GWW vs. ITW

In the year-to-date period, GWW achieves a -3.62% return, which is significantly higher than ITW's -4.97% return. Over the past 10 years, GWW has outperformed ITW with an annualized return of 17.05%, while ITW has yielded a comparatively lower 12.29% annualized return.

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

This table presents a comparison of risk-adjusted performance metrics for W.W. Grainger, Inc. (GWW) and Illinois Tool Works Inc. (ITW). 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 ITW Sharpe Ratio of -0.10. The chart below compares the historical Sharpe Ratios of GWW and ITW, 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 ITW's 2.46% yield.

The maximum GWW drawdown since its inception was -56.74%, roughly equal to the maximum ITW drawdown of -54.90%. Use the drawdown chart below to compare losses from any high point for GWW and ITW. For additional features, visit the drawdowns tool.

The current volatility for W.W. Grainger, Inc. (GWW) is 9.60%, while Illinois Tool Works Inc. (ITW) has a volatility of 13.47%. This indicates that GWW experiences smaller price fluctuations and is considered to be less risky than ITW 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 Illinois Tool Works Inc.. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.