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

Correlation

The correlation between GWW and IR is 0.49, 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. IR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in W.W. Grainger, Inc. (GWW) and Ingersoll-Rand Plc (IR). The values are adjusted to include any dividend payments, if applicable.

-10.00%0.00%10.00%20.00%30.00%AugustSeptemberOctoberNovemberDecember2025
12.59%
-7.60%
GWW
IR

Key characteristics

Sharpe Ratio

GWW:

1.42

IR:

0.65

Sortino Ratio

GWW:

2.22

IR:

1.00

Omega Ratio

GWW:

1.27

IR:

1.14

Calmar Ratio

GWW:

2.10

IR:

0.98

Martin Ratio

GWW:

4.58

IR:

2.76

Ulcer Index

GWW:

6.74%

IR:

6.18%

Daily Std Dev

GWW:

21.75%

IR:

26.16%

Max Drawdown

GWW:

-56.74%

IR:

-49.12%

Current Drawdown

GWW:

-10.45%

IR:

-14.07%

Fundamentals

Market Cap

GWW:

$53.25B

IR:

$36.48B

EPS

GWW:

$36.88

IR:

$2.05

PE Ratio

GWW:

29.65

IR:

44.16

PEG Ratio

GWW:

2.70

IR:

1.31

Total Revenue (TTM)

GWW:

$12.94B

IR:

$5.34B

Gross Profit (TTM)

GWW:

$5.08B

IR:

$2.26B

EBITDA (TTM)

GWW:

$2.20B

IR:

$1.41B

Returns By Period

In the year-to-date period, GWW achieves a 3.73% return, which is significantly higher than IR's 0.08% return.


GWW

YTD

3.73%

1M

-4.08%

6M

12.59%

1Y

31.11%

5Y*

28.07%

10Y*

18.35%

IR

YTD

0.08%

1M

-9.33%

6M

-7.60%

1Y

16.24%

5Y*

21.78%

10Y*

N/A

*Annualized

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Risk-Adjusted Performance

GWW vs. IR — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

GWW
The Risk-Adjusted Performance Rank of GWW is 8585
Overall Rank
The Sharpe Ratio Rank of GWW is 8787
Sharpe Ratio Rank
The Sortino Ratio Rank of GWW is 8585
Sortino Ratio Rank
The Omega Ratio Rank of GWW is 8282
Omega Ratio Rank
The Calmar Ratio Rank of GWW is 9191
Calmar Ratio Rank
The Martin Ratio Rank of GWW is 8181
Martin Ratio Rank

IR
The Risk-Adjusted Performance Rank of IR is 7070
Overall Rank
The Sharpe Ratio Rank of IR is 7171
Sharpe Ratio Rank
The Sortino Ratio Rank of IR is 6262
Sortino Ratio Rank
The Omega Ratio Rank of IR is 6262
Omega Ratio Rank
The Calmar Ratio Rank of IR is 8080
Calmar Ratio Rank
The Martin Ratio Rank of IR is 7373
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

GWW vs. IR - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for W.W. Grainger, Inc. (GWW) and Ingersoll-Rand Plc (IR). 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 1.42, compared to the broader market-2.000.002.001.420.65
The chart of Sortino ratio for GWW, currently valued at 2.22, compared to the broader market-4.00-2.000.002.004.002.221.00
The chart of Omega ratio for GWW, currently valued at 1.27, compared to the broader market0.501.001.502.001.271.14
The chart of Calmar ratio for GWW, currently valued at 2.10, compared to the broader market0.002.004.006.002.100.98
The chart of Martin ratio for GWW, currently valued at 4.58, compared to the broader market-30.00-20.00-10.000.0010.0020.004.582.76
GWW
IR

The current GWW Sharpe Ratio is 1.42, which is higher than the IR Sharpe Ratio of 0.65. The chart below compares the historical Sharpe Ratios of GWW and IR, 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 Ratio0.501.001.502.002.503.00AugustSeptemberOctoberNovemberDecember2025
1.42
0.65
GWW
IR

Dividends

GWW vs. IR - Dividend Comparison

GWW's dividend yield for the trailing twelve months is around 0.73%, more than IR's 0.09% yield.


TTM20242023202220212020201920182017201620152014
GWW
W.W. Grainger, Inc.
0.73%0.76%0.88%1.22%1.23%1.45%1.68%1.90%2.14%2.08%2.27%1.64%
IR
Ingersoll-Rand Plc
0.09%0.09%0.13%0.15%0.03%2.33%5.78%9.58%3.83%0.00%0.00%0.00%

Drawdowns

GWW vs. IR - Drawdown Comparison

The maximum GWW drawdown since its inception was -56.74%, which is greater than IR's maximum drawdown of -49.12%. Use the drawdown chart below to compare losses from any high point for GWW and IR. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-10.45%
-14.07%
GWW
IR

Volatility

GWW vs. IR - Volatility Comparison

The current volatility for W.W. Grainger, Inc. (GWW) is 5.46%, while Ingersoll-Rand Plc (IR) has a volatility of 7.63%. This indicates that GWW experiences smaller price fluctuations and is considered to be less risky than IR 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%AugustSeptemberOctoberNovemberDecember2025
5.46%
7.63%
GWW
IR

Financials

GWW vs. IR - Financials Comparison

This section allows you to compare key financial metrics between W.W. Grainger, Inc. and Ingersoll-Rand 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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