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DD vs ROK: Correlation

DuPont (DD) and Rockwell Automation (ROK) show a moderate relationship: their 3-year correlation of weekly returns is 0.51.

Data as of 2026-08-27 · refreshed every trading day · weekly returns · methodology

Correlation (3Y)
0.51
moderate
Correlation (1Y)
0.37
last 12 months
Correlation (5Y)
0.55
long-run
Ann. covariance
408.1
%² · weekly, annualized

How correlated are DD and ROK?

On 3 years of weekly data the DD/ROK correlation comes out at 0.51, moderate. The link has loosened recently: the 1-year correlation (0.37) runs below the 3-year figure (0.51). The 5-year figure is 0.55, and annualized covariance runs at 408.1 %².

Among the 34 assets we track against DD, ROK ranks #19 by 3-year correlation. The last year tells two different stories: DD led by 19.0 percentage points, +44.7% for DD against +25.7% for ROK. The rolling one-year correlation moved between 0.36 and 0.69 over the past three years, a moderate range.

+1.0+0.50-0.5-1.020232026-08-27
How the one-year correlation itself moved over the past three years.
How is this computed?

Pearson correlation on weekly returns: ρ(A,B) = cov(rA, rB) / (σA · σB), over windows of 52, 156 and 260 weeks. Covariance is annualized (×52) and expressed in %². Full definitions on the methodology page.

DD vs ROK: side by side

DD (DuPont)ROK (Rockwell Automation)
1-year return+44.7%+25.7%
5-year return+64.0%+44.9%
Volatility (ann.)28.8%27.9%
Beta vs S&P 5000.930.97
Max drawdown (3Y)-37.8%-29.0%
Market cap$18.7B$48.2B
P/E (trailing)59.140.6
Dividend yield2.20%1.26%
Sector / categoryIndustrialsIndustrials
Lower P/E: ROK 40.6 vs 59.1Higher yield: DD 2.20% vs 1.26%Smaller drawdown: ROK -29.0% vs -37.8%Higher 5y return: DD +64.0% vs +44.9%
-5%0%+56%2025-09-052026-08-27
Both assets over the last year, indexed to 100 at the starting week. DD · ROK

Year-by-year returns

YearDDROK
2022-13.4%-24.8%
2023+14.4%+22.6%
2024+1.0%-6.2%
2025+28.7%+38.4%
2026+16.0%+12.4%

Calendar-year price returns; the current year is year-to-date as of the data date above.

Are DD and ROK good diversifiers for each other?

Only partially. A correlation of 0.51 means DD and ROK share most of their swings. Pairing them dampens volatility somewhat, but it will not protect against a common drawdown.

FAQ

What is the correlation between DD and ROK?

The DD/ROK correlation stands at 0.51 on a 3-year window (1 year: 0.37, 5 years: 0.55), computed from weekly returns as of 2026-08-27.

Is ROK a good diversifier for DD?

Only partially. A correlation of 0.51 means DD and ROK share most of their swings. Pairing them dampens volatility somewhat, but it will not protect against a common drawdown.

What does a correlation of 0.51 mean?

On the −1 to +1 scale, 0.51 describes how much the two returns move together: +1 is lockstep, 0 is independence, negative values mean opposite directions. It says nothing about which performed better.

Use this data

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DD vs ROK: 3-year weekly correlation 0.51DD vs ROK0.51

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Related comparisons

Hubs: DD correlations · ROK correlations