Without context I am not sure what is meant by the statement. But I would say, "That rock is not worth the effort." or "That rock is not worth the money that they are asking for it." This depends on the context.

esa roca no vale la pena

But you’re right: we’re spread far too thin to win a fight with the Founders on their own turf, and if they’re willing, you get the Hell out of there. That rock is not worth it.

Just as an aside, 'rock' is a slang term for 'diamond.' Maybe it's referring to a diamond ring (like an engagement ring?) Just something that came to mind when I read it.