GWW vs. DOV

In the year-to-date period, GWW achieves a -3.62% return, which is significantly higher than DOV's -9.67% return. Over the past 10 years, GWW has outperformed DOV with an annualized return of 17.05%, while DOV has yielded a comparatively lower 11.98% annualized return.

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This table presents a comparison of risk-adjusted performance metrics for W.W. Grainger, Inc. (GWW) and Dover Corporation (DOV). 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 0.30, which is higher than the DOV Sharpe Ratio of -0.03. The chart below compares the historical Sharpe Ratios of GWW and DOV, 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 0.81%, less than DOV's 1.22% yield.

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

The current volatility for W.W. Grainger, Inc. (GWW) is 9.60%, while Dover Corporation (DOV) has a volatility of 16.66%. This indicates that GWW experiences smaller price fluctuations and is considered to be less risky than DOV 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 Dover 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.