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CDUAF vs. ITW
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

CDUAF vs. ITW - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Canadian Utilities Limited (CDUAF) and Illinois Tool Works Inc. (ITW). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, CDUAF achieves a 21.00% return, which is significantly higher than ITW's 5.18% return. Over the past 10 years, CDUAF has underperformed ITW with an annualized return of 7.46%, while ITW has yielded a comparatively higher 11.91% annualized return.


CDUAF

1D
-0.18%
1M
4.41%
YTD
21.00%
6M
24.57%
1Y
38.10%
3Y*
17.71%
5Y*
10.10%
10Y*
7.46%

ITW

1D
1.17%
1M
2.93%
YTD
5.18%
6M
1.05%
1Y
7.29%
3Y*
4.14%
5Y*
4.45%
10Y*
11.91%
*Multi-year figures are annualized to reflect compound growth (CAGR)

CDUAF vs. ITW - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
CDUAF
Canadian Utilities Limited
21.00%35.10%6.34%-6.25%-1.87%25.16%-14.69%37.49%-19.67%15.55%
ITW
Illinois Tool Works Inc.
5.18%-0.43%-0.97%21.56%-8.46%23.60%16.42%45.60%-22.10%38.92%

Correlation

The correlation between CDUAF and ITW is 0.01, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.01

Correlation (3Y)
Calculated over the trailing 3-year period

0.09

Correlation (5Y)
Calculated over the trailing 5-year period

0.18

Correlation (10Y)
Calculated over the trailing 10-year period

0.18

Correlation (All Time)
Calculated using the full available price history since Jul 16, 2007

0.15

The correlation between CDUAF and ITW shifts across timeframes, from 0.01 (1 year) to 0.18 (5 years), reflecting how their relationship changes across market environments.

Fundamentals

EPS

CDUAF:

CA$0.29

ITW:

$14.33

PE Ratio

CDUAF:

177.34

ITW:

17.96

PS Ratio

CDUAF:

4.05

ITW:

3.47

Total Revenue (TTM)

CDUAF:

CA$3.46B

ITW:

$16.22B

Gross Profit (TTM)

CDUAF:

CA$1.39B

ITW:

$7.16B

EBITDA (TTM)

CDUAF:

CA$1.76B

ITW:

$4.61B

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Return for Risk

CDUAF vs. ITW — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

CDUAF
CDUAF Risk / Return Rank: 9393
Overall Rank
CDUAF Sharpe Ratio Rank: 9292
Sharpe Ratio Rank
CDUAF Sortino Ratio Rank: 9292
Sortino Ratio Rank
CDUAF Omega Ratio Rank: 9292
Omega Ratio Rank
CDUAF Calmar Ratio Rank: 9696
Calmar Ratio Rank
CDUAF Martin Ratio Rank: 9595
Martin Ratio Rank

ITW
ITW Risk / Return Rank: 5151
Overall Rank
ITW Sharpe Ratio Rank: 5555
Sharpe Ratio Rank
ITW Sortino Ratio Rank: 4848
Sortino Ratio Rank
ITW Omega Ratio Rank: 4747
Omega Ratio Rank
ITW Calmar Ratio Rank: 5353
Calmar Ratio Rank
ITW Martin Ratio Rank: 5454
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

CDUAF vs. ITW - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Canadian Utilities Limited (CDUAF) and Illinois Tool Works Inc. (ITW). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


CDUAFITWDifference
Sharpe ratioReturn per unit of total volatility

+2.03

Sortino ratioReturn per unit of downside risk

+2.58

Omega ratioGain probability vs. loss probability

1.46

1.08

+0.38

Calmar ratioReturn relative to maximum drawdown

7.16

0.42

+6.74

Martin ratioReturn relative to average drawdown

17.76

0.92

+16.84

CDUAF vs. ITW - Sharpe Ratio Comparison

The current CDUAF Sharpe Ratio is 2.39, which is higher than the ITW Sharpe Ratio of 0.36. The chart below compares the historical Sharpe Ratios of CDUAF and ITW, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

CDUAF vs. ITW - Drawdown Comparison

The maximum CDUAF drawdown since its inception was -71.22%, which is greater than ITW's maximum drawdown of -54.90%. Use the drawdown chart below to compare losses from any high point for CDUAF and ITW.


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Drawdown Indicators


CDUAFITWDifference

Max Drawdown

Largest peak-to-trough decline

-71.22%

-54.90%

-16.32%

Max Drawdown (1Y)

Largest decline over 1 year

-5.35%

-17.44%

+12.09%

Max Drawdown (3Y)

Largest decline over 3 years

-20.91%

-20.63%

-0.28%

Max Drawdown (5Y)

Largest decline over 5 years

-31.94%

-28.05%

-3.89%

Max Drawdown (10Y)

Largest decline over 10 years

-41.92%

-37.85%

-4.07%

Current Drawdown

Current decline from peak

-16.18%

-13.53%

-2.65%

Average Drawdown

Average peak-to-trough decline

-39.86%

-9.84%

-30.02%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.15%

7.95%

-5.80%

Volatility

CDUAF vs. ITW - Volatility Comparison

Canadian Utilities Limited (CDUAF) has a higher volatility of 6.26% compared to Illinois Tool Works Inc. (ITW) at 4.87%. This indicates that CDUAF's price experiences larger fluctuations and is considered to be riskier than ITW based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CDUAFITWDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.26%

4.87%

+1.39%

Volatility (6M)

Calculated over the trailing 6-month period

11.73%

15.90%

-4.17%

Volatility (1Y)

Calculated over the trailing 1-year period

16.06%

20.53%

-4.47%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.07%

21.13%

-2.06%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

25.58%

23.82%

+1.76%

Dividends

CDUAF vs. ITW - Dividend Comparison

CDUAF's dividend yield for the trailing twelve months is around 3.62%, more than ITW's 2.46% yield.


PositionTTM20252024202320222021202020192018201720162015
CDUAF
Canadian Utilities Limited
3.62%4.21%5.47%6.05%5.03%4.85%5.32%4.24%4.49%4.82%4.82%5.11%
ITW
Illinois Tool Works Inc.
2.46%2.53%2.29%2.07%2.30%1.91%2.17%2.30%2.81%1.71%1.96%2.23%

Financials

CDUAF vs. ITW - Financials Comparison

This section allows you to compare key financial metrics between Canadian Utilities Limited and Illinois Tool Works Inc.. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


1.00B2.00B3.00B4.00B20222023202420252026
1.08B
4.02B
(CDUAF) Total Revenue
(ITW) Total Revenue
Please note, different currencies. CDUAF values in CAD, ITW values in USD

CDUAF vs. ITW - Profitability Comparison

The chart below illustrates the profitability comparison between Canadian Utilities Limited and Illinois Tool Works Inc. over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

-20.0%0.0%20.0%40.0%60.0%80.0%20222023202420252026
70.2%
43.8%
Portfolio components
CDUAF - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Canadian Utilities Limited reported a gross profit of 761.00M and revenue of 1.08B. Therefore, the gross margin over that period was 70.2%.

ITW - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Illinois Tool Works Inc. reported a gross profit of 1.76B and revenue of 4.02B. Therefore, the gross margin over that period was 43.8%.

CDUAF - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Canadian Utilities Limited reported an operating income of 393.00M and revenue of 1.08B, resulting in an operating margin of 36.3%.

ITW - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Illinois Tool Works Inc. reported an operating income of 1.02B and revenue of 4.02B, resulting in an operating margin of 25.4%.

CDUAF - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Canadian Utilities Limited reported a net income of 224.00M and revenue of 1.08B, resulting in a net margin of 20.7%.

ITW - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Illinois Tool Works Inc. reported a net income of 768.00M and revenue of 4.02B, resulting in a net margin of 19.1%.


Frequently Asked Questions


CDUAF and ITW have a correlation of 0.01, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

CDUAF has higher volatility (6.26%) compared to ITW (4.87%). In terms of maximum drawdown, CDUAF dropped -71.22% vs ITW's -54.90%.

CDUAF currently has the higher Sharpe Ratio (2.39 vs 0.36), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

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