This will send a robust signal level to the Roland. Keep the volume slider of the piano well up, or if this is annoyingly loud in the piano's speakers try bypassing the volume slider, as detailed in the Yamaha manual excerpt below. (That's for directly connecting an electric guitar.) There's a Hi-Z switch on the back of the Roland.
Use the Aux Out jack on the back of your piano into the L input of the Roland quad-capture. If the two cables are electrically equivalent and neither is actually faulty, I suspect you're kidding yourself that the expensive one sounded better (a common delusion in the hi-fi world :-)