GWW vs. CTAS

In the year-to-date period, GWW achieves a -3.12% return, which is significantly lower than CTAS's 15.02% return. Over the past 10 years, GWW has underperformed CTAS with an annualized return of 17.10%, while CTAS has yielded a comparatively higher 27.63% annualized return.

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This table presents a comparison of risk-adjusted performance metrics for W.W. Grainger, Inc. (GWW) and Cintas Corporation (CTAS). 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 GWW Sharpe Ratio is 0.40, which is lower than the CTAS Sharpe Ratio of 1.08. The chart below compares the historical Sharpe Ratios of GWW and CTAS, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

GWW's dividend yield for the trailing twelve months is around 0.80%, more than CTAS's 0.72% yield.

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

The current volatility for W.W. Grainger, Inc. (GWW) is 9.58%, while Cintas Corporation (CTAS) has a volatility of 13.24%. This indicates that GWW experiences smaller price fluctuations and is considered to be less risky than CTAS 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 W.W. Grainger, Inc. and Cintas Corporation. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.