EMR vs ROK: returns, Sharpe ratio and drawdown

Over the past year, ROK returned +26.65% against +20.93% for EMR. Over five years, EMR averaged +10.72% a year, compared with +6.70% for ROK. ROK had the higher Sharpe ratio over the past year (0.78 vs 0.62), meaning more return for each unit of volatility. The worst peak-to-trough drop over the past year was -19.01% for ROK and -23.74% for EMR.