The "rogue" in rogue planet means isolated similar to how a "rogue wave" doesn't belong to a pattern of other large waves. A rogue planet is a planet that isn't orbiting a star.
There are theoretically also rogue asteroids, but I have never seen that phrased used in that context. That might be because "rogue asteroid" is often used colloquially to describe an difficult to predict asteroid that might hit Earth. Another reason might be is that only asteroids we have ever officially observed are orbiting our sun. Asteroids are so relatively small that it is almost impossible to find one outside our solar system with our current tech. We would basically have to hope that a rogue asteroid just happens to fly through our solar system.
ʻOumuamua[1], which was discovered a few years ago was an interstellar object that might fight the definition of rogue asteroid. However there is still a lot of debate whether it was an asteroid, a comet, some other natural space object, or even potentially some artificial object made by intelligent life. That last theory isn't particularly well supported but it is fun to think about.
https://en.wikipedia.org/wiki/Asteroid
Rogue planets orbit no star. They are interstellar objects.
https://en.wikipedia.org/wiki/Rogue_planet
Dwarf planets are another classification, and can include asteroids, but also other types of bodies (Pluto is often classified as an Kuiper belt object). "A dwarf planet is a planetary-mass object that does not dominate its region of space and is not a satellite."