Usually no
In any given situation you're going to be hit more by one type of attack than another. Like, if you're playing OU, most of the threats you're going to run into are going to be physically based.
If you're using it in ubers for toxic spikes, you're mostly going to see special attackers.
In the former case, it would be a lot better to focus more on physical defense than special, the opposite in the latter.
In the case of Roserade specifically, that depends on what you both
>want to bring it in on
>what you want it to take
So if you're playing OU, you want it to take an outrage or an earthquake or something, you want to invest in defense if you're just using it to stay in and have some job
If you want it to specifically have an opportunity to come in and set up or something, like, you're planning on tanking a water or grass attack, you might be better off investing in special defense so you can specifically come in, take that hit, force that switch, and be already set up behind a leech seed ready to substitute from turn 2 or something.
There's never "one answer to everything" for the sake of something like this, which is really one of the things I truly love about Pokemon.