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Illinois Tool Works Inc.

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

ITWPrice Chart


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ITWPerformance

The chart shows the growth of $10,000 invested in Illinois Tool Works Inc. on Jan 5, 2010 and compares it to the S&P 500 index or another benchmark. It would be worth nearly $60,969 for a total return of roughly 509.69%. All prices are adjusted for splits and dividends.


ITW (Illinois Tool Works Inc.)
Benchmark (S&P 500)

ITWReturns in periods

Returns over 1 year are annualized

PeriodReturn
1M3.54%
6M2.10%
YTD11.36%
1Y12.43%
5Y16.77%
10Y20.08%

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 0.64. A Sharpe ratio between 0 and 1.0 is considered sub-optimal.

The chart below displays rolling 12-month Sharpe Ratio.


ITW (Illinois Tool Works Inc.)
Benchmark (S&P 500)

ITWDividends

Illinois Tool Works Inc. granted a 2.08% dividend yield in the last twelve months, as of Oct 22, 2021. The annual payout for that period amounted to $4.64 per share.


PeriodTTM20202019201820172016201520142013201220112010
Dividend$4.64$4.42$4.14$3.56$2.86$2.40$2.07$1.81$1.60$1.48$1.40$1.30

Dividend yield

2.08%2.17%2.30%2.81%1.71%1.96%2.23%1.91%1.90%2.43%3.00%2.43%

ITWDrawdowns Chart

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


ITW (Illinois Tool Works Inc.)
Benchmark (S&P 500)

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 Illinois Tool Works Inc. 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
-12.63%May 11, 2021100Sep 30, 2021
-10.65%Aug 21, 201437Oct 13, 201411Oct 28, 201448
-10.21%Nov 11, 202054Jan 29, 202130Mar 15, 202184

ITWVolatility Chart

Current Illinois Tool Works Inc. volatility is 20.07%. The chart below shows the rolling 10-day volatility. Volatility is a statistical measure showing how big price swings are in either direction. The higher asset volatility, the riskier it is, because the price movements are less predictable.


ITW (Illinois Tool Works Inc.)
Benchmark (S&P 500)

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