PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
FAST vs. ITW
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between FAST and ITW is 0.42, 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.


-0.50.00.51.00.4

Performance

FAST vs. ITW - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fastenal Company (FAST) and Illinois Tool Works Inc. (ITW). The values are adjusted to include any dividend payments, if applicable.

10,000.00%20,000.00%30,000.00%40,000.00%JulyAugustSeptemberOctoberNovemberDecember
38,328.35%
7,931.40%
FAST
ITW

Key characteristics

Sharpe Ratio

FAST:

0.79

ITW:

0.20

Sortino Ratio

FAST:

1.40

ITW:

0.39

Omega Ratio

FAST:

1.18

ITW:

1.05

Calmar Ratio

FAST:

0.90

ITW:

0.24

Martin Ratio

FAST:

1.81

ITW:

0.49

Ulcer Index

FAST:

10.15%

ITW:

6.32%

Daily Std Dev

FAST:

23.38%

ITW:

15.50%

Max Drawdown

FAST:

-63.43%

ITW:

-54.90%

Current Drawdown

FAST:

-11.30%

ITW:

-7.07%

Fundamentals

Market Cap

FAST:

$44.48B

ITW:

$79.10B

EPS

FAST:

$2.01

ITW:

$11.55

PE Ratio

FAST:

38.63

ITW:

23.19

PEG Ratio

FAST:

4.28

ITW:

3.06

Total Revenue (TTM)

FAST:

$7.48B

ITW:

$15.95B

Gross Profit (TTM)

FAST:

$3.26B

ITW:

$6.98B

EBITDA (TTM)

FAST:

$1.69B

ITW:

$5.03B

Returns By Period

In the year-to-date period, FAST achieves a 18.12% return, which is significantly higher than ITW's 0.49% return. Over the past 10 years, FAST has outperformed ITW with an annualized return of 15.20%, while ITW has yielded a comparatively lower 12.90% annualized return.


FAST

YTD

18.12%

1M

-8.56%

6M

15.76%

1Y

17.54%

5Y*

18.16%

10Y*

15.20%

ITW

YTD

0.49%

1M

-2.84%

6M

8.92%

1Y

1.59%

5Y*

10.05%

10Y*

12.90%

Compare stocks, funds, or ETFs

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


Risk-Adjusted Performance

FAST vs. ITW - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Fastenal Company (FAST) 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.


Sharpe ratio
The chart of Sharpe ratio for FAST, currently valued at 0.79, compared to the broader market-4.00-2.000.002.000.790.20
The chart of Sortino ratio for FAST, currently valued at 1.40, compared to the broader market-4.00-2.000.002.004.001.400.39
The chart of Omega ratio for FAST, currently valued at 1.18, compared to the broader market0.501.001.502.001.181.05
The chart of Calmar ratio for FAST, currently valued at 0.90, compared to the broader market0.002.004.006.000.900.24
The chart of Martin ratio for FAST, currently valued at 1.81, compared to the broader market-5.000.005.0010.0015.0020.0025.001.810.49
FAST
ITW

The current FAST Sharpe Ratio is 0.79, which is higher than the ITW Sharpe Ratio of 0.20. The chart below compares the historical Sharpe Ratios of FAST and ITW, 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 Ratio0.000.501.001.502.00JulyAugustSeptemberOctoberNovemberDecember
0.79
0.20
FAST
ITW

Dividends

FAST vs. ITW - Dividend Comparison

FAST's dividend yield for the trailing twelve months is around 2.09%, less than ITW's 2.20% yield.


TTM20232022202120202019201820172016201520142013
FAST
Fastenal Company
2.09%2.75%2.62%1.75%2.87%2.35%2.95%2.34%2.55%2.74%2.10%1.68%
ITW
Illinois Tool Works Inc.
2.20%2.07%2.30%1.91%2.17%2.30%2.81%1.71%1.96%2.23%1.91%1.90%

Drawdowns

FAST vs. ITW - Drawdown Comparison

The maximum FAST drawdown since its inception was -63.43%, which is greater than ITW's maximum drawdown of -54.90%. Use the drawdown chart below to compare losses from any high point for FAST and ITW. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-11.30%
-7.07%
FAST
ITW

Volatility

FAST vs. ITW - Volatility Comparison

Fastenal Company (FAST) has a higher volatility of 4.74% compared to Illinois Tool Works Inc. (ITW) at 4.02%. This indicates that FAST's price experiences larger fluctuations and is considered to be riskier than ITW based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%JulyAugustSeptemberOctoberNovemberDecember
4.74%
4.02%
FAST
ITW

Financials

FAST vs. ITW - Financials Comparison

This section allows you to compare key financial metrics between Fastenal Company 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.


Quarterly
Annual

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


Values in USD except per share items
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


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.

Copyright © 2024 PortfoliosLab