10% |
Current DrawdownCurrent decline from peak | 0.00% | -1.74% | +1.74% |
Average DrawdownAverage peak-to-trough decline | -14.86% | -3.68% | -11.18% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.92% | 1.98% | +3.94% |
Volatility
ROK vs. VOO - Volatility Comparison
Rockwell Automation, Inc. (ROK) has a higher volatility of 9.01% compared to Vanguard S&P 500 ETF (VOO) at 4.60%. This indicates that ROK's price experiences larger fluctuations and is considered to be riskier than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ROK | VOO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.01% | 4.60% | +4.41% |
Volatility (6M)Calculated over the trailing 6-month period | 23.94% | 9.73% | +14.21% |
Volatility (1Y)Calculated over the trailing 1-year period | 29.15% | 12.39% | +16.76% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 31.80% | 16.90% | +14.90% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 31.52% | 18.05% | +13.47% |
Dividends
ROK vs. VOO - Dividend Comparison
ROK's dividend yield for the trailing twelve months is around 1.14%, more than VOO's 1.04% 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% |
VOO Vanguard S&P 500 ETF | 1.04% | 1.13% | 1.24% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% |
Frequently Asked Questions
ROK and VOO have a correlation of 0.63, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
ROK has higher volatility (9.01%) compared to VOO (4.60%). In terms of maximum drawdown, ROK dropped -75.83% vs VOO's -33.99%.
VOO currently has the higher Sharpe Ratio (2.17 vs 1.76), 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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