They have nothing in common. You are trying to compare apples and oranges here.
Redis is a remote in-memory data store (similar to memcached). It is a server. A single Redis instance is very efficient, but totally non scalable (regarding CPU). A Redis cluster is scalable (regarding CPU).
RocksDB is an embedded key/value store (similar to BerkeleyDB or more exactly LevelDB). It is a library, supporting multi-threading and a persistence based on log-structured merge trees.