DOV vs. GWW

In the year-to-date period, DOV achieves a -9.67% return, which is significantly lower than GWW's -3.62% return. Over the past 10 years, DOV has underperformed GWW with an annualized return of 11.86%, while GWW has yielded a comparatively higher 17.02% annualized return.

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

This table presents a comparison of risk-adjusted performance metrics for Dover Corporation (DOV) 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 DOV Sharpe Ratio is -0.03, which is lower than the GWW Sharpe Ratio of 0.30. The chart below compares the historical Sharpe Ratios of DOV 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.

DOV's dividend yield for the trailing twelve months is around 1.22%, more than GWW's 0.81% yield.

The maximum DOV drawdown since its inception was -59.48%, roughly equal to the maximum GWW drawdown of -56.74%. Use the drawdown chart below to compare losses from any high point for DOV and GWW. For additional features, visit the drawdowns tool.

Dover Corporation (DOV) has a higher volatility of 16.66% compared to W.W. Grainger, Inc. (GWW) at 9.60%. This indicates that DOV'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 Dover 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.