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

> Source: EasyCompare research, https://easycompare.io/research/rok
> Data as of October 20, 2026. Total returns include reinvested dividends. Past performance does not predict future results; nothing here is investment advice.

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.

## Key findings

- **Right now:** Over the past 3 months, ROK fell 6.4% while the S&P 500 rose 3.9%. Not every peer went the same way. Over the past 3 months, EMR (Emerson Electric) rose 17.9% and ATS fell 29.7%.
- **Stock or market?:** ROK's 6.4% fall over the past 3 months is part of a broader industrial machinery sell-off: the industrial machinery ETF XLI (State Street Industrial Select Sector SPDR ETF) fell 6.1%, with ETN (Eaton, down 4.6%) and HON (Honeywell International, down 5.4%). Its industrial machinery peers did not move as one over the past 3 months: EMR (Emerson Electric) rose 17.9%, while ATS fell 29.7%.
- **Past 1 to 3 years:** ROK has outpaced the market, rising 22.9% over the past year against 15.8% for the S&P 500 and 17.9% for the Nasdaq 100. ROK lagged its industrial machinery peers in 2023, then moved up the pack in 2025.
- **Long term:** The past 5 years only trailed the S&P 500 (45.6% against 81.7%), after a much stronger decade (335% against 321%). Even so, ROK turned $10,000 into $43,500 over the past decade, against $42,100 in the S&P 500.
- **In a crash:** Across seven sell-offs, ROK has typically fallen 1.5 times as far as the S&P 500. In the 2022 bear market, ROK fell 43.8%, against 24.5% for the S&P 500. That was more than ETN (Eaton, 26.2%) but less than TER (Teradyne, 56.6%).
- **Diversification:** ROK is more of the same, not a cushion: a correlation of 0.70 with the S&P 500 over 5 years and 0.72 with the total US market, more closely than 99% of stocks worth at least $300 million. ROK fell in 17 of the 22 months the S&P 500 fell over the past 5 years: it usually fell with it.
- **Better options**
  - **Popular alternatives:** PH (Parker-Hannifin), AME (AMETEK) and EMR (Emerson Electric) 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%.
  - **Nearby categories and themes:** FAST (Fastenal, industrial distribution) and DE (Deere & Company, 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%.
  - **Versus the S&P 500:** Simply owning the S&P 500 would have done better over the past 5 years: 12.7% a year at 17.1% volatility, against 7.8% at 32.3% for ROK.

## 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.

- $10,000 invested in ROK at the end of September 1997 would have grown to $1,295,740 by September 2026, more than the $132,907 it would have become in SPY, an S&P 500 fund.
- Five of the eight other investments on the chart ended ahead of ROK, and MNST finished highest, at $45,663,831.

## 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.

- 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.
- Over 29 full calendar years, ROK's best was 1999, when it returned 168%, and its worst was 2008, when it lost 51.9%. It lost money in eight of those years.
- ROK is 13.3% below its all-time high.

- Type: Stock, Industrials (Industrial - Machinery)
- Trading since: October 20, 1986
- Market value: $48B
- Volatility (5 years): 32.3%; Sharpe ratio: 0.40
- Worst decline ever: −75.8%, from April 24, 2006 to March 5, 2009; back at its high by December 10, 2010

| Period | ROK total return |
| --- | --- |
| 1 month | +0.7% |
| 3 months | −6.4% |
| 6 months | +4.1% |
| year to date | +8.4% |
| 1 year | +22.9% |
| 3 years | +68.9% |
| 5 years | +45.6% |
| 10 years | +335% |

## 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.

- ROK's worst decline of the past 10 years ranks in the top 13% of the 2,187 stocks worth at least $300 million, where the top fell the least.

| Measure | ROK | Rank |
| --- | --- | --- |
| 1-year return | +22.9% | 1,158 of 3,287 (top 36%) |
| 3-year return | +68.9% | 1,278 of 3,017 (top 43%) |
| 5-year return | +45.6% | 1,139 of 2,893 (top 40%) |
| 10-year return | +335% | 510 of 2,202 (top 24%) |
| Volatility, 5 years | 32.3% | 941 of 2,893 (top 33%) |
| Sharpe ratio, 5 years | 0.40 | 1,243 of 2,893 (top 43%) |
| Worst decline, past 10 years | −45.1% | 291 of 2,187 (top 14%) |

### 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).

- 317 stocks and 417 ETFs worth at least $500 million sit in the green region: each earned more than ROK over the past 5 years with smaller price swings. That is 20% of the 3,633 screened.
- Among those with at least half ROK's swings, CAH has the best return for its risk: 42.1% a year at 24.7% volatility, 23% less than ROK's 32.3%, and a Sharpe ratio (return above cash per unit of volatility) of 1.55 against 0.40 for ROK.
- Among ROK's popular alternatives, PH, AME and EMR are in the region. PH earned 27.4% a year against 7.8% a year for ROK, at 28.8% volatility, 11% less than ROK's 32.3%.

### Is there a better investment than ROK?

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.

- 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%.
- Simply owning the S&P 500 would have done better over the past 5 years: 12.7% a year at 17.1% volatility, against 7.8% at 32.3% for ROK.

The 15 strongest of 734 investments that beat ROK over the past 5 years, out of 3,633 stocks and funds worth at least $500 million.

| Investment | Group | Annual return (5 years) | Volatility | Sharpe | Worst decline (10 years) | 10Y return | Correlation with ROK | Better on |
| --- | --- | --- | --- | --- | --- | --- | --- | --- |
| ROK: Rockwell Automation, Inc. (this page) |  | +7.8% | 32.3% | 0.40 | −45.1% | +335% |  |  |
| [MSFT](https://easycompare.io/research/msft): Microsoft Corporation | Software | +12.5% | 28.2% | 0.56 | −37.1% | +946% | 0.33 | Higher return, lower volatility; Higher Sharpe, smaller worst decline; Higher return in most periods; Smaller losses in recent crashes |
| [V](https://easycompare.io/research/v): Visa Inc. | Payment Processing | +12.8% | 22.9% | 0.64 | −36.4% | +429% | 0.37 | Higher return, lower volatility; Higher Sharpe, smaller worst decline; Higher return in most periods; Smaller losses in recent crashes |
| [QQQ](https://easycompare.io/research/qqq): Invesco QQQ Trust, Series 1 | US Large-Cap Growth | +14.5% | 23.0% | 0.71 | −35.1% | +553% | 0.67 | Higher return, lower volatility; Higher Sharpe, smaller worst decline; Higher return in most periods; Smaller losses in recent crashes |
| [VGT](https://easycompare.io/research/vgt): Vanguard Information Technology ETF | Technology Equity | +18.4% | 26.0% | 0.78 | −35.1% | +779% | 0.65 | Higher return, lower volatility; Higher Sharpe, smaller worst decline; Higher return in most periods; Smaller losses in recent crashes |
| [PGR](https://easycompare.io/research/pgr): The Progressive Corporation | Property & Casualty Insurance | +21.3% | 25.6% | 0.89 | −30.3% | +816% | 0.00 | Higher return, lower volatility; Higher Sharpe, smaller worst decline; Higher return in most periods; Smaller losses in recent crashes |
| [COR](https://easycompare.io/research/cor): Cencora, Inc. | Health Care Distribution | +24.2% | 22.8% | 1.07 | −32.4% | +406% | 0.16 | Higher return, lower volatility; Higher Sharpe, smaller worst decline; Higher return in most periods; Smaller losses in recent crashes |
| [RSG](https://easycompare.io/research/rsg): Republic Services, Inc. | Environmental Services | +13.9% | 18.5% | 0.80 | −34.0% | +446% | 0.26 | Higher return, lower volatility; Higher Sharpe, smaller worst decline; Higher return in most periods; Smaller losses in recent crashes |
| [RY](https://easycompare.io/research/ry): Royal Bank of Canada | Banks | +17.3% | 18.2% | 0.97 | −40.0% | +352% | 0.36 | Higher return, lower volatility; Higher Sharpe, smaller worst decline; Higher return in most periods |
| [SCHG](https://easycompare.io/research/schg): Schwab U.S. Large-Cap Growth ETF | US Large-Cap Growth | +13.1% | 22.4% | 0.67 | −34.5% | +451% | 0.66 | Higher return, lower volatility; Higher Sharpe, smaller worst decline; Higher return in most periods; Smaller losses in recent crashes |
| [AAPL](https://easycompare.io/research/aapl): Apple Inc. | Computer Hardware | +18.5% | 28.0% | 0.75 | −38.5% | +1,168% | 0.48 | Higher return, lower volatility; Higher Sharpe, smaller worst decline; Higher return in most periods |
| OEF: iShares S&P 100 ETF | US Large-Cap Equity | +14.3% | 17.8% | 0.84 | −31.4% | +367% | 0.67 | Higher return, lower volatility; Higher Sharpe, smaller worst decline; Higher return in most periods; Smaller losses in recent crashes |
| EXPD: Expeditors International of Washington, Inc. | Freight & Logistics | +12.0% | 27.1% | 0.56 | −35.6% | +349% | 0.42 | Higher return, lower volatility; Higher Sharpe, smaller worst decline; Higher return in most periods; Smaller losses in recent crashes |
| [VTI](https://easycompare.io/research/vti): Vanguard Morningstar Total Stock Market ETF | US Total Market | +11.5% | 17.5% | 0.71 | −35.0% | +302% | 0.72 | Higher return, lower volatility; Higher Sharpe, smaller worst decline; Higher return in most periods |
| EWT: iShares MSCI Taiwan ETF | International Equity | +20.4% | 24.2% | 0.89 | −38.9% | +468% | 0.43 | Higher return, lower volatility; Higher Sharpe, smaller worst decline; Higher return in most periods; Smaller losses in recent crashes |
| MTUM: iShares MSCI USA Momentum Factor ETF | US Momentum Equity | +10.9% | 22.1% | 0.58 | −34.1% | +336% | 0.63 | Higher return, lower volatility; Higher Sharpe, smaller worst decline; Higher return in most periods; Smaller losses in recent crashes |

## 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.

- Four of the 19 popular alternatives, led by PH, ETN and AME, were both more rewarding and calmer than ROK over the past 5 years, earning a higher annual return with lower volatility.
- Over the past 5 years, ROK returned 7.8% a year, less than the S&P 500's 12.7%, with higher volatility (32.3% against 17.1%).

### 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.

- Five of the 19 popular alternatives, led by ADI, AME and TER, outperformed ROK in at least 3 of 5 short-term and 2 of 3 long-term timeframes.
- ADI and AME outperformed ROK in every long-term period and in all but one short-term period, the most consistent record in the group.
- ETN, AME and ADI earned more for the risk they took than ROK (a higher Sharpe ratio) and fell less in their worst decline of the past 10 years.

| Investment | 1Y return | 3Y return | 5Y return | 10Y return | Periods ahead of ROK | Verdict | Sharpe |
| --- | --- | --- | --- | --- | --- | --- | --- |
| ROK: Rockwell Automation, Inc. (this page) | +22.9% | +68.9% | +45.6% | +335% |  |  | 0.40 |
| [ADI](https://easycompare.io/research/adi): Analog Devices, Inc. | +63.3% | +150% | +144% | +652% | 5/5 short-term, 3/3 long-term | all-weather | 0.69 |
| [AME](https://easycompare.io/research/ame): AMETEK, Inc. | +32.8% | +78.1% | +96.1% | +481% | 5/5 short-term, 3/3 long-term | all-weather | 0.72 |
| [TER](https://easycompare.io/research/ter): Teradyne, Inc. | +142% | +271% | +193% | +1,565% | 3/5 short-term, 3/3 long-term | consistent | 0.67 |
| ZBRA: Zebra Technologies Corporation | +27.4% | +87.8% | −27.1% | +488% | 5/5 short-term, 2/3 long-term | consistent | 0.06 |
| [EMR](https://easycompare.io/research/emr): Emerson Electric Co. | +25.0% | +84.9% | +82.1% | +309% | 5/5 short-term, 2/3 long-term | consistent | 0.57 |
| [PH](https://easycompare.io/research/ph): Parker-Hannifin Corporation | +28.7% | +161% | +235% | +789% | 2/5 short-term, 3/3 long-term |  | 0.99 |
| [ETN](https://easycompare.io/research/etn): Eaton Corporation plc | +2.3% | +104% | +153% | +657% | 2/5 short-term, 3/3 long-term |  | 0.74 |
| GNRC: Generac Holdings Inc. | −0.6% | +120% | −57.5% | +430% | 1/5 short-term, 2/3 long-term |  | -0.04 |
| PTC: PTC Inc. | −6.1% | +40.4% | +49.3% | +317% | 4/5 short-term, 1/3 long-term |  | 0.40 |
| NOVT: Novanta Inc. | +25.0% | +0.2% | −17.3% | +673% | 3/5 short-term, 1/3 long-term |  | 0.12 |
| SYM: Symbotic Inc. | −43.7% | −4.1% | +300% | — | 1/5 short-term, 1/3 long-term |  | 0.73 |
| [ITW](https://easycompare.io/research/itw): Illinois Tool Works Inc. | +11.7% | +32.1% | +38.4% | +208% | 3/5 short-term, 0/3 long-term |  | 0.41 |
| AZTA: Azenta, Inc. | +13.2% | −28.0% | −66.4% | +189% | 3/5 short-term, 0/3 long-term |  | -0.14 |
| DOV: Dover Corporation | +17.9% | +51.3% | +24.2% | +320% | 2/5 short-term, 0/3 long-term |  | 0.30 |
| [ADSK](https://easycompare.io/research/adsk): Autodesk, Inc. | −20.3% | +21.2% | −17.8% | +245% | 2/5 short-term, 0/3 long-term |  | 0.07 |
| [HON](https://easycompare.io/research/hon): Honeywell International Inc. | +6.8% | +27.0% | +7.5% | +160% | 2/5 short-term, 0/3 long-term |  | 0.18 |
| [NXPI](https://easycompare.io/research/nxpi): NXP Semiconductors N.V. | +10.0% | +34.9% | +31.9% | +159% | 2/5 short-term, 0/3 long-term |  | 0.34 |
| CGNX: Cognex Corporation | +20.8% | +59.1% | −30.8% | +130% | 1/5 short-term, 0/3 long-term |  | 0.06 |
| ATS: ATS Corporation | −29.8% | −47.3% | −46.4% | +119% | 0/5 short-term, 0/3 long-term |  | -0.09 |

### 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.

- Ranked against its popular alternatives each year, ROK finished in the top quarter in nine of 29 years and in the bottom quarter in one. In 2025, it ranked 4 of 20.
- ROK finished ahead of the S&P 500 in 19 of its 29 full calendar years.
- Among its popular alternatives, GNRC came out ahead of ROK most often, in ten of the 15 years both traded.

| Year | ROK | SPY |
| --- | --- | --- |
| 2025 | +38.4% | +17.7% |
| 2024 | −6.2% | +24.9% |
| 2023 | +22.6% | +26.2% |
| 2022 | −24.8% | −18.2% |
| 2021 | +41.2% | +28.7% |
| 2020 | +26.2% | +18.3% |
| 2019 | +37.9% | +31.2% |
| 2018 | −21.8% | −4.6% |
| 2017 | +48.9% | +21.7% |
| 2016 | +34.5% | +12.0% |

## 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.

- In all four of ROK's worst declines, the S&P 500 held up better over the same dates.
- Not every decline was the market's doing: ROK fell 52.9% from July 1999 to September 2000, while the S&P 500 rose 4.5%.
- The slowest recovery came after ROK fell 52.9% from July 1999 to September 2000; it did not regain that peak until June 2003, three years later.

| Decline | Peak | Low | Back at the high | SPY over the same dates | Market event |
| --- | --- | --- | --- | --- | --- |
| −75.8% | April 24, 2006 | March 5, 2009 | December 10, 2010 | −44.4% | 2008 financial crisis |
| −52.9% | July 9, 1999 | September 20, 2000 | June 2, 2003 | +4.5% | dot-com bust |
| −49.7% | March 26, 1987 | October 19, 1987 | October 24, 1989 | — |  |
| −46.7% | April 26, 2011 | September 22, 2011 | July 18, 2013 | −15.4% | 2011 euro debt crisis |
| −45.1% | December 15, 2021 | June 17, 2022 | July 13, 2023 | −21.4% | 2022 bear market |

### 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.

- ROK fell further than the S&P 500 in eight of the ten crashes it has traded through. The clearest case was the 2011 euro debt crisis, when ROK fell 37.5% and the S&P 500 fell 17.9%.
- Among its popular alternatives, ADI held up best, falling less than ROK in eight of the ten crashes they both traded through.

| Crash | Dates | ROK fall | SPY fall |
| --- | --- | --- | --- |
| Dot-com bust | March 10, 2000 to October 9, 2002 | −42.0% | −47.5% |
| Global financial crisis | October 9, 2007 to March 9, 2009 | −74.7% | −55.2% |
| Flash crash | May 6, 2010 to May 7, 2010 | −1.4% | −1.5% |
| Euro debt crisis | July 22, 2011 to October 3, 2011 | −37.5% | −17.9% |
| China devaluation & oil rout | August 10, 2015 to February 11, 2016 | −23.6% | −12.8% |
| Volmageddon | February 2, 2018 to February 9, 2018 | −7.9% | −6.5% |
| Q4 2018 selloff | September 21, 2018 to December 24, 2018 | −27.5% | −19.3% |
| COVID crash | February 19, 2020 to March 23, 2020 | −42.4% | −33.7% |
| 2022 bear market | January 4, 2022 to October 12, 2022 | −43.8% | −24.5% |
| SVB / regional bank stress | March 8, 2023 to March 13, 2023 | −5.4% | −3.4% |

### 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.

- ETN took just 80% of the S&P 500's losses, against 138% for ROK, while still keeping 114% of its gains.
- Over the past 10 years, ROK captured 122% of the S&P 500's gains in rising months and 138% of its losses in falling months, with a beta of 1.46. It amplified the market's moves in both directions.
- Seven of the 18 popular alternatives had a higher capture ratio (upside capture divided by downside capture) than ROK's 0.88, led by ETN, TER and ADI.

Measured over the past 10 years of monthly returns against SPY.

| Investment | Upside capture | Downside capture | Beta |
| --- | --- | --- | --- |
| ROK: Rockwell Automation, Inc. (this page) | 122% | 138% | 1.46 |
| [ADI](https://easycompare.io/research/adi): Analog Devices, Inc. | 117% | 92.0% | 1.20 |
| [AME](https://easycompare.io/research/ame): AMETEK, Inc. | 111% | 101% | 1.15 |
| [TER](https://easycompare.io/research/ter): Teradyne, Inc. | 167% | 121% | 1.53 |
| ZBRA: Zebra Technologies Corporation | 147% | 170% | 1.63 |
| [EMR](https://easycompare.io/research/emr): Emerson Electric Co. | 124% | 153% | 1.39 |
| [PH](https://easycompare.io/research/ph): Parker-Hannifin Corporation | 141% | 126% | 1.43 |
| [ETN](https://easycompare.io/research/etn): Eaton Corporation plc | 114% | 80.0% | 1.16 |
| GNRC: Generac Holdings Inc. | 129% | 133% | 1.45 |
| PTC: PTC Inc. | 105% | 127% | 1.12 |
| NOVT: Novanta Inc. | 155% | 156% | 1.38 |
| [ITW](https://easycompare.io/research/itw): Illinois Tool Works Inc. | 94.0% | 116% | 1.04 |
| AZTA: Azenta, Inc. | 145% | 210% | 1.67 |
| DOV: Dover Corporation | 114% | 133% | 1.27 |
| [ADSK](https://easycompare.io/research/adsk): Autodesk, Inc. | 130% | 179% | 1.34 |
| [HON](https://easycompare.io/research/hon): Honeywell International Inc. | 90.0% | 118% | 1.00 |
| [NXPI](https://easycompare.io/research/nxpi): NXP Semiconductors N.V. | 115% | 157% | 1.63 |
| CGNX: Cognex Corporation | 126% | 182% | 1.58 |
| ATS: ATS Corporation | 104% | 151% | 1.62 |

### 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).

- Moving a fifth of the money in ROK into GLD would have cut the portfolio's volatility by 20% over the past 5 years and raised its annual return (+10.0% for ROK alone, +12.8% for the mix).
- Among large ETFs, LVHI, DXJ and EMLP have moved largely independently of ROK over the past 5 years, with correlations of 0.39 or lower, and each still earned a positive 5-year return.
- MCK made money in five of the eight calendar years in which ROK lost money.

| Investment | Correlation with ROK | 5Y return | Volatility | Sharpe | Rose in ROK's 8 down years |
| --- | --- | --- | --- | --- | --- |
| LVHI: Franklin International Low Volatility High Dividend Index ETF | 0.34 | +119% | 11.1% | 1.48 | 2 of 8 |
| DXJ: WisdomTree Japan Hedged Equity Fund | 0.34 | +225% | 19.1% | 1.34 | 4 of 8 |
| EMLP: First Trust North American Energy Infrastructure Fund | 0.39 | +101% | 14.5% | 1.04 | 3 of 8 |
| [GLD](https://easycompare.io/research/gld): SPDR Gold Shares | -0.07 | +126% | 18.9% | 0.96 | 2 of 8 |
| [XLE](https://easycompare.io/research/xle): State Street Energy Select Sector SPDR ETF | 0.11 | +177% | 25.5% | 0.93 | 2 of 8 |
| DFIV: Dimensional - International Value ETF | 0.38 | +99.4% | 16.4% | 0.93 | 1 of 8 |
| EWT: iShares MSCI Taiwan ETF | 0.43 | +153% | 24.2% | 0.89 | 3 of 8 |
| EUFN: iShares MSCI Europe Financials ETF | 0.36 | +133% | 21.8% | 0.89 | 1 of 8 |

## 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.

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## Explore further

- Full page with charts: https://easycompare.io/research/rok
- All research pages: https://easycompare.io/llms.txt
- Compare the entire market against ROK live: https://betterthanspy.com/?b=ROK&utm_source=easycompare&utm_medium=research