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

Company Info

ISIN

US4523081093

CUSIP

452308109

Sector

Industrials

IPO Date

Nov 5, 1987

Highlights

Market Cap

$79.10B

EPS (TTM)

$11.55

PE Ratio

23.19

PEG Ratio

3.06

Total Revenue (TTM)

$15.95B

Gross Profit (TTM)

$6.98B

EBITDA (TTM)

$5.03B

Year Range

$230.29 - $279.13

Target Price

$263.89

Short %

1.93%

Short Ratio

6.06

Share Price Chart


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Compare to other instruments

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


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

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.


2,000.00%4,000.00%6,000.00%8,000.00%10,000.00%12,000.00%14,000.00%JulyAugustSeptemberOctoberNovemberDecember
12,894.28%
2,230.58%
ITW (Illinois Tool Works Inc.)
Benchmark (^GSPC)

Returns By Period

Illinois Tool Works Inc. had a return of 0.49% year-to-date (YTD) and 1.59% in the last 12 months. Over the past 10 years, Illinois Tool Works Inc. had an annualized return of 12.90%, outperforming the S&P 500 benchmark which had an annualized return of 11.06%.


ITW

YTD

0.49%

1M

-2.84%

6M

8.92%

1Y

1.59%

5Y*

10.05%

10Y*

12.90%

^GSPC (Benchmark)

YTD

24.34%

1M

0.23%

6M

8.53%

1Y

24.95%

5Y*

13.01%

10Y*

11.06%

Monthly Returns

The table below presents the monthly returns of ITW, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024-0.40%0.48%2.90%-9.03%-0.56%-1.81%4.36%2.39%4.10%-0.36%6.28%0.49%
20237.14%-1.22%4.99%-0.62%-9.59%14.98%5.26%-6.06%-6.32%-2.69%8.07%8.72%21.56%
2022-5.22%-7.52%-2.66%-5.87%5.56%-11.82%14.00%-6.22%-6.63%18.20%6.53%-2.57%-8.46%
2021-4.74%4.10%10.12%4.04%0.56%-3.05%1.39%2.73%-10.76%10.28%1.88%6.84%23.60%
2020-2.59%-4.11%-14.66%14.34%6.13%2.04%5.80%6.79%-1.62%1.38%7.76%-2.86%16.42%
20198.38%4.93%0.32%8.43%-10.27%8.72%2.27%-2.83%5.15%7.73%3.41%3.65%45.60%
20184.09%-7.04%-2.47%-9.35%1.18%-3.05%3.46%-3.10%2.33%-9.60%9.00%-8.16%-22.10%
20173.87%3.78%0.84%4.24%2.27%1.90%-1.77%-2.27%8.17%5.79%8.13%-0.96%38.92%
2016-2.82%4.64%9.28%2.03%1.44%-1.21%10.79%2.99%1.39%-5.23%10.22%-1.66%35.03%
2015-1.70%6.20%-1.24%-3.66%0.27%-1.66%-2.53%-5.52%-1.97%11.70%2.22%-0.80%0.13%
2014-6.20%4.60%-0.90%4.80%1.55%1.65%-5.93%7.09%-3.75%7.85%4.26%0.26%14.99%
20133.32%-2.12%-0.29%5.94%8.63%-0.81%4.15%-0.79%7.30%3.30%1.00%6.19%41.39%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of ITW is 52, indicating average performance compared to other stocks on our website. Here’s a breakdown of how it compares using common performance measures.


The Risk-Adjusted Performance Rank of ITW is 5252
Overall Rank
The Sharpe Ratio Rank of ITW is 5757
Sharpe Ratio Rank
The Sortino Ratio Rank of ITW is 4545
Sortino Ratio Rank
The Omega Ratio Rank of ITW is 4444
Omega Ratio Rank
The Calmar Ratio Rank of ITW is 6060
Calmar Ratio Rank
The Martin Ratio Rank of ITW is 5454
Martin 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.


Sharpe ratio
The chart of Sharpe ratio for ITW, currently valued at 0.20, compared to the broader market-4.00-2.000.002.000.202.10
The chart of Sortino ratio for ITW, currently valued at 0.39, compared to the broader market-4.00-2.000.002.004.000.392.80
The chart of Omega ratio for ITW, currently valued at 1.05, compared to the broader market0.501.001.502.001.051.39
The chart of Calmar ratio for ITW, currently valued at 0.24, compared to the broader market0.002.004.006.000.243.09
The chart of Martin ratio for ITW, currently valued at 0.49, compared to the broader market-5.000.005.0010.0015.0020.0025.000.4913.49
ITW
^GSPC

The current Illinois Tool Works Inc. Sharpe ratio is 0.20. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of Illinois Tool Works Inc. with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio0.001.002.003.00JulyAugustSeptemberOctoberNovemberDecember
0.20
2.10
ITW (Illinois Tool Works Inc.)
Benchmark (^GSPC)

Dividends

Dividend History

Illinois Tool Works Inc. provided a 2.20% dividend yield over the last twelve months, with an annual payout of $5.70 per share. The company has been increasing its dividends for 28 consecutive years, earning it the status of a dividend aristocrat.


1.80%2.00%2.20%2.40%2.60%2.80%$0.00$1.00$2.00$3.00$4.00$5.0020132014201520162017201820192020202120222023
Dividends
Dividend Yield
PeriodTTM20232022202120202019201820172016201520142013
Dividend$5.70$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.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024$0.00$0.00$1.40$0.00$0.00$1.40$0.00$0.00$1.50$0.00$0.00$0.00$4.30
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$5.42
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$5.06
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$4.72
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$4.42
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$4.14
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$3.56
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$2.86
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$2.40
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$2.07
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$1.81
2013$0.38$0.00$0.00$0.38$0.00$0.00$0.42$0.00$0.00$0.42$1.60

Dividend Yield & Payout


Dividend Yield
5.0%10.0%15.0%20.0%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
200.0%400.0%600.0%800.0%51.3%
Illinois Tool Works Inc. has a payout ratio of 51.28%, 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. Drawdowns are calculated considering price movements and all distributions paid, if any.


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-7.07%
-2.62%
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 7.07%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-54.9%Oct 15, 2007350Mar 5, 2009469Jan 12, 2011819
-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
-32.32%Jan 29, 2018229Dec 24, 2018211Oct 25, 2019440

Volatility

Volatility Chart

The current Illinois Tool Works Inc. volatility is 4.02%, 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%7.00%JulyAugustSeptemberOctoberNovemberDecember
4.02%
3.79%
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

Valuation

The Valuation section provides an assessment of the market value of Illinois Tool Works Inc. compared to its peers in the Specialty Industrial Machinery industry.


PE Ratio
50.0100.0150.0200.023.2
The chart displays the price to earnings (P/E) ratio for ITW in comparison to other companies of the Specialty Industrial Machinery industry. Currently, ITW has a PE value of 23.2. This PE ratio falls in the average range for the industry.
PEG Ratio
-3,000.0-2,500.0-2,000.0-1,500.0-1,000.0-500.00.03.1
The chart displays the price to earnings to growth (PEG) ratio for ITW in comparison to other companies of the Specialty Industrial Machinery industry. Currently, ITW has a PEG value of 3.1. This PEG ratio is much higher than those of other companies of the industry. This might be an indicator of the company being overvalued.

Historical P/E Ratio Chart

The chart below displays the historical trend of the price-to-earnings (P/E) ratio for Illinois Tool Works Inc..


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Income Statement



TTM
Revenue

Total Revenue

Cost Of Revenue

Gross Profit

Operating Expenses

Selling, General & Admin Expenses

R&D Expenses

Depreciation And Amortization

Total Operating Expenses

Income

Income Before Tax

Operating Income

EBITDA

EBIT

Earnings From Continuing Operations

Net Income

Income Tax Expense

Other Non-Operating Income (Expenses)

Extraordinary Items

Discontinued Operations

Effect Of Accounting Charges

Non Recurring

Minority Interest

Other Items

Interest Income

Interest Expense

Net Interest Income

Values in undefined except per share items
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The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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