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Illinois Tool Works Inc.

ITW
Equity · Currency in USD
ISIN
US4523081093
CUSIP
452308109
Sector
Industrials
Industry
Specialty Industrial Machinery

ITWPrice Chart


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ITWPerformance

The chart shows the growth of $10,000 invested in ITW on Jan 5, 2010 and compares it to the S&P 500 index or another benchmark. It would be worth nearly $60,236 for a total return of roughly 502.36%. All prices are adjusted for splits and dividends.


0.00%100.00%200.00%300.00%400.00%500.00%20122014201620182020
502.36%
259.57%
S&P 500

ITWReturns in periods

Returns over 1 year are annualized

PeriodReturn
1M4.83%
YTD10.02%
6M9.66%
1Y43.38%
5Y19.54%
10Y18.17%

ITWMonthly Returns Heatmap


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ITWSharpe Ratio Chart

The Sharpe ratio shows whether the portfolio's excess returns are due to smart investment decisions or a result of taking a higher risk. The higher a portfolio's Sharpe ratio, the better its risk-adjusted performance.

The current Illinois Tool Works Inc. Sharpe ratio is 2.34. A Sharpe ratio higher than 2.0 is considered very good.

The chart below displays rolling 12-month Sharpe Ratio.


-1.000.001.002.003.004.0020122014201620182020
2.34

ITWDividends

Illinois Tool Works Inc. granted a 2.01% dividend yield in the last twelve months, as of Apr 7, 2021. The annual payout for that period amounted to $4.49 per share.


PeriodTTM20202019201820172016201520142013201220112010
Dividend$4.49$4.42$4.14$3.56$2.86$2.40$2.07$1.81$1.60$1.48$1.40$1.30
Dividend yield
2.01%2.17%2.30%2.81%1.71%1.96%2.23%1.91%1.90%2.43%3.00%2.43%

ITWDrawdowns Chart


-40.00%-30.00%-20.00%-10.00%0.00%20122014201620182020
-1.45%

ITWWorst Drawdowns

The table below shows the maximum drawdowns of the Illinois Tool Works Inc.. A maximum drawdown is an indicator of risk. It shows a reduction in portfolio value from its maximum due to a series of losing trades.

The maximum drawdown since January 2010 for the {{portfolioName}} is 37.85%, recorded on Mar 23, 2020. It took 87 trading sessions for the portfolio to recover.


Depth
Start
To Bottom
Bottom
To Recover
End
Total
-37.85%Feb 21, 202022Mar 23, 202087Jul 27, 2020109
-32.32%Jan 29, 2018229Dec 24, 2018211Oct 25, 2019440
-31.42%Jul 8, 201161Oct 3, 2011143Apr 27, 2012204
-21.79%Apr 27, 201086Aug 26, 201079Dec 17, 2010165
-19.08%Apr 15, 201593Aug 25, 2015133Mar 7, 2016226
-15.42%Jan 12, 201019Feb 8, 201049Apr 20, 201068
-13.29%Apr 30, 201252Jul 12, 201225Aug 16, 201277
-10.65%Aug 21, 201437Oct 13, 201411Oct 28, 201448
-10.21%Nov 11, 202054Jan 29, 202130Mar 15, 202184
-9.77%Jun 9, 201613Jun 27, 20169Jul 11, 201622

ITWVolatility Chart

Current Illinois Tool Works Inc. volatility is 17.72%. The chart below displays rolling 10-day Close-to-Close volatility.


0.00%50.00%100.00%150.00%20122014201620182020
17.72%

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