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

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.

-20.00%-10.00%0.00%10.00%20.00%30.00%JuneJulyAugustSeptemberOctoberNovember
23.41%
8.04%
GWW
ETN

Returns By Period

In the year-to-date period, GWW achieves a 42.57% return, which is significantly lower than ETN's 50.42% return. Over the past 10 years, GWW has underperformed ETN with an annualized return of 18.85%, while ETN has yielded a comparatively higher 21.37% annualized return.


GWW

YTD

42.57%

1M

4.18%

6M

23.41%

1Y

47.28%

5Y (annualized)

32.08%

10Y (annualized)

18.85%

ETN

YTD

50.42%

1M

3.06%

6M

8.04%

1Y

59.02%

5Y (annualized)

34.74%

10Y (annualized)

21.37%

Fundamentals


GWWETN
Market Cap$58.85B$145.82B
EPS$36.87$9.41
PE Ratio32.7739.21
PEG Ratio2.983.21
Total Revenue (TTM)$16.93B$24.61B
Gross Profit (TTM)$6.65B$9.52B
EBITDA (TTM)$2.73B$4.99B

Key characteristics


GWWETN
Sharpe Ratio2.232.18
Sortino Ratio3.172.73
Omega Ratio1.411.39
Calmar Ratio3.373.02
Martin Ratio8.379.73
Ulcer Index5.81%6.14%
Daily Std Dev21.85%27.47%
Max Drawdown-56.74%-68.95%
Current Drawdown-4.00%-3.80%

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Correlation

-0.50.00.51.00.5

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.

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 2.23, compared to the broader market-4.00-2.000.002.004.002.232.18
The chart of Sortino ratio for GWW, currently valued at 3.17, compared to the broader market-4.00-2.000.002.004.003.172.73
The chart of Omega ratio for GWW, currently valued at 1.41, compared to the broader market0.501.001.502.001.411.39
The chart of Calmar ratio for GWW, currently valued at 3.37, compared to the broader market0.002.004.006.003.373.02
The chart of Martin ratio for GWW, currently valued at 8.37, compared to the broader market-10.000.0010.0020.0030.008.379.73
GWW
ETN

The current GWW Sharpe Ratio is 2.23, which is comparable to the ETN Sharpe Ratio of 2.18. 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 Ratio1.002.003.004.00JuneJulyAugustSeptemberOctoberNovember
2.23
2.18
GWW
ETN

Dividends

GWW vs. ETN - Dividend Comparison

GWW's dividend yield for the trailing twelve months is around 0.68%, less than ETN's 1.05% yield.


TTM20232022202120202019201820172016201520142013
GWW
W.W. Grainger, Inc.
0.68%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
1.05%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%JuneJulyAugustSeptemberOctoberNovember
-4.00%
-3.80%
GWW
ETN

Volatility

GWW vs. ETN - Volatility Comparison

W.W. Grainger, Inc. (GWW) and Eaton Corporation plc (ETN) have volatilities of 8.24% and 8.45%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. 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%JuneJulyAugustSeptemberOctoberNovember
8.24%
8.45%
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