DCI vs. ITW
Compare and contrast key facts about Donaldson Company, Inc. (DCI) and Illinois Tool Works Inc. (ITW).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: DCI or ITW.
Key characteristics
| DCI | ITW | |
|---|---|---|
| YTD Return | 19.14% | 5.96% |
| 1Y Return | 31.87% | 21.85% |
| 3Y Return (Ann) | 9.58% | 7.82% |
| 5Y Return (Ann) | 8.28% | 11.72% |
| 10Y Return (Ann) | 7.81% | 14.00% |
| Sharpe Ratio | 1.81 | 1.38 |
| Sortino Ratio | 2.56 | 1.99 |
| Omega Ratio | 1.31 | 1.24 |
| Calmar Ratio | 2.73 | 1.67 |
| Martin Ratio | 11.36 | 3.42 |
| Ulcer Index | 2.92% | 6.25% |
| Daily Std Dev | 18.29% | 15.50% |
| Max Drawdown | -56.90% | -54.90% |
| Current Drawdown | -0.13% | -0.93% |
Fundamentals
| DCI | ITW | |
|---|---|---|
| Market Cap | $9.23B | $81.35B |
| EPS | $3.38 | $11.96 |
| PE Ratio | 22.80 | 23.03 |
| PEG Ratio | 2.45 | 3.07 |
| Total Revenue (TTM) | $2.74B | $15.95B |
| Gross Profit (TTM) | $965.80M | $6.98B |
| EBITDA (TTM) | $493.60M | $5.02B |
Correlation
The correlation between DCI and ITW is 0.45, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
DCI vs. ITW - Performance Comparison
In the year-to-date period, DCI achieves a 19.14% return, which is significantly higher than ITW's 5.96% return. Over the past 10 years, DCI has underperformed ITW with an annualized return of 7.81%, while ITW has yielded a comparatively higher 14.00% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
DCI vs. ITW - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Donaldson Company, Inc. (DCI) 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.
Dividends
DCI vs. ITW - Dividend Comparison
DCI's dividend yield for the trailing twelve months is around 1.35%, less than ITW's 2.09% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DCI Donaldson Company, Inc. | 1.35% | 1.50% | 1.55% | 1.47% | 1.50% | 1.42% | 1.73% | 1.45% | 1.65% | 2.36% | 1.64% | 1.15% |
ITW Illinois Tool Works Inc. | 2.09% | 2.07% | 2.30% | 1.91% | 2.17% | 2.30% | 2.81% | 1.71% | 1.96% | 2.23% | 1.91% | 1.90% |
Drawdowns
DCI vs. ITW - Drawdown Comparison
The maximum DCI drawdown since its inception was -56.90%, roughly equal to the maximum ITW drawdown of -54.90%. Use the drawdown chart below to compare losses from any high point for DCI and ITW. For additional features, visit the drawdowns tool.
Volatility
DCI vs. ITW - Volatility Comparison
The current volatility for Donaldson Company, Inc. (DCI) is 4.72%, while Illinois Tool Works Inc. (ITW) has a volatility of 5.55%. This indicates that DCI experiences smaller price fluctuations and is considered to be less risky than ITW based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Financials
DCI vs. ITW - Financials Comparison
This section allows you to compare key financial metrics between Donaldson Company, Inc. 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.
Total Revenue: Total amount of money received from sales and other business activities