CTAS vs. GWW
CTAS (Cintas Corporation) and GWW (W.W. Grainger, Inc.) are both stocks. Both are in the Industrials sector — CTAS in Specialty Business Services, GWW in Industrial Distribution. Over the past 10 years, CTAS returned 23.95%/yr vs 22.21%/yr for GWW. Their 0.39 correlation means their historical movements had little consistent relationship.
Performance
CTAS vs. GWW - Performance Comparison
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Returns By Period
In the year-to-date period, CTAS achieves a 9.35% return, which is significantly lower than GWW's 37.52% return. Over the past 10 years, CTAS has outperformed GWW with an annualized return of 23.95%, while GWW has yielded a comparatively lower 22.21% annualized return.
CTAS
- 1D
- -1.04%
- 1M
- 12.82%
- 6M
- 7.46%
- YTD
- 9.35%
- 1Y
- -6.74%
- 3Y*
- 18.61%
- 5Y*
- 16.82%
- 10Y*
- 23.95%
- ALL TIME*
- 16.34%
GWW
- 1D
- 1.97%
- 1M
- 2.92%
- 6M
- 28.49%
- YTD
- 37.52%
- 1Y
- 49.53%
- 3Y*
- 25.05%
- 5Y*
- 26.76%
- 10Y*
- 22.21%
- ALL TIME*
- 15.18%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $538.80M | $519.54M | $423.07M | |
| $387.12M | $359.88M | $405.44M |
CTAS vs. GWW - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
CTAS Cintas Corporation | 9.35% | 3.78% | 22.24% | 34.82% | 2.97% | 26.51% | 32.74% | 61.73% | 9.04% | 36.32% |
GWW W.W. Grainger, Inc. | 37.52% | -3.41% | 28.21% | 50.53% | 8.75% | 28.80% | 22.85% | 22.25% | 21.69% | 4.35% |
Correlation
The correlation between CTAS and GWW is 0.34, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.34 |
Correlation (3Y) Balances recent behavior with more history. | 0.46 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.53 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.48 |
Correlation (All Time) Calculated using the full available price history since Mar 26, 1990 | 0.39 |
The correlation between CTAS and GWW shifts across timeframes, from 0.34 (1 year) to 0.53 (5 years), reflecting how their relationship changes across market environments.
Fundamentals
CTAS:
$81.89B
GWW:
$65.26B
CTAS:
$4.92
GWW:
$37.36
CTAS:
41.61
GWW:
37.00
CTAS:
3.04
GWW:
2.14
CTAS:
7.39
GWW:
3.59
CTAS:
16.10
GWW:
16.67
CTAS:
$11.26B
GWW:
$18.38B
CTAS:
$5.71B
GWW:
$7.20B
CTAS:
$2.99B
GWW:
$2.82B
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Return for Risk
CTAS vs. GWW — Risk / Return Rank
CTAS
GWW
CTAS vs. GWW - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Cintas Corporation (CTAS) and W.W. Grainger, Inc. (GWW). 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.
| CTAS | GWW | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.66 | ||
| Sortino ratioReturn per unit of downside risk | -2.15 | ||
| Omega ratioGain probability vs. loss probability | 0.97 | 1.27 | -0.30 |
| Calmar ratioReturn relative to maximum drawdown | -0.26 | 2.57 | -2.83 |
| Martin ratioReturn relative to average drawdown | -0.43 | 6.73 | -7.16 |
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Drawdowns
CTAS vs. GWW - Drawdown Comparison
The maximum CTAS drawdown since its inception was -65.32%, which is greater than GWW's maximum drawdown of -56.73%. Use the drawdown chart below to compare losses from any high point for CTAS and GWW.
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Drawdown Indicators
| CTAS | GWW | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -65.32% | -56.73% | -8.59% |
Max Drawdown (1Y)Largest decline over 1 year | -27.23% | -13.35% | -13.88% |
Max Drawdown (3Y)Largest decline over 3 years | -27.68% | -24.50% | -3.18% |
Max Drawdown (5Y)Largest decline over 5 years | -27.68% | -24.50% | -3.18% |
Max Drawdown (10Y)Largest decline over 10 years | -48.38% | -41.60% | -6.78% |
Current DrawdownCurrent decline from peak | -9.26% | -1.41% | -7.85% |
Average DrawdownAverage peak-to-trough decline | -15.05% | -10.98% | -4.07% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 16.90% | 5.68% | +11.22% |
Volatility
CTAS vs. GWW - Volatility Comparison
Cintas Corporation (CTAS) has a higher volatility of 11.44% compared to W.W. Grainger, Inc. (GWW) at 6.07%. This indicates that CTAS's price experiences larger fluctuations and is considered to be riskier than GWW based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| CTAS | GWW | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 11.44% | 6.07% | +5.37% |
Volatility (6M)Calculated over the trailing 6-month period | 19.68% | 18.19% | +1.49% |
Volatility (1Y)Calculated over the trailing 1-year period | 23.28% | 25.43% | -2.15% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 23.01% | 24.72% | -1.71% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 26.79% | 28.53% | -1.74% |
Dividends
CTAS vs. GWW - Dividend Comparison
CTAS's dividend yield for the trailing twelve months is around 0.88%, more than GWW's 0.67% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CTAS Cintas Corporation | 0.88% | 0.89% | 0.80% | 0.83% | 0.93% | 0.77% | 0.99% | 0.95% | 1.22% | 1.04% | 1.15% | 1.15% |
GWW W.W. Grainger, Inc. | 0.67% | 0.88% | 0.76% | 0.88% | 1.22% | 1.23% | 1.45% | 1.68% | 1.90% | 2.14% | 2.08% | 2.27% |
Financials
CTAS vs. GWW - Financials Comparison
This section allows you to compare key financial metrics between Cintas Corporation and W.W. Grainger, 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.
Total Revenue: Total amount of money received from sales and other business activities
CTAS vs. GWW - Profitability Comparison
CTAS - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Aug 2026, Cintas Corporation reported a gross profit of 1.48B and revenue of 2.91B. Therefore, the gross margin over that period was 51.0%.
GWW - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Aug 2026, W.W. Grainger, Inc. reported a gross profit of 1.90B and revenue of 4.74B. Therefore, the gross margin over that period was 40.0%.
CTAS - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Aug 2026, Cintas Corporation reported an operating income of 673.04M and revenue of 2.91B, resulting in an operating margin of 23.2%.
GWW - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Aug 2026, W.W. Grainger, Inc. reported an operating income of 793.00M and revenue of 4.74B, resulting in an operating margin of 16.7%.
CTAS - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Aug 2026, Cintas Corporation reported a net income of 510.99M and revenue of 2.91B, resulting in a net margin of 17.6%.
GWW - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Aug 2026, W.W. Grainger, Inc. reported a net income of 555.00M and revenue of 4.74B, resulting in a net margin of 11.7%.
Frequently Asked Questions
CTAS and GWW have a correlation of 0.34, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
CTAS has higher volatility (11.44%) compared to GWW (6.07%). In terms of maximum drawdown, CTAS dropped -65.32% vs GWW's -56.73%.
GWW currently has the higher Sharpe Ratio (1.35 vs -0.31), 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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