Rockwell Automation (ROK): analysis and statistics
Return, volatility, Sharpe ratio and risk for Rockwell Automation, an S&P 500 component in the Industrials sector. Data as of 2026-07-30.
| Last close price | $471.02 |
| Sector (GICS) | Industrials |
| Annualized return (3.0 yr) | +13.85% |
| Total return over period | +47.26% |
| Annualized volatility | 32.49% |
| Sharpe ratio | 0.31 |
| Sortino ratio | 0.45 |
| Max drawdown | -29.03% |
| CVaR 95% (avg. loss, worst 5% of days) | -4.57% |
| Correlation with the S&P 500 | 0.59 |
| Period range | $215.00 – $495.08 |
| Trading days analyzed | 752 |
Over the last 3.0 years, Rockwell Automation (ROK) has posted an annualized return of +13.85% with annual volatility of 32.49%, a Sharpe ratio of 0.31. Its worst stretch (max drawdown from a peak) was -29.03%. Its correlation with the S&P 500 is 0.59, 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 S&P 500 stocks, try the optimizer.
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