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Illinois Tool Works Inc. (ITW)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Company Info

ISINUS4523081093
CUSIP452308109
SectorIndustrials
IndustrySpecialty Industrial Machinery

Highlights

Market Cap$74.82B
EPS$9.74
PE Ratio25.71
PEG Ratio2.67
Revenue (TTM)$16.11B
Gross Profit (TTM)$6.50B
EBITDA (TTM)$4.47B
Year Range$212.35 - $269.72
Target Price$251.34
Short %2.40%
Short Ratio4.30

Share Price Chart


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Illinois Tool Works Inc.

Popular comparisons: ITW vs. FAST, ITW vs. GWW, ITW vs. SPY, ITW vs. DCI, ITW vs. VOO, ITW vs. SCHD, ITW vs. VTI, ITW vs. APD, ITW vs. XLU, ITW vs. PH

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Illinois Tool Works Inc., comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


0.00%5.00%10.00%15.00%20.00%25.00%NovemberDecember2024FebruaryMarchApril
13.57%
18.82%
ITW (Illinois Tool Works Inc.)
Benchmark (^GSPC)

S&P 500

Returns By Period

Illinois Tool Works Inc. had a return of -4.07% year-to-date (YTD) and 8.18% in the last 12 months. Over the past 10 years, Illinois Tool Works Inc. had an annualized return of 14.09%, outperforming the S&P 500 benchmark which had an annualized return of 10.42%.


PeriodReturnBenchmark
Year-To-Date-4.07%5.05%
1 month-6.47%-4.27%
6 months13.57%18.82%
1 year8.18%21.22%
5 years (annualized)12.44%11.38%
10 years (annualized)14.09%10.42%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
2024-0.40%0.48%2.90%
2023-6.32%-2.69%8.07%8.72%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of ITW is 64, suggesting that the investment has average results relative to the market in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.

The Risk-Adjusted Performance Rank of ITW is 6464
Illinois Tool Works Inc.(ITW)
The Sharpe Ratio Rank of ITW is 6767Sharpe Ratio Rank
The Sortino Ratio Rank of ITW is 5858Sortino Ratio Rank
The Omega Ratio Rank of ITW is 5858Omega Ratio Rank
The Calmar Ratio Rank of ITW is 7474Calmar Ratio Rank
The Martin Ratio Rank of ITW is 6464Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for Illinois Tool Works Inc. (ITW) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


ITW
Sharpe ratio
The chart of Sharpe ratio for ITW, currently valued at 0.48, compared to the broader market-2.00-1.000.001.002.003.000.48
Sortino ratio
The chart of Sortino ratio for ITW, currently valued at 0.76, compared to the broader market-4.00-2.000.002.004.000.76
Omega ratio
The chart of Omega ratio for ITW, currently valued at 1.10, compared to the broader market0.501.001.501.10
Calmar ratio
The chart of Calmar ratio for ITW, currently valued at 0.56, compared to the broader market0.001.002.003.004.005.000.56
Martin ratio
The chart of Martin ratio for ITW, currently valued at 1.23, compared to the broader market0.0010.0020.0030.001.23
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 1.81, compared to the broader market-2.00-1.000.001.002.003.001.81
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 2.64, compared to the broader market-4.00-2.000.002.004.002.64
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.31, compared to the broader market0.501.001.501.32
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.38, compared to the broader market0.001.002.003.004.005.001.38
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 7.21, compared to the broader market0.0010.0020.0030.007.21

Sharpe Ratio

The current Illinois Tool Works Inc. Sharpe ratio is 0.48. A Sharpe ratio between 0 and 1.0 is considered sub-optimal.


Rolling 12-month Sharpe Ratio0.000.501.001.502.002.503.00NovemberDecember2024FebruaryMarchApril
0.48
1.81
ITW (Illinois Tool Works Inc.)
Benchmark (^GSPC)

Dividends

Dividend History

Illinois Tool Works Inc. granted a 2.20% dividend yield in the last twelve months. The annual payout for that period amounted to $5.51 per share.


PeriodTTM20232022202120202019201820172016201520142013
Dividend$5.51$5.42$5.06$4.72$4.42$4.14$3.56$2.86$2.40$2.07$1.81$1.60

Dividend yield

2.20%2.07%2.30%1.91%2.17%2.30%2.81%1.71%1.96%2.23%1.91%1.90%

Monthly Dividends

The table displays the monthly dividend distributions for Illinois Tool Works Inc.. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDec
2024$0.00$0.00$1.40
2023$0.00$0.00$1.31$0.00$0.00$1.31$0.00$0.00$1.40$0.00$0.00$1.40
2022$0.00$0.00$1.22$0.00$0.00$1.22$0.00$0.00$1.31$0.00$0.00$1.31
2021$0.00$0.00$1.14$0.00$0.00$1.14$0.00$0.00$1.22$0.00$0.00$1.22
2020$0.00$0.00$1.07$0.00$0.00$1.07$0.00$0.00$1.14$0.00$0.00$1.14
2019$0.00$0.00$1.00$0.00$0.00$1.00$0.00$0.00$1.07$0.00$0.00$1.07
2018$0.00$0.00$0.78$0.00$0.00$0.78$0.00$0.00$1.00$0.00$0.00$1.00
2017$0.00$0.00$0.65$0.00$0.00$0.65$0.00$0.00$0.78$0.00$0.00$0.78
2016$0.00$0.00$0.55$0.00$0.00$0.55$0.00$0.00$0.65$0.00$0.00$0.65
2015$0.00$0.00$0.49$0.00$0.00$0.49$0.00$0.00$0.55$0.00$0.00$0.55
2014$0.00$0.00$0.42$0.00$0.00$0.42$0.00$0.00$0.49$0.00$0.00$0.49
2013$0.38$0.00$0.00$0.38$0.00$0.00$0.42$0.00$0.00$0.42

Dividend Yield & Payout


Dividend Yield
5.0%10.0%15.0%2.2%
Illinois Tool Works Inc. has a dividend yield of 2.20%, which is quite average when compared to the overall market.
Payout Ratio
20.0%40.0%60.0%80.0%100.0%120.0%56.3%
Illinois Tool Works Inc. has a payout ratio of 56.34%, which is quite average when compared to the overall market. This suggests that Illinois Tool Works Inc. strikes a balance between reinvesting profits for growth and paying dividends to shareholders.

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-15.00%-10.00%-5.00%0.00%NovemberDecember2024FebruaryMarchApril
-7.05%
-4.64%
ITW (Illinois Tool Works Inc.)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the Illinois Tool Works Inc.. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the Illinois Tool Works Inc. was 54.90%, occurring on Mar 5, 2009. Recovery took 469 trading sessions.

The current Illinois Tool Works Inc. drawdown is 7.05%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-54.9%Oct 15, 2007350Mar 5, 2009469Jan 12, 2011819
-47.45%Aug 12, 198749Oct 20, 1987596Feb 28, 1990645
-38.34%Jul 1, 1999559Sep 21, 2001549Nov 25, 20031108
-37.85%Feb 21, 202022Mar 23, 202087Jul 27, 2020109
-36.7%May 15, 199883Sep 11, 1998112Feb 23, 1999195

Volatility

Volatility Chart

The current Illinois Tool Works Inc. volatility is 3.38%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%NovemberDecember2024FebruaryMarchApril
3.38%
3.30%
ITW (Illinois Tool Works Inc.)
Benchmark (^GSPC)

Financials

Financial Performance

The chart below illustrates the trends in the financial health of Illinois Tool Works Inc. over time, highlighting three key metrics: Total Revenue, Earnings Before Interest and Taxes (EBIT), and Net Income.

Annual
Quarterly

0.0

Income Statement


Income Statement
Balance Sheet
Cash Flow
Annual
Quarterly

TTM
Revenue

Total Revenue

0.00

Cost Of Revenue

0.00

Gross Profit

0.00
Operating Expenses

Selling, General & Admin Expenses

0.00

R&D Expenses

0.00

Total Operating Expenses

0.00
Income

Income Before Tax

0.00

Operating Income

0.00

EBIT

0.00

Earnings From Continuing Operations

0.00

Net Income

0.00

Income Tax Expense

0.00

Interest Expense

0.00

Other Non-Operating Income (Expenses)

0.00

Extraordinary Items

0.00

Discontinued Operations

0.00

Effect Of Accounting Charges

0.00

Non Recurring

0.00

Minority Interest

0.00

Other Items

0.00
Values in undefined except per share items