ROK vs VT: Correlation
Rockwell Automation (ROK) and Vanguard Total World Stock ETF (VT) show a moderate relationship: their 3-year correlation of weekly returns is 0.55.
Data as of 2026-08-27 · refreshed every trading day · weekly returns · methodology
How correlated are ROK and VT?
Across a 3-year window, the weekly returns of ROK and VT correlate at 0.55, moderate. Little has changed lately, as the 1-year reading of 0.58 lands near the 3-year figure. Stretching to 5 years gives 0.64, with an annualized covariance of 212.7 %².
By 3-year correlation, VT places #10 of the 37 assets tracked against ROK. Their 12-month results are close: +25.7% for ROK against +22.7% for VT. On a rolling one-year basis the correlation drifted between 0.43 and 0.81, a moderate band. Note the risk asymmetry: ROK runs 2.0 times the annualized volatility of the other leg, so equal-weighting the two is not an equal-risk position.
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.
ROK vs VT: side by side
| ROK (Rockwell Automation) | VT (Vanguard Total World Stock ETF) | |
|---|---|---|
| 1-year return | +25.7% | +22.7% |
| 5-year return | +44.9% | +67.7% |
| Volatility (ann.) | 27.9% | 13.9% |
| Beta vs S&P 500 | 0.97 | 0.92 |
| Max drawdown (3Y) | -29.0% | -16.5% |
| Market cap | $48.2B | – |
| P/E (trailing) | 40.6 | – |
| Dividend yield | 1.26% | 1.59% |
| Expense ratio | – | 0.06% |
| Assets under management | – | $97.9B |
| Sector / category | Industrials | ETF · Global |
VT is a Global Large-Stock Blend fund from Vanguard: $97.9B under management, 5308 holdings, a 0.06% expense ratio, a 1.59% trailing dividend yield.
Year-by-year returns
| Year | ROK | VT |
|---|---|---|
| 2022 | -24.8% | -18.0% |
| 2023 | +22.6% | +22.0% |
| 2024 | -6.2% | +16.5% |
| 2025 | +38.4% | +22.4% |
| 2026 | +12.4% | +15.2% |
Calendar-year price returns; the current year is year-to-date as of the data date above.
Are ROK and VT good diversifiers for each other?
Only partially. A correlation of 0.55 means ROK and VT 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 ROK and VT?
As of 2026-08-27, the correlation of weekly returns between ROK and VT is 0.55 over 3 years, 0.58 over 1 year and 0.64 over 5 years.
Is VT a good diversifier for ROK?
Only partially. A correlation of 0.55 means ROK and VT share most of their swings. Pairing them dampens volatility somewhat, but it will not protect against a common drawdown.
What does a correlation of 0.55 mean?
Correlation ranges from −1 to +1. Values near +1 mean two assets move together, near 0 that they move independently, and negative values that they tend to move in opposite directions. It measures co-movement, not performance.
Use this data
$ curl https://www.pairbook.io/api/v1/pairs/rok-vs-vt.json
Embed this badge (it refreshes with the data), with attribution:
[](https://www.pairbook.io/pair/rok-vs-vt/)
No key needed, free to use. Full endpoint list in the API documentation.
Related comparisons
Hubs: ROK correlations · VT correlations
