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

Correlation

The correlation between GWW and ETN 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

GWW vs. ETN - Performance Comparison

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

18,000.00%20,000.00%22,000.00%24,000.00%26,000.00%28,000.00%30,000.00%JulyAugustSeptemberOctoberNovemberDecember
26,722.16%
23,227.77%
GWW
ETN

Key characteristics

Sharpe Ratio

GWW:

1.45

ETN:

1.52

Sortino Ratio

GWW:

2.25

ETN:

2.06

Omega Ratio

GWW:

1.28

ETN:

1.28

Calmar Ratio

GWW:

2.17

ETN:

2.16

Martin Ratio

GWW:

5.24

ETN:

6.79

Ulcer Index

GWW:

5.98%

ETN:

6.29%

Daily Std Dev

GWW:

21.57%

ETN:

28.07%

Max Drawdown

GWW:

-56.74%

ETN:

-68.95%

Current Drawdown

GWW:

-11.42%

ETN:

-11.09%

Fundamentals

Market Cap

GWW:

$54.56B

ETN:

$137.17B

EPS

GWW:

$36.93

ETN:

$9.41

PE Ratio

GWW:

30.34

ETN:

36.88

PEG Ratio

GWW:

2.83

ETN:

3.01

Total Revenue (TTM)

GWW:

$16.93B

ETN:

$24.61B

Gross Profit (TTM)

GWW:

$6.65B

ETN:

$9.42B

EBITDA (TTM)

GWW:

$2.82B

ETN:

$5.48B

Returns By Period

In the year-to-date period, GWW achieves a 31.55% return, which is significantly lower than ETN's 41.10% return. Over the past 10 years, GWW has underperformed ETN with an annualized return of 17.42%, while ETN has yielded a comparatively higher 20.45% annualized return.


GWW

YTD

31.55%

1M

-7.72%

6M

18.62%

1Y

33.60%

5Y*

27.93%

10Y*

17.42%

ETN

YTD

41.10%

1M

-7.71%

6M

4.48%

1Y

45.24%

5Y*

31.67%

10Y*

20.45%

Compare stocks, funds, or ETFs

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Risk-Adjusted Performance

GWW vs. ETN - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for W.W. Grainger, Inc. (GWW) and Eaton Corporation plc (ETN). 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 GWW, currently valued at 1.45, compared to the broader market-4.00-2.000.002.001.451.52
The chart of Sortino ratio for GWW, currently valued at 2.25, compared to the broader market-4.00-2.000.002.004.002.252.06
The chart of Omega ratio for GWW, currently valued at 1.28, compared to the broader market0.501.001.502.001.281.28
The chart of Calmar ratio for GWW, currently valued at 2.17, compared to the broader market0.002.004.006.002.172.16
The chart of Martin ratio for GWW, currently valued at 5.24, compared to the broader market0.0010.0020.005.246.79
GWW
ETN

The current GWW Sharpe Ratio is 1.45, which is comparable to the ETN Sharpe Ratio of 1.52. The chart below compares the historical Sharpe Ratios of GWW and ETN, 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
1.45
1.52
GWW
ETN

Dividends

GWW vs. ETN - Dividend Comparison

GWW's dividend yield for the trailing twelve months is around 0.74%, less than ETN's 1.12% yield.


TTM20232022202120202019201820172016201520142013
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%
ETN
Eaton Corporation plc
1.12%1.43%2.06%1.76%2.43%3.00%3.85%3.04%3.40%4.23%2.88%2.21%

Drawdowns

GWW vs. ETN - Drawdown Comparison

The maximum GWW drawdown since its inception was -56.74%, smaller than the maximum ETN drawdown of -68.95%. Use the drawdown chart below to compare losses from any high point for GWW and ETN. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-11.42%
-11.09%
GWW
ETN

Volatility

GWW vs. ETN - Volatility Comparison

The current volatility for W.W. Grainger, Inc. (GWW) is 4.36%, while Eaton Corporation plc (ETN) has a volatility of 6.71%. This indicates that GWW experiences smaller price fluctuations and is considered to be less risky than ETN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


4.00%6.00%8.00%10.00%12.00%14.00%16.00%JulyAugustSeptemberOctoberNovemberDecember
4.36%
6.71%
GWW
ETN

Financials

GWW vs. ETN - Financials Comparison

This section allows you to compare key financial metrics between W.W. Grainger, Inc. and Eaton Corporation plc. 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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