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Relative Intelligence · Industrial Machinery

How Rockwell Automation (ROK) compares with the whole market and its popular alternatives

Built by QuantCommons' quantitative engine, this page is about relative opportunity, not data on ROK alone. It places ROK (Rockwell Automation, Inc.) against 19 popular alternatives, its neighboring categories and the entire market of over 10,000 U.S.-listed stocks and ETFs, and surfaces what has done better on consistent outperformance, return for the risk taken, behavior in real market crashes and diversification. The result is a clearer view of where ROK stands in the market, and of the alternatives worth a closer look.

Period covered: ROK's full trading record, from October 1986 through September 2026. All returns include reinvested dividends. Data as of October 20, 2026.

Data as of October 20, 2026. Full tables and charts read best on a larger screen.

Rank the market against ROK →Chart ROK vs. 19 alternatives →
On this page12 sections

Key findings

How much would $10,000 in ROK have grown?

This chart tracks a hypothetical $10,000 investment in ROK over the past 29 years, with dividends reinvested, alongside the same amount in the S&P 500, investments that ended ahead of ROK over the same span and ROK's popular alternatives, among those that traded for the entire period. A second view covers the past 5 years, the period the better options further down the page are judged on. It shows not only where each investment ended up but also how smooth or uneven the path was.

Choose a period

From the end of September 1997 to the end of September 2026. The scale is logarithmic, so equal steps up the chart are equal percentage gains. Hover over a fund in the key to pick out its line. 26 of the 1,042 stocks and funds worth at least $500 million that traded the whole period ended ahead of ROK; the chart shows 5, closest alternatives first. The other 3 lines are popular alternatives, shown for context.

$10,000$100,000$1M$10M199720022007201220172022$10,000$100,000$1M$10M19972004201120182025
  • MNST$46M+456,538% total · +33.7% a year
  • AAPL$21M+205,249% total · +30.1% a year
  • AMZN$11M+114,749% total · +27.5% a year
  • ESLT$2M+16,428% total · +19.3% a year
  • GILD$2M+15,614% total · +19.1% a year
  • ROK$1M+12,857% total · +18.3% a year
  • AME$869,262+8,593% total · +16.6% a year
  • ADI$385,909+3,759% total · +13.4% a year
  • TER$161,859+1,519% total · +10.1% a year
  • SPY (S&P 500)$132,907+1,229% total · +9.3% a year
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From the end of September 2021 to the end of September 2026. The scale is logarithmic, so equal steps up the chart are equal percentage gains. Hover over a fund in the key to pick out its line. 1,370 of the 3,628 stocks and funds worth at least $500 million that traded the whole period ended ahead of ROK; the chart shows 5, closest alternatives first. The other 3 lines are popular alternatives, shown for context.

$5,000$10,000$20,000202120222023202420252026$5,000$10,000$20,000202120222023202420252026
  • TER$37,422+274% total · +30.2% a year
  • PH$36,392+264% total · +29.5% a year
  • ETN$31,102+211% total · +25.5% a year
  • ADI$25,751+158% total · +20.8% a year
  • AME$20,638+106% total · +15.6% a year
  • SPY (S&P 500)$19,000+90.0% total · +13.7% a year
  • EMR$18,174+81.7% total · +12.7% a year
  • ROK$16,096+61.0% total · +10.0% a year
  • ZBRA$7,243−27.6% total · −6.2% a year
  • GNRC$5,064−49.4% total · −12.7% a year
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ROK at a glance

This section summarizes the key facts about the stock, its returns over periods from one to ten years and the risk it has carried, with dividends reinvested throughout. These figures serve as the baseline for every comparison that follows.

The company

Market value
$48B
Industry
Industrial - Machinery
Price history from
October 1986

Returns

Past 1 year
+22.9%total return
Past 3 years
+68.9%+19.1% a year
Past 5 years
+45.6%+7.8% a year
Past 10 years
+335%+15.8% a year
Best calendar year
+168%1999
Worst calendar year
−51.9%2008
Losing years
8 of 29full calendar years

Risk

Volatility
32.3%typical yearly swing, 5 years
Sharpe ratio
0.40return per unit of risk, 5 years
Worst decline ever
−75.8%Apr 2006 to Mar 2009
From its all-time high
−13.3%below the peak

ROK against the whole market

Where ROK ranks among every stock and fund, and what across the market has done better.

How does ROK rank among all stocks?

This section ranks ROK on return, volatility, risk-adjusted return and worst decline against every stock worth at least $300 million with enough history. Where the comparisons with its popular alternatives show how ROK stacks up against its peers, these rankings show where it stands in the market as a whole.

Ranked against U.S.-listed stocks worth at least $300M that have enough history for each measure, so the count changes from row to row; smaller stocks are left out. Lower volatility and smaller declines rank higher.

MeasureROKRankStanding
1-year return+22.9%1,158 of 3,287top 35%
3-year return+68.9%1,278 of 3,017top 42%
5-year return+45.6%1,139 of 2,893top 39%
10-year return+335%510 of 2,202top 23%
Volatility, 5 years32.3%941 of 2,893top 33%
Sharpe ratio, 5 years0.401,243 of 2,893top 43%
Worst decline, past 10 years−45.1%291 of 2,187top 13%

What has beaten ROK on both return and risk?

Each dot is an investment, placed by how much it earned a year over the past 5 years (higher is better) and how much its price swung, its volatility (further left is calmer). ROK sits where the dashed lines cross. Anything in the green box above and to the left earned more than ROK with smaller swings, a better trade-off over this period on both counts. Past results are no promise, but a name in the box is worth a closer look.

Annual return is the annualized total return with dividends reinvested, and volatility the annualized swing in daily prices, both over 5 years. Labeled dots are the strongest picks from the table below and the names called out above, colored by how close they sit to ROK; faint dots are 90 more of the 734 in the green region (the strongest, one per fund family). 3,633 stocks and funds worth at least $500 million were screened. Hover over a dot for its figures.

5.0%10.0%15.0%20.0%25.0%30.0%35.0%40.0%45.0%−10.0%0.0%10.0%20.0%30.0%40.0%50.0%Volatility over 5 years (annualized)Annual return over 5 yearsMore return, less volatility than ROKRSG: +13.9% a year, volatility 18.5%RY: +17.3% a year, volatility 18.2%SCHG: +13.1% a year, volatility 22.4%AAPL: +18.5% a year, volatility 28.0%OEF: +14.3% a year, volatility 17.8%EXPD: +12.0% a year, volatility 27.1%VTI: +11.5% a year, volatility 17.5%EWT: +20.4% a year, volatility 24.2%MTUM: +10.9% a year, volatility 22.1%IOO: +15.7% a year, volatility 17.2%NHC: +32.0% a year, volatility 28.5%RSPT: +16.9% a year, volatility 25.1%TDIV: +16.2% a year, volatility 21.3%JNJ: +12.7% a year, volatility 17.9%DXJ: +26.6% a year, volatility 19.1%LVHI: +17.0% a year, volatility 11.1%KO: +14.7% a year, volatility 16.8%MCK: +38.7% a year, volatility 25.0%PWB: +14.8% a year, volatility 22.2%ILCG: +11.2% a year, volatility 22.4%VTV: +12.1% a year, volatility 13.7%AMGN: +19.6% a year, volatility 24.9%GILD: +22.8% a year, volatility 24.9%FXL: +11.0% a year, volatility 26.2%BFC: +19.0% a year, volatility 27.3%EQL: +13.5% a year, volatility 14.5%VYM: +11.3% a year, volatility 13.8%RIO: +12.2% a year, volatility 29.0%MNST: +17.2% a year, volatility 24.9%VT: +10.3% a year, volatility 16.2%MA: +12.4% a year, volatility 23.8%RACE: +13.3% a year, volatility 30.0%WMT: +20.8% a year, volatility 22.6%DFIV: +14.8% a year, volatility 16.4%AVLV: +14.0% a year, volatility 16.9%TRV: +22.4% a year, volatility 22.3%HDV: +12.9% a year, volatility 13.0%DGX: +12.3% a year, volatility 22.5%SPHQ: +12.0% a year, volatility 16.7%PKG: +15.4% a year, volatility 25.8%COST: +17.4% a year, volatility 22.9%RWL: +13.7% a year, volatility 14.4%CIBR: +14.1% a year, volatility 26.1%BBJP: +9.3% a year, volatility 18.6%DBEF: +13.1% a year, volatility 13.8%EHC: +18.4% a year, volatility 26.8%ALL: +17.0% a year, volatility 26.2%JQUA: +13.6% a year, volatility 15.7%VLUE: +15.9% a year, volatility 18.4%VPL: +9.5% a year, volatility 18.6%FNDE: +9.8% a year, volatility 17.0%CBOE: +21.5% a year, volatility 25.1%ACT: +20.5% a year, volatility 24.3%LIN: +11.5% a year, volatility 20.9%FLTW: +21.8% a year, volatility 24.3%NDAQ: +8.9% a year, volatility 24.7%QTUM: +22.8% a year, volatility 28.1%RS: +24.8% a year, volatility 28.1%TSPA: +13.1% a year, volatility 17.1%MPLX: +23.5% a year, volatility 18.8%SPUS: +15.0% a year, volatility 19.5%NWE: +10.3% a year, volatility 21.6%HDEF: +12.8% a year, volatility 14.2%DIVB: +13.9% a year, volatility 15.4%FV: +9.7% a year, volatility 21.1%MSI: +14.8% a year, volatility 23.6%JMOM: +12.9% a year, volatility 19.1%HACK: +12.6% a year, volatility 25.8%WM: +9.3% a year, volatility 19.2%NULV: +9.2% a year, volatility 14.2%FBT: +10.8% a year, volatility 22.2%CHCO: +15.9% a year, volatility 22.8%QUS: +11.1% a year, volatility 14.2%XOM: +27.1% a year, volatility 26.5%CASY: +29.9% a year, volatility 29.3%FVAL: +12.4% a year, volatility 16.4%JPM: +17.3% a year, volatility 24.3%ABBV: +26.1% a year, volatility 23.4%IGRO: +9.0% a year, volatility 14.0%DUSA: +11.3% a year, volatility 18.4%HLAL: +14.0% a year, volatility 18.0%HSBC: +33.1% a year, volatility 25.9%IDHQ: +10.0% a year, volatility 17.9%DGT: +13.8% a year, volatility 15.1%SIXA: +12.8% a year, volatility 12.7%QDEF: +12.7% a year, volatility 13.7%FIVA: +13.1% a year, volatility 16.4%DJD: +11.8% a year, volatility 13.3%NIC: +19.0% a year, volatility 30.1%MUFG: +33.2% a year, volatility 29.4%ROK: +7.8% a year, volatility 32.3%SPY (S&P 500): +12.7% a year, volatility 17.1%ADI: +19.5% a year, volatility 34.1%PH: +27.4% a year, volatility 28.8%AME: +14.4% a year, volatility 22.1%EMR: +12.7% a year, volatility 27.7%ETN: +20.4% a year, volatility 32.1%NOVT: −3.7% a year, volatility 41.4%FAST: +15.8% a year, volatility 24.6%ESLT: +39.8% a year, volatility 34.6%DE: +14.4% a year, volatility 29.9%GWW: +26.3% a year, volatility 24.9%MOG-A: +36.6% a year, volatility 32.0%NDSN: +7.1% a year, volatility 25.2%MSFT: +12.5% a year, volatility 28.2%V: +12.8% a year, volatility 22.9%QQQ: +14.5% a year, volatility 23.0%VGT: +18.4% a year, volatility 26.0%PGR: +21.3% a year, volatility 25.6%COR: +24.2% a year, volatility 22.8%LLY: +40.7% a year, volatility 32.8%IPAC: +8.2% a year, volatility 16.9%CAH: +42.1% a year, volatility 24.7%ROKSPY (S&P 500)ADIPHEMRETNNOVTFASTESLTDEGWWMOG-ANDSNMSFTVVGTPGRCORLLYIPACCAH0.0%10.0%20.0%30.0%40.0%50.0%−10.0%0.0%10.0%20.0%30.0%40.0%50.0%Volatility over 5 years (annualized)Annual return over 5 yearsMore return, less volatility than ROKRSG: +13.9% a year, volatility 18.5%RY: +17.3% a year, volatility 18.2%SCHG: +13.1% a year, volatility 22.4%AAPL: +18.5% a year, volatility 28.0%OEF: +14.3% a year, volatility 17.8%EXPD: +12.0% a year, volatility 27.1%VTI: +11.5% a year, volatility 17.5%EWT: +20.4% a year, volatility 24.2%MTUM: +10.9% a year, volatility 22.1%IOO: +15.7% a year, volatility 17.2%NHC: +32.0% a year, volatility 28.5%RSPT: +16.9% a year, volatility 25.1%TDIV: +16.2% a year, volatility 21.3%JNJ: +12.7% a year, volatility 17.9%DXJ: +26.6% a year, volatility 19.1%LVHI: +17.0% a year, volatility 11.1%KO: +14.7% a year, volatility 16.8%MCK: +38.7% a year, volatility 25.0%PWB: +14.8% a year, volatility 22.2%ILCG: +11.2% a year, volatility 22.4%VTV: +12.1% a year, volatility 13.7%AMGN: +19.6% a year, volatility 24.9%GILD: +22.8% a year, volatility 24.9%FXL: +11.0% a year, volatility 26.2%BFC: +19.0% a year, volatility 27.3%EQL: +13.5% a year, volatility 14.5%VYM: +11.3% a year, volatility 13.8%RIO: +12.2% a year, volatility 29.0%MNST: +17.2% a year, volatility 24.9%VT: +10.3% a year, volatility 16.2%MA: +12.4% a year, volatility 23.8%RACE: +13.3% a year, volatility 30.0%WMT: +20.8% a year, volatility 22.6%DFIV: +14.8% a year, volatility 16.4%AVLV: +14.0% a year, volatility 16.9%TRV: +22.4% a year, volatility 22.3%HDV: +12.9% a year, volatility 13.0%DGX: +12.3% a year, volatility 22.5%SPHQ: +12.0% a year, volatility 16.7%PKG: +15.4% a year, volatility 25.8%COST: +17.4% a year, volatility 22.9%RWL: +13.7% a year, volatility 14.4%CIBR: +14.1% a year, volatility 26.1%BBJP: +9.3% a year, volatility 18.6%DBEF: +13.1% a year, volatility 13.8%EHC: +18.4% a year, volatility 26.8%ALL: +17.0% a year, volatility 26.2%JQUA: +13.6% a year, volatility 15.7%VLUE: +15.9% a year, volatility 18.4%VPL: +9.5% a year, volatility 18.6%FNDE: +9.8% a year, volatility 17.0%CBOE: +21.5% a year, volatility 25.1%ACT: +20.5% a year, volatility 24.3%LIN: +11.5% a year, volatility 20.9%FLTW: +21.8% a year, volatility 24.3%NDAQ: +8.9% a year, volatility 24.7%QTUM: +22.8% a year, volatility 28.1%RS: +24.8% a year, volatility 28.1%TSPA: +13.1% a year, volatility 17.1%MPLX: +23.5% a year, volatility 18.8%SPUS: +15.0% a year, volatility 19.5%NWE: +10.3% a year, volatility 21.6%HDEF: +12.8% a year, volatility 14.2%DIVB: +13.9% a year, volatility 15.4%FV: +9.7% a year, volatility 21.1%MSI: +14.8% a year, volatility 23.6%JMOM: +12.9% a year, volatility 19.1%HACK: +12.6% a year, volatility 25.8%WM: +9.3% a year, volatility 19.2%NULV: +9.2% a year, volatility 14.2%FBT: +10.8% a year, volatility 22.2%CHCO: +15.9% a year, volatility 22.8%QUS: +11.1% a year, volatility 14.2%XOM: +27.1% a year, volatility 26.5%CASY: +29.9% a year, volatility 29.3%FVAL: +12.4% a year, volatility 16.4%JPM: +17.3% a year, volatility 24.3%ABBV: +26.1% a year, volatility 23.4%IGRO: +9.0% a year, volatility 14.0%DUSA: +11.3% a year, volatility 18.4%HLAL: +14.0% a year, volatility 18.0%HSBC: +33.1% a year, volatility 25.9%IDHQ: +10.0% a year, volatility 17.9%DGT: +13.8% a year, volatility 15.1%SIXA: +12.8% a year, volatility 12.7%QDEF: +12.7% a year, volatility 13.7%FIVA: +13.1% a year, volatility 16.4%DJD: +11.8% a year, volatility 13.3%NIC: +19.0% a year, volatility 30.1%MUFG: +33.2% a year, volatility 29.4%ROK: +7.8% a year, volatility 32.3%SPY (S&P 500): +12.7% a year, volatility 17.1%ADI: +19.5% a year, volatility 34.1%PH: +27.4% a year, volatility 28.8%AME: +14.4% a year, volatility 22.1%EMR: +12.7% a year, volatility 27.7%ETN: +20.4% a year, volatility 32.1%NOVT: −3.7% a year, volatility 41.4%FAST: +15.8% a year, volatility 24.6%ESLT: +39.8% a year, volatility 34.6%DE: +14.4% a year, volatility 29.9%GWW: +26.3% a year, volatility 24.9%MOG-A: +36.6% a year, volatility 32.0%NDSN: +7.1% a year, volatility 25.2%MSFT: +12.5% a year, volatility 28.2%V: +12.8% a year, volatility 22.9%QQQ: +14.5% a year, volatility 23.0%VGT: +18.4% a year, volatility 26.0%PGR: +21.3% a year, volatility 25.6%COR: +24.2% a year, volatility 22.8%LLY: +40.7% a year, volatility 32.8%IPAC: +8.2% a year, volatility 16.9%CAH: +42.1% a year, volatility 24.7%ROKSPY (S&P 500)ADIPHETNNOVTFASTESLTGWWMOG-ANDSNVGTPGRCORLLYIPACCAH
  • Popular alternatives
  • Same and neighboring categories, and shared themes
  • The whole market
  • Others in the green region

Is there a better investment than ROK?

Investments that beat ROK over the past 5 years on return, volatility, drawdowns, consistency, crash losses or fees, from its popular alternatives out to the whole market.

How this works

The table below lists investments that beat ROK over the past 5 years on at least one of these measures: a higher annual return with lower volatility, a higher annual return at similar volatility, a similar return with lower volatility, a higher Sharpe ratio with a smaller worst decline, a higher total return in most periods from 3 months to 10 years, or smaller losses in recent market crashes. It checks ROK's popular alternatives first, then the rest of its own and neighboring categories, then every stock and fund worth at least $500 million, and shows the strongest few in each group. The full list of those with a higher return and lower volatility than ROK follows the table.

Annual return is the annualized total return with dividends reinvested. Annual return, volatility and the Sharpe ratio cover 5 years; the worst decline covers the past 10 years. Green marks a better figure than ROK's. "On the frontier" means no other option shown or tested earned more with less volatility. Funds that hold the same thing are shown once. Beyond the popular alternatives, nothing with more than 1.5× ROK's volatility counts as better.

These figures cover the past 5 years. Green marks a better figure than ROK's.

Screen the whole market against ROK for any period in BetterThanSPYOpen these 21 in EasyCompare
InvestmentWhy it is betterPast 5 yearsDownsideLong runFit
Annual return?higher is betterVolatility?lower is calmerSharpe?return per unit of riskWorst decline?past 10 years10Y returntotalCorr. with ROK?lower diversifies moreExpenseper year
ROKRockwell Automation, Inc. · this page
+7.8%32.3%0.40−45.1%+335%1.00—
SPYState Street SPDR S&P 500 ETF · S&P 500
+12.7%17.1%0.79−33.7%+321%0.700.09%
Popular alternativesbest 6 shownThe investments people most often weigh against ROK. 8 of 19 passed at least one test.
ADIAnalog Devices, Inc. · Semiconductors
Higher return, similar volatilityHigher Sharpe, smaller worst declineHigher return in most periods+19.5%34.1%0.69−33.6%+652%0.51—
PHParker-Hannifin Corporation · Industrial Machinery
Higher return, lower volatilityHigher return in most periods+27.4%28.8%0.99−54.7%+789%0.66—
AMEAMETEK, Inc. · Electronic Instruments
Higher return, lower volatilityHigher return in most periods+14.4%22.1%0.72−42.7%+481%0.74—
EMREmerson Electric Co. · Industrial Machinery
Higher return, lower volatilityHigher return in most periods+12.7%27.7%0.57−50.8%+309%0.63—
ETNEaton Corporation plc · Electrical Equipment
Higher return, similar volatility+20.4%32.1%0.74−44.5%+657%0.59—
NOVTNovanta Inc. · Electronic Equipment
Smaller losses in recent crashes−3.7%41.4%0.12−46.7%+673%0.69—
Same and neighboring categories, and shared themesbest 6 shownEverything else in Industrial Machinery and the categories next to it (Infrastructure, Electrical Equipment, Aerospace & Defense, Industrial Distribution), plus ROK's specific themes. 46 of 100 passed at least one test.
FASTFastenal Company · Industrial Distribution
Higher return, lower volatilityHigher Sharpe, smaller worst declineHigher return in most periodsSmaller losses in recent crashes+15.8%24.6%0.72−30.7%+576%0.37—
ESLTElbit Systems Ltd. · Aerospace & Defense
Higher return, similar volatilityHigher Sharpe, smaller worst declineHigher return in most periodsSmaller losses in recent crashes+39.8%34.6%1.15−35.4%+765%0.06—
DEDeere & Company · Industrial Machinery
Higher return, lower volatilityHigher Sharpe, smaller worst declineHigher return in most periods+14.4%29.9%0.60−37.9%+755%0.47—
GWWW.W. Grainger, Inc. · Industrial Distribution
Higher return, lower volatilityHigher return in most periodsSmaller losses in recent crashes+26.3%24.9%1.07−41.6%+654%0.62—
MOG-AMoog Inc. · Aerospace & Defense
Higher return, similar volatilityHigher return in most periods+36.6%32.0%1.14−63.7%+595%0.53—
NDSNNordson Corporation · Industrial Machinery
Similar return, lower volatility+7.1%25.2%0.40−44.2%+262%0.65—
The whole marketbest 8 shownEvery other stock and fund worth at least $500 million. 1,197 of 3,514 passed at least one test.
MSFTMicrosoft Corporation · Software
Higher return, lower volatilityHigher Sharpe, smaller worst declineHigher return in most periodsSmaller losses in recent crashes+12.5%28.2%0.56−37.1%+946%0.33—
VVisa Inc. · Payment Processing
Higher return, lower volatilityHigher Sharpe, smaller worst declineHigher return in most periodsSmaller losses in recent crashes+12.8%22.9%0.64−36.4%+429%0.37—
QQQInvesco QQQ Trust, Series 1 · US Large-Cap Growth
Higher return, lower volatilityHigher Sharpe, smaller worst declineHigher return in most periodsSmaller losses in recent crashes+14.5%23.0%0.71−35.1%+553%0.670.18%
VGTVanguard Information Technology ETF · Technology Equity
Higher return, lower volatilityHigher Sharpe, smaller worst declineHigher return in most periodsSmaller losses in recent crashes+18.4%26.0%0.78−35.1%+779%0.650.09%
PGRThe Progressive Corporation · Property & Casualty Insurance
Higher return, lower volatilityHigher Sharpe, smaller worst declineHigher return in most periodsSmaller losses in recent crashes+21.3%25.6%0.89−30.3%+816%0.00—
CORCencora, Inc. · Health Care Distribution
Higher return, lower volatilityHigher Sharpe, smaller worst declineHigher return in most periodsSmaller losses in recent crashes+24.2%22.8%1.07−32.4%+406%0.16—
LLYEli Lilly and Company · Pharmaceuticals
Higher return, similar volatilityHigher Sharpe, smaller worst declineHigher return in most periodsSmaller losses in recent crashes+40.7%32.8%1.21−34.5%+1,807%0.08—
IPACiShares Core MSCI Pacific ETF · International
Similar return, lower volatilityHigher Sharpe, smaller worst declineHigher return in most periods+8.2%16.9%0.55−31.0%+126%0.480.09%
What these numbers mean for ROK
Annual return
ROK returned 7.8% a year over the past 5 years with dividends reinvested, against 12.7% a year for the S&P 500. At that pace, $10,000 became about $14,600. Annual return is the steady yearly rate that would produce the same total result, so investments held over the same span compare fairly. Guide: What is performance and return? →
Volatility
ROK's volatility over the past 5 years was 32.3%, 1.9 times the S&P 500's 17.1%. Volatility measures how widely returns swing around their average: in roughly two years out of three, ROK's return lands within 32.3% of its average, either way. The higher it is, the rougher the ride and the harder it is to hold through a slump. Guide: Understanding and measuring risk (volatility) →
Sharpe ratio
ROK's Sharpe ratio over the past 5 years was 0.40, against 0.79 for the S&P 500, so ROK earned less for each unit of risk than an index fund did. The Sharpe ratio is the return earned above cash for each unit of volatility: two investments with the same return are not equal if one got there with far bigger swings. Guide: Balancing reward with risk (Sharpe ratio) →
Worst decline
ROK's worst fall from a peak to a low over the past 10 years was 45.1%, against 33.7% for the S&P 500. Losses and gains are not symmetric: climbing back from a 45.1% fall takes a 82.1% gain. Guide: Market crash risk and tail risk →
Correlation
Over the past 5 years, ROK's monthly returns had a correlation of 0.70 with the S&P 500. Correlation runs from 1 (moving in lockstep) through 0 (unrelated) to −1 (moving in opposite directions). They often move together: some diversification next to an index fund, but not a cushion. In the table, the correlation column measures each option against ROK instead: the lower it is, the more that option would diversify a ROK holding. Guide: Correlation and diversification →
Show all 734 stocks and funds worth at least $500 million that earned more than ROK with less volatility

Out of 3,633 tested over 5 years. The strongest 100 are listed, best first, with funds that hold the same thing listed once.

#InvestmentFound inAnnual returnVolatilitySharpeWorst decline10Y returnCorr. with ROKExpense
1
MSFTMicrosoft Corporation · Software
Whole market+12.5%28.2%0.56−37.1%+946%0.33—
2
VVisa Inc. · Payment Processing
Whole market+12.8%22.9%0.64−36.4%+429%0.37—
3
QQQInvesco QQQ Trust, Series 1 · US Large-Cap Growth
Whole market+14.5%23.0%0.71−35.1%+553%0.670.18%
4
VGTVanguard Information Technology ETF · Technology Equity
Whole market+18.4%26.0%0.78−35.1%+779%0.650.09%
5
PGRThe Progressive Corporation · Property & Casualty Insurance
Whole market+21.3%25.6%0.89−30.3%+816%0.00—
6
CORCencora, Inc. · Health Care Distribution
Whole market+24.2%22.8%1.07−32.4%+406%0.16—
7
RSGRepublic Services, Inc. · Environmental Services
Whole market+13.9%18.5%0.80−34.0%+446%0.26—
8
RYRoyal Bank of Canada · Banks
Whole market+17.3%18.2%0.97−40.0%+352%0.36—
9
SCHGSchwab U.S. Large-Cap Growth ETF · US Large-Cap Growth
Whole market+13.1%22.4%0.67−34.5%+451%0.660.04%
10
AAPLApple Inc. · Computer Hardware
Whole market+18.5%28.0%0.75−38.5%+1,168%0.48—
11
OEFiShares S&P 100 ETF · US Large-Cap Equity
Whole market+14.3%17.8%0.84−31.4%+367%0.670.20%
12
EXPDExpeditors International of Washington, Inc. · Freight & Logistics
Whole market+12.0%27.1%0.56−35.6%+349%0.42—
13
VTIVanguard Morningstar Total Stock Market ETF · US Total Market
Whole market+11.5%17.5%0.71−35.0%+302%0.720.03%
14
EWTiShares MSCI Taiwan ETF · International Equity
Whole market+20.4%24.2%0.89−38.9%+468%0.430.59%
15
MTUMiShares MSCI USA Momentum Factor ETF · US Momentum Equity
Whole market+10.9%22.1%0.58−34.1%+336%0.630.15%
16
IOOiShares Global 100 ETF · Global Equity
Whole market+15.7%17.2%0.94−31.4%+361%0.630.40%
17
CAHCardinal Health, Inc. · Health Care Distribution
Whole market+42.1%24.7%1.55−46.1%+349%0.32—
18
FASTFastenal Company · Industrial Distribution
Same or nearby category+15.8%24.6%0.72−30.7%+576%0.37—
19
NHCNational HealthCare Corporation · Medical - Care Facilities
Whole market+32.0%28.5%1.12−35.3%+394%0.24—
20
RSPTInvesco S&P 500 Equal Weight Technology ETF · Technology Equity
Whole market+16.9%25.1%0.75−33.7%+572%0.650.40%
21
TDIVFirst Trust NASDAQ Technology Dividend Index Fund · Technology Equity
Whole market+16.2%21.3%0.81−32.0%+388%0.560.50%
22
JNJJohnson & Johnson · Pharmaceuticals
Whole market+12.7%17.9%0.76−27.4%+196%0.17—
23
DXJWisdomTree Japan Hedged Equity Fund · International Equity
Whole market+26.6%19.1%1.34−39.1%+428%0.340.48%
24
LVHIFranklin International Low Volatility High Dividend Index ETF · International Equity
Whole market+17.0%11.1%1.48−32.4%+194%0.340.40%
25
KOThe Coca-Cola Company · Food & Beverages
Whole market+14.7%16.8%0.91−37.0%+204%0.18—
26
MCKMcKesson Corporation · Health Care Distribution
Whole market+38.7%25.0%1.44−38.1%+586%0.09—
27
PWBInvesco Large Cap Growth ETF · Broad Market
Whole market+14.8%22.2%0.74−32.4%+409%0.690.55%
28
ILCGiShares Morningstar Growth ETF · Broad Market
Whole market+11.2%22.4%0.59−35.4%+403%0.700.04%
29
VTVVanguard Morningstar Value ETF · US Large-Cap Value
Whole market+12.1%13.7%0.90−36.8%+235%0.570.03%
30
AMGNAmgen Inc. · Biotechnology
Whole market+19.6%24.9%0.85−24.9%+266%0.03—
31
GILDGilead Sciences, Inc. · Biotechnology
Whole market+22.8%24.9%0.95−30.5%+200%0.19—
32
FXLFirst Trust Technology AlphaDEX Fund · Technology
Whole market+11.0%26.2%0.53−38.5%+523%0.640.60%
33
BFCBank First Corporation · Banks - Regional
Whole market+19.0%27.3%0.78−39.8%+496%0.38—
34
EQLALPS Equal Sector Weight ETF · Broad Market
Whole market+13.5%14.5%0.94−34.2%+387%0.650.19%
35
VYMVanguard High Dividend Yield ETF · US Dividend Equity
Whole market+11.3%13.8%0.85−35.2%+208%0.550.04%
36
RIORio Tinto Group · Metals & Mining
Whole market+12.2%29.0%0.54−37.5%+464%0.09—
37
MNSTMonster Beverage Corporation · Food & Beverages
Whole market+17.2%24.9%0.77−30.4%+285%0.42—
38
VTVanguard Total World Stock ETF · Global Equity
Whole market+10.3%16.2%0.69−34.2%+223%0.660.06%
39
MAMastercard Incorporated · Payment Processing
Whole market+12.4%23.8%0.61−41.0%+541%0.37—
40
RACEFerrari N.V. · Automobiles
Whole market+13.3%30.0%0.57−39.2%+711%0.38—
41
WMTWalmart Inc. · Discount Retail
Whole market+20.8%22.6%0.96−25.7%+508%0.36—
42
DFIVDimensional - International Value ETF · International Equity
Whole market+14.8%16.4%0.93−25.4%—0.380.27%
43
AVLVAvantis U.S. Large Cap Value ETF · US Large-Cap Value
Whole market+14.0%16.9%0.86−19.5%—0.660.15%
44
TRVThe Travelers Companies, Inc. · Property & Casualty Insurance
Whole market+22.4%22.3%1.02−46.3%+347%0.15—
45
HDViShares Core High Dividend ETF · US Dividend Equity
Whole market+12.9%13.0%1.00−37.0%+172%0.340.08%
46
DGXQuest Diagnostics Incorporated · Medical Diagnostics
Whole market+12.3%22.5%0.63−36.6%+243%0.29—
47
SPHQInvesco S&P 500 Quality ETF · US Quality Equity
Whole market+12.0%16.7%0.76−31.6%+300%0.670.20%
48
PKGPackaging Corporation of America · Packaging
Whole market+15.4%25.8%0.69−38.2%+294%0.34—
49
COSTCostco Wholesale Corporation · Discount Retail
Whole market+17.4%22.9%0.82−31.4%+685%0.49—
50
RWLInvesco S&P 500 Revenue ETF · US Large-Cap Equity
Whole market+13.7%14.4%0.97−36.1%+287%0.640.39%
51
CIBRFirst Trust Nasdaq Cybersecurity ETF · Cybersecurity
Whole market+14.1%26.1%0.64−33.9%+454%0.460.58%
52
BBJPJPMorgan BetaBuilders Japan ETF · International Equity
Whole market+9.3%18.6%0.57−32.7%—0.450.19%
53
DBEFXtrackers MSCI EAFE Hedged Equity ETF · International Equity
Whole market+13.1%13.8%0.96−32.5%+206%0.580.35%
54
EHCEncompass Health Corporation · Health Care Facilities
Whole market+18.4%26.8%0.77−39.5%+340%0.21—
55
ALLThe Allstate Corporation · Property & Casualty Insurance
Whole market+17.0%26.2%0.73−41.4%+356%-0.05—
56
JQUAJPMorgan U.S. Quality Factor ETF · US Quality Equity
Whole market+13.6%15.7%0.89−32.9%—0.680.12%
57
VLUEiShares MSCI USA Value Factor ETF · US Large-Cap Value
Whole market+15.9%18.4%0.90−39.5%+286%0.590.15%
58
VPLVanguard FTSE Pacific ETF · International Equity
Whole market+9.5%18.6%0.58−33.9%+141%0.490.07%
59
DEDeere & Company · Industrial Machinery
Same or nearby category+14.4%29.9%0.60−37.9%+755%0.47—
60
FNDESchwab Fundamental Emerging Markets Large Company Index ETF · Emerging Markets Equity
Whole market+9.8%17.0%0.64−39.9%+151%0.300.39%
61
CBOECboe Global Markets, Inc. · Capital Markets
Whole market+21.5%25.1%0.91−43.2%+463%0.14—
62
ACTEnact Holdings Inc. · Insurance
Whole market+20.5%24.3%0.89−20.2%—0.20—
63
LINLinde plc · Chemicals
Whole market+11.5%20.9%0.63−32.6%+394%0.42—
64
FLTWFranklin FTSE Taiwan ETF · Technology
Whole market+21.8%24.3%0.94−38.0%—0.430.19%
65
NDAQNasdaq, Inc. · Capital Markets
Whole market+8.9%24.7%0.47−38.3%+407%0.40—
66
QTUMDefiance Quantum ETF · Technology
Whole market+22.8%28.1%0.87−38.5%—0.590.40%
67
RSReliance Steel & Aluminum Co. · Metals & Mining
Whole market+24.8%28.1%0.93−40.8%+626%0.47—
68
TSPAT. Rowe Price U.S. Equity Research ETF · Broad Market
Whole market+13.1%17.1%0.81−24.7%—0.700.34%
69
MPLXMPLX Lp · Oil & Gas Midstream
Whole market+23.5%18.8%1.22−75.2%+350%0.31—
70
SPUSSP Funds S&P 500 Sharia Industry Exclusions ETF · Technology
Whole market+15.0%19.5%0.82−30.8%—0.690.45%
71
NWENorthwestern Energy Group Inc · Electric Utilities
Whole market+10.3%21.6%0.57−39.3%+104%0.13—
72
HDEFXtrackers MSCI EAFE High Dividend Yield Equity ETF · International
Whole market+12.8%14.2%0.92−36.4%+134%0.310.09%
73
DIVBiShares Core Dividend ETF · Dividend & Income
Whole market+13.9%15.4%0.93−36.9%—0.580.05%
74
FVFirst Trust Dorsey Wright Focus 5 ETF · Broad Market
Whole market+9.7%21.1%0.55−34.0%+247%0.650.30%
75
MSIMotorola Solutions, Inc. · Communications Equipment
Whole market+14.8%23.6%0.71−32.8%+625%0.26—
76
JMOMJPMorgan U.S. Momentum Factor ETF · Broad Market
Whole market+12.9%19.1%0.73−34.3%—0.720.12%
77
GWWW.W. Grainger, Inc. · Industrial Distribution
Same or nearby category+26.3%24.9%1.07−41.6%+654%0.62—
78
HACKAmplify Cybersecurity ETF · Technology
Whole market+12.6%25.8%0.59−38.7%+373%0.480.60%
79
WMWaste Management, Inc. · Environmental Services
Whole market+9.3%19.2%0.56−30.1%+344%0.33—
80
NULVNuveen ESG Large-Cap Value · Broad Market
Whole market+9.2%14.2%0.69−37.0%—0.580.26%
81
FBTFirst Trust NYSE Arca Biotechnology Index Fund · Healthcare
Whole market+10.8%22.2%0.58−33.3%+203%0.480.55%
82
CHCOCity Holding Company · Banks - Regional
Whole market+15.9%22.8%0.77−32.3%+286%0.45—
83
QUSState Street SPDR MSCI USA StrategicFactors ETF · Broad Market
Whole market+11.1%14.2%0.81−33.8%+273%0.630.15%
84
XOMExxonmobil Holdings Corporation · Integrated Oil & Gas
Whole market+27.1%26.5%1.04−61.0%+214%0.00—
85
CASYCasey's General Stores, Inc. · Convenience Stores
Whole market+29.9%29.3%1.04−36.1%+537%0.26—
86
FVALFidelity Value Factor ETF · Broad Market
Whole market+12.4%16.4%0.80−37.3%+291%0.650.15%
87
JPMJPMorgan Chase & Co. · Banks
Whole market+17.3%24.3%0.78−43.6%+537%0.43—
88
ABBVAbbVie Inc. · Pharmaceuticals
Whole market+26.1%23.4%1.11−45.1%+603%0.09—
89
IGROiShares International Dividend Growth ETF · International
Whole market+9.0%14.0%0.69−36.3%+141%0.410.15%
90
DUSADavis Select U.S. Equity ETF · Broad Market
Whole market+11.3%18.4%0.68−36.7%—0.550.59%
91
HLALWahed FTSE USA Shariah ETF · Broad Market
Whole market+14.0%18.0%0.82−33.6%—0.690.50%
92
HSBCHSBC Holdings plc · Banks
Whole market+33.1%25.9%1.24−62.3%+319%0.19—
93
IDHQInvesco S&P International Developed Quality ETF · International
Whole market+10.0%17.9%0.63−33.6%+183%0.530.29%
94
DGTState Street SPDR Global Dow ETF · International
Whole market+13.8%15.1%0.94−34.4%+261%0.520.50%
95
SIXAETC 6 Meridian Mega Cap Equity ETF · Broad Market
Whole market+12.8%12.7%1.01−18.4%—0.530.31%
96
QDEFNorthern Trust Quality Dividend Defensive ETF · Dividend & Income
Whole market+12.7%13.7%0.94−35.7%+228%0.640.40%
97
FIVAFidelity International Value Factor ETF · International
Whole market+13.1%16.4%0.84−39.7%—0.460.18%
98
DJDInvesco Dow Jones Industrial Average Dividend ETF · Dividend & Income
Whole market+11.8%13.3%0.91−34.7%+227%0.470.07%
99
NICNicolet Bankshares, Inc. · Banks - Regional
Whole market+19.0%30.1%0.73−44.3%+344%0.36—
100
MUFGMitsubishi UFJ Financial Group, Inc. · Banks
Whole market+33.2%29.4%1.13−54.9%+483%0.27—

ROK against its popular alternatives

The investments people most often weigh against ROK, compared period by period and year by year.

How do ROK's risk and return compare with its alternatives?

This map plots each investment's annual return over the past 5 years against its volatility, the size of its typical price swings. Investments toward the upper left earned more for a smoother ride, and those toward the lower right earned less for a rougher one. The dashed lines cross at ROK, which divides the map into what did better or worse on each measure.

Green points earned more than ROK with less volatility; red points earned less with more. Hover over a point for its figures. Total returns with dividends reinvested, annualized.

0.0%20.0%40.0%60.0%80.0%100%120%−20.0%−10.0%0.0%10.0%20.0%30.0%40.0%Volatility over 5 years (annualized)Annual return over 5 yearsHigher return, lower volatilityLower return, higher volatilityROK: 7.8% a year, volatility 32.3%SPY (S&P 500): 12.7% a year, volatility 17.1%AME: 14.4% a year, volatility 22.1%ZBRA: −6.1% a year, volatility 42.7%EMR: 12.7% a year, volatility 27.7%PH: 27.4% a year, volatility 28.8%ETN: 20.4% a year, volatility 32.1%GNRC: −15.7% a year, volatility 54.5%NOVT: −3.7% a year, volatility 41.4%AZTA: −19.6% a year, volatility 53.2%ADSK: −3.8% a year, volatility 36.4%NXPI: 5.7% a year, volatility 42.3%CGNX: −7.1% a year, volatility 45.1%ATS: −11.7% a year, volatility 41.9%ADI: 19.5% a year, volatility 34.1%TER: 24.0% a year, volatility 54.3%PTC: 8.3% a year, volatility 35.0%SYM: 32.0% a year, volatility 105%ITW: 6.7% a year, volatility 21.4%DOV: 4.4% a year, volatility 25.1%HON: 1.5% a year, volatility 22.8%ROKSPY (S&P 500)ZBRAPHETNGNRCNOVTAZTAADSKNXPICGNXATSADITERPTCSYMITWDOVHON0.0%20.0%40.0%60.0%80.0%100%120%−20.0%−10.0%0.0%10.0%20.0%30.0%40.0%Volatility over 5 years (annualized)Annual return over 5 yearsHigher return, lower volatilityLower return, higher volatilityROK: 7.8% a year, volatility 32.3%SPY (S&P 500): 12.7% a year, volatility 17.1%AME: 14.4% a year, volatility 22.1%ZBRA: −6.1% a year, volatility 42.7%EMR: 12.7% a year, volatility 27.7%PH: 27.4% a year, volatility 28.8%ETN: 20.4% a year, volatility 32.1%GNRC: −15.7% a year, volatility 54.5%NOVT: −3.7% a year, volatility 41.4%AZTA: −19.6% a year, volatility 53.2%ADSK: −3.8% a year, volatility 36.4%NXPI: 5.7% a year, volatility 42.3%CGNX: −7.1% a year, volatility 45.1%ATS: −11.7% a year, volatility 41.9%ADI: 19.5% a year, volatility 34.1%TER: 24.0% a year, volatility 54.3%PTC: 8.3% a year, volatility 35.0%SYM: 32.0% a year, volatility 105%ITW: 6.7% a year, volatility 21.4%DOV: 4.4% a year, volatility 25.1%HON: 1.5% a year, volatility 22.8%ROKSPY (S&P 500)AMEZBRAPHETNGNRCNOVTAZTANXPICGNXATSADITERPTCSYMITWDOVHON
All figures
InvestmentAnnual returnVolatility
SYM Symbotic Inc.+32.0%105%
PH Parker-Hannifin Corporation+27.4%28.8%
TER Teradyne, Inc.+24.0%54.3%
ETN Eaton Corporation plc+20.4%32.1%
ADI Analog Devices, Inc.+19.5%34.1%
AME AMETEK, Inc.+14.4%22.1%
EMR Emerson Electric Co.+12.7%27.7%
SPY S&P 500State Street SPDR S&P 500 ETF+12.7%17.1%
PTC PTC Inc.+8.3%35.0%
ROK This pageRockwell Automation, Inc.+7.8%32.3%
ITW Illinois Tool Works Inc.+6.7%21.4%
NXPI NXP Semiconductors N.V.+5.7%42.3%
DOV Dover Corporation+4.4%25.1%
HON Honeywell International Inc.+1.5%22.8%
NOVT Novanta Inc.−3.7%41.4%
ADSK Autodesk, Inc.−3.8%36.4%
ZBRA Zebra Technologies Corporation−6.1%42.7%
CGNX Cognex Corporation−7.1%45.1%
ATS ATS Corporation−11.7%41.9%
GNRC Generac Holdings Inc.−15.7%54.5%
AZTA Azenta, Inc.−19.6%53.2%
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Has ROK consistently beaten its popular alternatives?

This section compares ROK with the investments people most often weigh against it, checking each one over eight periods from one month to ten years. Counting how often an alternative earned more than ROK helps separate lasting outperformance from a single strong stretch.

A green cell means the alternative earned more than ROK over that period. "Qualified" marks those that did so in at least 3 of 5 short-term periods and 2 of 3 long-term periods.

InvestmentPeriods outperformed Short termLong termRisk · 5 yearsFund
1M3M6MYTD1Y3Y5Y10YVolatilitylower is calmerSharpehigher is betterWorst declinepast 10 yearsExpenseAssetsOverlapsame sectors
ROK Rockwell Automation, Inc. (this page)—+0.7%−6.4%+4.1%+8.4%+22.9%+68.9%+45.6%+335%32.3%0.40−45.1%—$48B—
ADI QualifiedAnalog Devices, Inc.5/5 short3/3 longAll-weather+3.7%+6.9%+4.8%+46.3%+63.3%+150%+144%+652%34.1%0.69−33.6%—$192B—
AME QualifiedAMETEK, Inc.5/5 short3/3 longAll-weather+2.5%+5.3%+4.8%+18.8%+32.8%+78.1%+96.1%+481%22.1%0.72−42.7%—$57B—
TER QualifiedTeradyne, Inc.3/5 short3/3 long−11.8%+0.9%−10.2%+62.4%+142%+271%+193%+1,565%54.3%0.67−59.1%—$53B—
ZBRA QualifiedZebra Technologies Corporation5/5 short2/3 long+9.5%+45.1%+61.9%+54.7%+27.4%+87.8%−27.1%+488%42.7%0.06−67.8%—$18B—
EMR QualifiedEmerson Electric Co.5/5 short2/3 long+5.8%+17.9%+10.1%+19.5%+25.0%+84.9%+82.1%+309%27.7%0.57−50.8%—$90B—
PH Industrial - MachineryParker-Hannifin Corporation2/5 short3/3 long−1.4%−0.4%−4.8%+6.3%+28.7%+161%+235%+789%28.8%0.99−54.7%—$119B—
ETN Electrical Equipment & PartsEaton Corporation plc2/5 short3/3 long−12.3%−4.6%−5.8%+17.7%+2.3%+104%+153%+657%32.1%0.74−44.5%—$148B—
GNRC Industrial - MachineryGenerac Holdings Inc.1/5 short2/3 long−5.1%−8.7%−10.4%+37.9%−0.6%+120%−57.5%+430%54.5%-0.04−83.8%—$11B—
PTC Software - ApplicationPTC Inc.4/5 short1/3 long+42.9%+54.9%+37.4%+13.7%−6.1%+40.4%+49.3%+317%35.0%0.40−54.4%—$21B—
NOVT Hardware, Equipment & PartsNovanta Inc.3/5 short1/3 long+1.0%−5.5%+2.5%+22.0%+25.0%+0.2%−17.3%+673%41.4%0.12−46.7%—$5.1B—
SYM Industrial - MachinerySymbotic Inc.1/5 short1/3 long−9.7%−2.8%−39.1%−38.8%−43.7%−4.1%+300%—105%0.73−72.5%—$24B—
ITW Industrial - MachineryIllinois Tool Works Inc.3/5 short0/3 long+3.5%+1.9%+2.1%+12.3%+11.7%+32.1%+38.4%+208%21.4%0.41−37.9%—$78B—
AZTA Medical - Instruments & SuppliesAzenta, Inc.3/5 short0/3 long+5.9%+36.1%+35.3%+7.0%+13.2%−28.0%−66.4%+189%53.2%-0.14−87.1%—$1.6B—
DOV Industrial - MachineryDover Corporation2/5 short0/3 long+5.9%−5.7%−10.7%+1.5%+17.9%+51.3%+24.2%+320%25.1%0.30−45.2%—$27B—
ADSK Software - ApplicationAutodesk, Inc.2/5 short0/3 long+12.2%+12.8%+0.1%−14.4%−20.3%+21.2%−17.8%+245%36.4%0.07−52.0%—$51B—
HON ConglomeratesHoneywell International Inc.2/5 short0/3 long+3.3%−5.4%−10.7%+5.2%+6.8%+27.0%+7.5%+160%22.8%0.18−43.0%—$68B—
NXPI SemiconductorsNXP Semiconductors N.V.2/5 short0/3 long+2.2%−10.7%+8.2%+8.8%+10.0%+34.9%+31.9%+159%42.3%0.34−53.3%—$60B—
CGNX Hardware, Equipment & PartsCognex Corporation1/5 short0/3 long−8.4%−9.9%+2.6%+54.4%+20.8%+59.1%−30.8%+130%45.1%0.06−74.6%—$9.6B—
ATS Industrial - MachineryATS Corporation0/5 short0/3 long−2.4%−29.7%−43.5%−33.0%−29.8%−47.3%−46.4%+119%41.9%-0.09−64.6%—$1.8B—
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How did ROK do year by year?

This table shows each investment's total return in every full calendar year since 1997, along with where ROK ranked among its popular alternatives each year. Annual results reveal how consistently each one kept pace with ROK and how far its good and bad years diverged, detail that multiyear averages tend to smooth over.

Newest year first. Green marks a year in which the fund came out ahead of ROK; gray means the two finished within a fraction of a point. The rank row places ROK among the alternatives that traded the full year; dark green is the top quarter and red the bottom quarter.

InvestmentYears ahead of ROK20252024202320222021202020192018201720162015201420132012201120102009200820072006200520042003200220012000199919981997
ROK This pageRockwell Automation, Inc.—+38.4%−6.2%+22.6%−24.8%+41.2%+26.2%+37.9%−21.8%+48.9%+34.5%−5.5%−3.9%+43.8%+17.2%+4.5%+56.1%+50.9%−51.9%+14.9%+4.7%+21.3%+41.8%+76.5%+20.0%−11.3%+5.5%+168%−1.9%+37.1%
Rank among alternativesTop quarter in 9 of 294 of 2014 of 2012 of 2013 of 209 of 1913 of 1916 of 1914 of 195 of 198 of 199 of 1915 of 1910 of 1912 of 195 of 195 of 174 of 1612 of 168 of 1610 of 161 of 164 of 165 of 162 of 1611 of 165 of 163 of 157 of 155 of 15
SPY S&P 500State Street SPDR S&P 500 ETF9 of 29+17.7%+24.9%+26.2%−18.2%+28.7%+18.3%+31.2%−4.6%+21.7%+12.0%+1.2%+13.5%+32.3%+16.0%+1.9%+15.1%+26.4%−36.8%+5.1%+15.9%+4.8%+10.7%+28.2%−21.6%−11.7%−9.8%+20.4%+28.7%+33.5%
ADI Analog Devices, Inc.14 of 29+29.8%+8.8%+23.4%−4.9%+21.0%+26.9%+41.3%−1.6%+25.3%+35.0%+2.4%+12.2%+24.7%+21.2%−2.4%+22.7%+71.5%−38.0%−1.5%−6.7%−1.9%−18.7%+91.4%−46.2%−13.3%+10.1%+197%+13.3%+8.9%
AME AMETEK, Inc.15 of 29+14.7%+10.0%+18.8%−4.3%+22.3%+22.2%+48.3%−5.9%+50.0%−8.6%+2.5%+0.5%+41.0%+34.6%+7.9%+54.8%+27.6%−35.1%+47.9%+13.0%+20.0%+48.9%+26.4%+21.4%+23.7%+37.7%−13.6%−16.8%+22.4%
TER Teradyne, Inc.13 of 29+54.4%+16.5%+24.8%−46.4%+36.8%+76.8%+119%−24.4%+65.8%+24.3%+5.8%+13.4%+4.3%+23.9%−2.9%+30.9%+154%−59.1%−30.9%+2.7%−14.7%−32.9%+95.6%−56.8%−19.1%−43.6%+211%+32.5%+31.3%
ZBRA Zebra Technologies Corporation8 of 29−37.1%+41.3%+6.6%−56.9%+54.9%+50.5%+60.4%+53.4%+21.0%+23.1%−10.0%+43.1%+37.6%+9.9%−5.8%+34.0%+39.9%−41.6%−0.3%−18.8%−23.9%+27.2%+73.7%+3.2%+36.1%−30.3%+103%−3.3%+27.2%
EMR Emerson Electric Co.8 of 29+8.9%+29.7%+3.8%+5.7%+18.2%+8.6%+31.6%−11.9%+29.1%+21.0%−19.7%−9.6%+36.1%+17.3%−16.3%+37.8%+20.7%−33.6%+31.5%+20.7%+9.2%+11.0%+31.4%−8.3%−25.7%+40.8%−3.0%+9.2%+19.1%
PH Parker-Hannifin Corporation15 of 29+39.5%+39.6%+60.8%−6.9%+18.3%+34.8%+40.7%−24.0%+44.3%+47.6%−23.1%+2.0%+53.9%+13.7%−10.1%+62.7%+29.4%−42.5%+48.6%+18.0%−11.8%+28.9%+31.2%+2.1%+5.7%−12.5%+59.3%−27.5%+80.2%
ETN Eaton Corporation plc14 of 29−2.8%+39.5%+56.2%−7.2%+46.7%+31.0%+42.8%−10.0%+21.5%+33.8%−20.7%−8.2%+44.2%+28.6%−11.8%+64.0%+33.3%−47.1%+31.6%+14.4%−5.4%+36.5%+41.1%+7.6%+40.8%+6.0%+5.3%−19.0%+30.7%
GNRC Generac Holdings Inc.10 of 15−12.0%+20.0%+28.4%−71.4%+54.8%+126%+102%+0.4%+21.6%+36.9%−36.3%−17.4%+118%+162%+73.3%——————————————
PTC PTC Inc.11 of 29−5.3%+5.1%+45.8%−0.9%+1.3%+59.7%−9.7%+36.4%+31.3%+33.6%−5.5%+3.6%+57.2%+23.3%−18.9%+37.9%+29.2%−29.1%−0.9%+18.2%+3.6%+49.4%+56.4%−67.7%−41.9%−50.3%+66.6%−31.4%−7.8%
NOVT Novanta Inc.13 of 26−22.1%−9.3%+23.9%−22.9%+49.1%+33.7%+40.4%+26.0%+138%+54.2%−7.5%+31.0%+29.8%−15.3%−3.3%+305%+52.6%−93.8%−4.6%−10.8%−5.4%−2.5%+95.2%−28.8%+5.9%−8.6%———
SYM Symbotic Inc.3 of 4+151%−53.8%+330%+19.4%—————————————————————————
ITW Illinois Tool Works Inc.11 of 29−0.4%−1.0%+21.6%−8.5%+23.6%+16.4%+45.6%−22.1%+38.9%+35.0%+0.1%+15.0%+41.4%+33.6%−10.0%+14.4%+41.4%−32.7%+18.0%+7.1%−3.7%+11.7%+31.1%−2.9%+15.2%−10.6%+17.6%−2.6%+51.9%
AZTA Azenta, Inc.10 of 29−33.5%−23.2%+11.9%−43.5%+52.6%+63.1%+62.0%+11.2%+42.0%+65.2%−13.2%+25.7%+34.6%−18.8%+15.2%+5.8%+47.5%−56.0%−8.3%+14.9%−27.2%−27.5%+107%−71.8%+44.9%−13.8%+123%−20.4%+12.2%
DOV Dover Corporation10 of 29+5.2%+23.4%+15.2%−24.3%+45.7%+11.5%+65.8%−11.0%+37.7%+25.4%−12.4%−8.8%+49.5%+15.7%+1.4%+43.7%+30.3%−26.9%−4.4%+22.9%−1.8%+7.2%+38.7%−20.1%−7.3%−9.7%+25.4%+2.5%+44.6%
ADSK Autodesk, Inc.11 of 29+0.1%+21.4%+30.3%−33.5%−7.9%+66.4%+42.6%+22.7%+41.6%+21.5%+1.5%+19.4%+42.4%+16.6%−20.6%+50.3%+29.3%−60.5%+23.0%−5.8%+13.2%+210%+73.0%−22.5%+39.5%−19.5%−20.3%+16.3%+33.0%
HON Honeywell International Inc.11 of 29−6.3%+10.2%+0.1%+5.0%−0.2%+23.1%+36.9%−7.5%+35.2%+14.3%+4.9%+10.6%+45.8%+18.5%+3.8%+37.8%+21.9%−45.9%+37.5%+23.1%+6.6%+7.3%+41.6%−28.0%−27.7%−17.2%+31.0%+15.1%+16.7%
NXPI NXP Semiconductors N.V.7 of 15+6.4%−8.0%+48.4%−29.2%+44.8%+26.6%+75.7%−37.0%+19.5%+16.3%+10.3%+66.3%+74.5%+71.2%−26.6%——————————————
CGNX Cognex Corporation11 of 29+1.2%−13.4%−10.8%−39.1%−2.9%+47.7%+45.5%−36.5%+92.9%+89.5%−17.9%+8.3%+107%+7.1%+22.8%+68.0%+22.5%−24.5%−14.2%−19.7%+9.1%−0.7%+54.2%−28.0%+15.6%−43.2%+95.1%−26.7%+46.9%
ATS ATS Corporation8 of 16−9.6%−29.2%+39.3%−22.1%+128%+5.6%+55.4%−10.5%+27.4%+14.0%−38.3%+3.2%+45.7%+46.7%−10.2%−6.6%—————————————
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Risk and diversification

How ROK has fallen, how it held up in crashes beside the S&P 500 and its popular alternatives, and what moves independently of it.

What were ROK's worst declines?

A drawdown is the decline from a peak to the lowest point before a new high. This section presents ROK's five deepest drawdowns since it began trading in 1986, alongside the S&P 500's return over the same dates, and how long each took to recover. Together, these figures show how much an investor could have lost and how long it took to get back to even.

Green means ROK fell less than the S&P 500 over the same dates. Based on daily closing prices with dividends reinvested.

DuringROK fellS&P 500, same datesPeakLowTime to the lowBack at the peakTime to recover
2008 financial crisis−75.8%−44.4%Apr 2006Mar 20092.9 yearsDec 201021 months
Dot-com bust−52.9%+4.5%Jul 1999Sep 200014 monthsJun 20032.8 years
No named crash−49.7%—Mar 1987Oct 19877 monthsOct 19892 years
2011 euro debt crisis−46.7%−15.4%Apr 2011Sep 20115 monthsJul 201322 months
2022 bear market−45.1%−21.4%Dec 2021Jun 20226 monthsJul 202313 months

How did ROK do in stock market crashes?

This section measures how far ROK, the S&P 500 and each alternative fell from peak to trough during every major market crash since 2000. A smaller decline means an investment held up better, and comparing results across crashes shows whether that resilience was consistent or a one-off.

Newest crash first. Each figure is the fund's deepest fall within the crash window; green means a smaller fall than ROK.

InvestmentHeld up better2023 regional bank crisisMar 20232022 bear marketJan 2022Covid crashFeb 2020Late-2018 sell-offSep 2018February 2018 volatility shockFeb 20182015 China and oil sell-offAug 20152011 euro debt crisisJul 20112010 flash crashMay 20102008 financial crisisOct 2007Dot-com bustMar 2000
ROK This pageRockwell Automation, Inc.—−5.4%−43.8%−42.4%−27.5%−7.9%−23.6%−37.5%−1.4%−74.7%−42.0%
SPY S&P 500State Street SPDR S&P 500 ETF8 of 10−3.4%−24.5%−33.7%−19.3%−6.5%−12.8%−17.9%−1.5%−55.2%−47.5%
ADI Analog Devices, Inc.8 of 10−2.6%−22.6%−33.6%−18.1%−7.2%−22.7%−18.6%−1.2%−55.0%−82.0%
AME AMETEK, Inc.8 of 10−3.7%−26.4%−42.0%−22.1%−6.7%−21.9%−30.3%−1.2%−53.3%−34.9%
TER Teradyne, Inc.5 of 10−1.9%−56.6%−34.8%−24.6%−10.7%−18.3%−28.2%−2.5%−79.2%−93.4%
ZBRA Zebra Technologies Corporation5 of 10−7.2%−57.5%−33.5%−21.7%−6.0%−50.5%−33.0%−3.0%−57.9%−45.7%
EMR Emerson Electric Co.7 of 10−4.3%−25.4%−47.2%−28.8%−5.9%−15.9%−25.8%0.0%−56.1%−43.6%
PH Parker-Hannifin Corporation5 of 10−8.4%−27.3%−54.7%−25.6%−8.1%−23.7%−30.4%−3.5%−66.9%−36.5%
ETN Eaton Corporation plc8 of 10−4.5%−26.3%−44.5%−26.0%−6.7%−22.3%−34.6%−1.4%−68.5%−31.6%
GNRC Generac Holdings Inc.5 of 8−6.8%−54.8%−33.1%−21.8%−5.6%−16.2%−24.4%−4.0%——
PTC PTC Inc.5 of 10−4.3%−20.4%−45.3%−27.8%−4.9%−24.9%−33.9%−3.0%−66.1%−94.5%
NOVT Novanta Inc.6 of 10−4.0%−36.2%−29.5%−25.6%−12.6%−19.6%−38.9%−0.7%−96.0%−91.4%
SYM Symbotic Inc.0 of 2−8.2%−49.4%————————
ITW Illinois Tool Works Inc.8 of 10−2.9%−28.0%−37.9%−19.3%−8.4%−14.0%−29.0%−1.1%−54.9%−30.8%
AZTA Azenta, Inc.2 of 10−6.4%−62.8%−44.8%−34.0%−13.5%−28.2%−29.5%0.0%−82.3%−90.0%
DOV Dover Corporation6 of 10−5.9%−35.6%−45.0%−25.1%−6.8%−20.9%−32.8%−1.5%−58.2%−54.1%
ADSK Autodesk, Inc.5 of 10−5.1%−40.9%−35.5%−24.2%−6.9%−34.7%−36.9%−1.6%−76.9%−63.6%
HON Honeywell International Inc.7 of 10−1.4%−22.7%−42.2%−22.1%−6.8%−14.4%−25.3%−1.8%−62.2%−65.8%
NXPI NXP Semiconductors N.V.3 of 7−4.2%−38.8%−52.0%−27.4%−4.0%−35.5%−39.8%———
CGNX Cognex Corporation4 of 10−2.8%−48.0%−27.5%−40.7%−12.3%−26.4%−30.6%−4.7%−64.5%−78.8%
ATS ATS Corporation6 of 8−2.1%−42.3%−32.6%−46.9%−4.7%−51.3%−32.7%0.0%——
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How closely does ROK move with the S&P 500?

Upside capture measures how much of the S&P 500's gains an investment kept in the months the market rose, and downside capture how much of its losses it took in the months the market fell. An investment that captures more of the gains than the losses has compounded ahead of the market over time. This section compares ROK with its popular alternatives on both measures, and on beta (how strongly each has moved with the market), over the past 10 years.

Monthly total returns over the past 10 years, measured against SPY. 100% capture or a beta of 1.00 means moving in line with the S&P 500. Green marks a better figure than ROK's: more upside, less downside or a higher capture ratio. Sorted by capture ratio.

InvestmentUpside captureDownside captureCapture ratioBeta
ROK This pageRockwell Automation, Inc.122%138%0.881.46
ETN Eaton Corporation plc114%80%1.431.16
TER Teradyne, Inc.167%121%1.371.53
ADI Analog Devices, Inc.117%92%1.261.20
PH Parker-Hannifin Corporation141%126%1.111.43
AME AMETEK, Inc.111%101%1.101.15
NOVT Novanta Inc.155%156%0.991.38
GNRC Generac Holdings Inc.129%133%0.971.45
ZBRA Zebra Technologies Corporation147%170%0.871.63
DOV Dover Corporation114%133%0.851.27
PTC PTC Inc.105%127%0.831.12
EMR Emerson Electric Co.124%153%0.811.39
ITW Illinois Tool Works Inc.94%116%0.811.04
HON Honeywell International Inc.90%118%0.771.00
ADSK Autodesk, Inc.130%179%0.731.34
NXPI NXP Semiconductors N.V.115%157%0.731.63
AZTA Azenta, Inc.145%210%0.691.67
CGNX Cognex Corporation126%182%0.691.58
ATS ATS Corporation104%151%0.691.62
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What diversifies ROK?

Correlation measures how closely two investments move together, on a scale from 1 (in lockstep) through 0 (unrelated) to -1 (in opposite directions). This section lists large ETFs and stocks whose returns have had a low correlation with ROK's. Because such investments tend not to fall at the same time, pairing ROK with them can reduce a portfolio's overall swings.

Only ETFs with at least $1.0B in assets and stocks worth at least $10B, with a correlation below 0.5 over the past 5 years and a positive return, are included, ranked by Sharpe ratio; funds that hold the same thing are shown once. The year columns are the years in which ROK lost money. The last two columns show a portfolio that is 80% ROK and 20% the other investment, rebalanced monthly.

ETFs

InvestmentCorrelation5Y returnSharpe2024202220182015201420082001199880/20 mix volatility80/20 mix annual return
ROK Rockwell Automation, Inc. (this page)1.00+45.6%0.40−6.2%−24.8%−21.8%−5.5%−3.9%−51.9%−11.3%−1.9%33.5%+10.0%
LVHI InternationalFranklin International Low Volatility High Dividend Index ETF0.34+119%1.48+15.9%+3.8%−5.2%—————27.5%+12.2%
DXJ InternationalWisdomTree Japan Hedged Equity Fund0.34+225%1.34+29.8%+6.0%−19.8%+7.7%+8.1%−20.8%——27.8%+14.1%
EMLP Broad MarketFirst Trust North American Energy Infrastructure Fund0.39+101%1.04+33.4%+10.4%−8.7%−25.3%+23.8%———28.1%+11.9%
GLD CommoditiesSPDR Gold Shares-0.07+126%0.96+26.7%−0.8%−1.9%−10.7%−2.2%+4.9%——26.8%+12.8%
XLE EnergyState Street Energy Select Sector SPDR ETF0.11+177%0.93+5.6%+64.4%−18.2%−21.5%−8.7%−39.0%−18.2%—27.9%+13.9%
DFIV InternationalDimensional - International Value ETF0.38+99.4%0.93+7.2%−3.7%——————28.2%+11.9%
EWT TechnologyiShares MSCI Taiwan ETF0.43+153%0.89+16.1%−28.9%−9.9%−12.9%+7.0%−45.3%+2.1%—29.4%+13.1%
EUFN InternationaliShares MSCI Europe Financials ETF0.36+133%0.89+17.2%−8.8%−23.1%−4.7%−9.7%———28.5%+13.0%

Stocks

InvestmentCorrelation5Y returnSharpe2024202220182015201420082001199880/20 mix volatility80/20 mix annual return
ROK Rockwell Automation, Inc. (this page)1.00+45.6%0.40−6.2%−24.8%−21.8%−5.5%−3.9%−51.9%−11.3%−1.9%33.5%+10.0%
CAH Medical - DistributionCardinal Health, Inc.0.32+479%1.55+19.0%+54.1%−24.5%+12.6%+23.0%−39.6%−2.5%+51.7%28.9%+16.2%
CLS Hardware, Equipment & PartsCelestica Inc.0.39+3,143%1.47+215%+1.3%−16.3%−6.0%+12.9%−20.5%−25.6%—33.2%+28.1%
MCK Medical - DistributionMcKesson Corporation0.09+413%1.44+23.7%+51.8%−28.4%−4.5%+29.3%−40.4%+4.9%+46.9%27.7%+15.9%
MPC Oil & Gas Refining & MarketingMarathon Petroleum Corporation0.08+690%1.41−4.0%+86.6%−8.2%+17.4%+0.4%———28.1%+18.7%
HWM Aerospace & DefenseHowmet Aerospace Inc.0.45+594%1.36+103%+24.2%−37.5%−36.3%+50.9%−67.4%+9.8%+7.0%30.6%+18.1%
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Common questions

What was ROK's worst drawdown?

ROK's deepest decline since it began trading in 1986 was 75.8%, from April 2006 to March 2009. It took 21 months from the low to climb back to its old high.

What were ROK's best and worst years?

Over 29 full calendar years, ROK's best year was 1999, when it returned 168%. Its worst was 2008, with a return of -51.9%.

Is there a better investment than ROK?

Among ROK's popular alternatives, PH, AME and EMR earned more than ROK with less volatility over the past 5 years. PH returned 27.4% a year at 28.8% volatility, against 7.8% a year at 32.3%. Looking beyond its popular alternatives, FAST (industrial distribution) and DE (industrial machinery) earned more than ROK with less volatility over the past 5 years. FAST returned 15.8% a year at 24.6% volatility, against 7.8% a year at 32.3%.

Is ROK more volatile than the S&P 500?

Yes. ROK's volatility over the past 5 years was 32.3%, 1.9 times the S&P 500's 17.1%. Volatility measures how widely returns swing around their average: in roughly two years out of three, ROK's return lands within 32.3% of its average, either way. The higher it is, the rougher the ride and the harder it is to hold through a slump.

What is ROK's Sharpe ratio?

ROK's Sharpe ratio over the past 5 years was 0.40, against 0.79 for the S&P 500, so ROK earned less for each unit of risk than an index fund did. The Sharpe ratio is the return earned above cash for each unit of volatility: two investments with the same return are not equal if one got there with far bigger swings.

How correlated is ROK with the S&P 500?

Over the past 5 years, ROK's monthly returns had a correlation of 0.70 with the S&P 500. Correlation runs from 1 (moving in lockstep) through 0 (unrelated) to −1 (moving in opposite directions). They often move together: some diversification next to an index fund, but not a cushion. In the table, the correlation column measures each option against ROK instead: the lower it is, the more that option would diversify a ROK holding.

What are the best alternatives to ROK?

Of the 19 popular alternatives we compared, five outperformed ROK in at least 3 of 5 short-term and 2 of 3 long-term timeframes, with dividends reinvested: ADI, AME and TER.

Did ROK outperform the S&P 500?

ROK finished ahead of the S&P 500 (SPY) in 19 of 29 full calendar years. In 2025, it returned +38.4%, against +17.7% for the index.

How did ROK do in stock market crashes?

ROK fell less than the S&P 500 (SPY) in one of the ten major crashes it has traded through, and further in eight. The clearest case was the 2011 euro debt crisis, when ROK fell 37.5% and the S&P 500 fell 17.9%.

What diversifies ROK?

These had a low correlation with ROK over the past 5 years and still earned a positive 5-year return: among large ETFs, LVHI (correlation 0.34), DXJ (correlation 0.34) and EMLP (correlation 0.39); among large stocks, CAH (correlation 0.32), CLS (correlation 0.39) and MCK (correlation 0.09). A correlation near zero means the two have moved largely independently.

How we measure

More research

Popular alternatives to ROK

Other stocks and ETFs