Rockwell Automation (ROK): analysis and statistics
Return, volatility, Sharpe ratio and risk for Rockwell Automation, a component of the S&P 500 in the Industrials sector. Data as of 2026-09-13.
| Last close price | $428.39 |
| Sector (GICS) | Industrials |
| Annualized return (3.0 yr) | +16.38% |
| Total return over period | +57.15% |
| Annualized volatility | 32.36% |
| Period volatility | 55.87% |
| Sharpe ratio | 0.39 |
| Sortino ratio | 0.56 |
| Max drawdown | -28.01% |
| CVaR 95% (avg. loss, worst 5% of days) | -4.56% |
| Correlation with the S&P 500 | 0.58 |
| Period range | $215.00 – $495.08 |
| Trading days analyzed | 751 |
Over the last 3.0 years, Rockwell Automation (ROK) has posted an annualized return of +16.38% with annual volatility of 32.36%, a Sharpe ratio of 0.39. Its worst stretch (max drawdown from a peak) was -28.01%. Its correlation with the S&P 500 is 0.58, which means it moves moderately in step with the index.
These are historical, realized metrics, not projections: they describe how the stock behaved, not how it will behave going forward. To see how ROK would fit inside an optimized portfolio alongside other stocks, try the optimizer.
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Is it part of the S&P 500?
Yes, Rockwell Automation (ROK) is of the S&P 500.
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