Vegas improved to 8-1-0 all-time against Anaheim.
Ryan Getzlaf and Adam Henrique scored, and John Gibson made 44 saves for the Ducks (7-6-0), who were coming off a 5-2 win at the Avalanche on Saturday. It was Anaheim's fourth loss in five games.
"They have three lines of high skill and high speed, then their fourth line is about as heavy as it gets," Anaheim coach Dallas Eakins said. "That's why they are a top team in this league."
Getzlaf scored at 4:12 of the first period to give the Ducks a 1-0 lead.
The Golden Knights scored the next five goals, including three in the first.
Stone was credited with the goal that tied the game 1-1 at 4:46 when Anaheim defenseman Cam Fowler shot the puck into his own net.
Ryan Reaves scored at 7:40 to make it 2-1, and Roy made it 3-1 at 15:29.
Prior to the Reaves and Roy goals, the Golden Knights' fourth line had not scored since Oct. 12 against the Calgary Flames.
"I think we're three big guys (also William Carrier) that like to play heavy and fast, like to go on the forecheck," Roy said. "We like to play hard, so it paid off tonight offensively, and we played good defensively as well. We've got to keep going like that."
Karlsson scored at 9:27 of the second period to make it 4-1.
Paul Stastny made it 5-1 with a power-play goal at 4:13 of the third period.
Henrique scored at 6:48 for the 5-2 final.
Stone leads the Golden Knights with 16 points (seven goals, nine assists) in 13 games, the most he's had to start a season in his NHL career (15 points in 13 games for the Ottawa Senators in 2015-16).
"He's one of the best players in the League," Vegas forward Max Pacioretty said. "That goal was big for our group, and we feel he always shows up."
