CTAS vs. GWW

In the year-to-date period, CTAS achieves a 14.28% return, which is significantly higher than GWW's -3.62% return. Over the past 10 years, CTAS has outperformed GWW with an annualized return of 27.57%, while GWW has yielded a comparatively lower 17.05% annualized return.

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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.

The current CTAS Sharpe Ratio is 1.04, which is higher than the GWW Sharpe Ratio of 0.30. The chart below compares the historical Sharpe Ratios of CTAS and GWW, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

CTAS's dividend yield for the trailing twelve months is around 0.72%, less than GWW's 0.81% yield.

The maximum CTAS drawdown since its inception was -65.32%, which is greater than GWW's maximum drawdown of -56.74%. Use the drawdown chart below to compare losses from any high point for CTAS and GWW. For additional features, visit the drawdowns tool.

Cintas Corporation (CTAS) has a higher volatility of 12.05% compared to W.W. Grainger, Inc. (GWW) at 9.60%. 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.

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.