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DOV vs. GWW
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between DOV and GWW is 0.46, 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.


-0.50.00.51.00.5

Performance

DOV vs. GWW - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Dover Corporation (DOV) and W.W. Grainger, Inc. (GWW). The values are adjusted to include any dividend payments, if applicable.

10,000.00%15,000.00%20,000.00%25,000.00%JulyAugustSeptemberOctoberNovemberDecember
6,832.31%
22,334.61%
DOV
GWW

Key characteristics

Sharpe Ratio

DOV:

1.20

GWW:

1.45

Sortino Ratio

DOV:

1.93

GWW:

2.25

Omega Ratio

DOV:

1.23

GWW:

1.28

Calmar Ratio

DOV:

1.32

GWW:

2.17

Martin Ratio

DOV:

7.11

GWW:

5.24

Ulcer Index

DOV:

3.47%

GWW:

5.98%

Daily Std Dev

DOV:

20.60%

GWW:

21.57%

Max Drawdown

DOV:

-59.48%

GWW:

-56.74%

Current Drawdown

DOV:

-8.28%

GWW:

-11.42%

Fundamentals

Market Cap

DOV:

$26.96B

GWW:

$54.56B

EPS

DOV:

$11.01

GWW:

$36.93

PE Ratio

DOV:

17.85

GWW:

30.34

PEG Ratio

DOV:

1.39

GWW:

2.83

Total Revenue (TTM)

DOV:

$8.36B

GWW:

$16.93B

Gross Profit (TTM)

DOV:

$3.15B

GWW:

$6.65B

EBITDA (TTM)

DOV:

$2.34B

GWW:

$2.82B

Returns By Period

In the year-to-date period, DOV achieves a 24.23% return, which is significantly lower than GWW's 31.55% return. Over the past 10 years, DOV has underperformed GWW with an annualized return of 13.49%, while GWW has yielded a comparatively higher 17.42% annualized return.


DOV

YTD

24.23%

1M

-4.69%

6M

3.63%

1Y

26.56%

5Y*

12.06%

10Y*

13.49%

GWW

YTD

31.55%

1M

-7.72%

6M

18.62%

1Y

33.60%

5Y*

27.93%

10Y*

17.42%

Compare stocks, funds, or ETFs

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Risk-Adjusted Performance

DOV vs. GWW - Risk-Adjusted Performance Comparison

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.


Sharpe ratio
The chart of Sharpe ratio for DOV, currently valued at 1.20, compared to the broader market-4.00-2.000.002.001.201.45
The chart of Sortino ratio for DOV, currently valued at 1.93, compared to the broader market-4.00-2.000.002.004.001.932.25
The chart of Omega ratio for DOV, currently valued at 1.23, compared to the broader market0.501.001.502.001.231.28
The chart of Calmar ratio for DOV, currently valued at 1.32, compared to the broader market0.002.004.006.001.322.17
The chart of Martin ratio for DOV, currently valued at 7.11, compared to the broader market0.0010.0020.007.115.24
DOV
GWW

The current DOV Sharpe Ratio is 1.20, which is comparable to the GWW Sharpe Ratio of 1.45. 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.


Rolling 12-month Sharpe Ratio1.001.502.002.503.00JulyAugustSeptemberOctoberNovemberDecember
1.20
1.45
DOV
GWW

Dividends

DOV vs. GWW - Dividend Comparison

DOV's dividend yield for the trailing twelve months is around 1.09%, more than GWW's 0.74% yield.


TTM20232022202120202019201820172016201520142013
DOV
Dover Corporation
1.09%1.33%1.49%1.10%1.57%1.68%2.02%0.00%0.00%0.00%0.00%0.00%
GWW
W.W. Grainger, Inc.
0.74%0.88%1.22%1.23%1.45%1.68%1.90%2.14%2.08%2.27%1.64%1.41%

Drawdowns

DOV vs. GWW - Drawdown Comparison

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.


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-8.28%
-11.42%
DOV
GWW

Volatility

DOV vs. GWW - Volatility Comparison

Dover Corporation (DOV) has a higher volatility of 5.19% compared to W.W. Grainger, Inc. (GWW) at 4.36%. 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.


3.00%4.00%5.00%6.00%7.00%8.00%9.00%10.00%JulyAugustSeptemberOctoberNovemberDecember
5.19%
4.36%
DOV
GWW

Financials

DOV vs. GWW - Financials Comparison

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.


Quarterly
Annual

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


Values in USD except per share items
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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