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

Correlation

The correlation between GWW and ITW is 0.55, 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.


Performance

GWW vs. ITW - Performance Comparison

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

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Key characteristics

Sharpe Ratio

GWW:

0.59

ITW:

0.03

Sortino Ratio

GWW:

0.95

ITW:

0.17

Omega Ratio

GWW:

1.12

ITW:

1.02

Calmar Ratio

GWW:

0.51

ITW:

0.01

Martin Ratio

GWW:

1.19

ITW:

0.04

Ulcer Index

GWW:

10.47%

ITW:

6.76%

Daily Std Dev

GWW:

23.08%

ITW:

22.03%

Max Drawdown

GWW:

-56.74%

ITW:

-54.90%

Current Drawdown

GWW:

-12.01%

ITW:

-10.92%

Fundamentals

Market Cap

GWW:

$51.39B

ITW:

$73.09B

EPS

GWW:

$38.92

ITW:

$11.36

PE Ratio

GWW:

27.49

ITW:

21.93

PEG Ratio

GWW:

2.36

ITW:

3.63

PS Ratio

GWW:

2.98

ITW:

4.64

PB Ratio

GWW:

14.72

ITW:

22.55

Total Revenue (TTM)

GWW:

$17.24B

ITW:

$15.76B

Gross Profit (TTM)

GWW:

$6.80B

ITW:

$6.87B

EBITDA (TTM)

GWW:

$2.84B

ITW:

$4.91B

Returns By Period

In the year-to-date period, GWW achieves a 1.92% return, which is significantly higher than ITW's -2.73% return. Over the past 10 years, GWW has outperformed ITW with an annualized return of 17.80%, while ITW has yielded a comparatively lower 12.33% annualized return.


GWW

YTD

1.92%

1M

7.19%

6M

-10.63%

1Y

13.45%

5Y*

32.55%

10Y*

17.80%

ITW

YTD

-2.73%

1M

4.96%

6M

-9.11%

1Y

0.65%

5Y*

12.10%

10Y*

12.33%

*Annualized

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Risk-Adjusted Performance

GWW vs. ITW — 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 6767
Overall Rank
The Sharpe Ratio Rank of GWW is 7373
Sharpe Ratio Rank
The Sortino Ratio Rank of GWW is 6464
Sortino Ratio Rank
The Omega Ratio Rank of GWW is 6161
Omega Ratio Rank
The Calmar Ratio Rank of GWW is 7373
Calmar Ratio Rank
The Martin Ratio Rank of GWW is 6666
Martin Ratio Rank

ITW
The Risk-Adjusted Performance Rank of ITW is 4747
Overall Rank
The Sharpe Ratio Rank of ITW is 5252
Sharpe Ratio Rank
The Sortino Ratio Rank of ITW is 4141
Sortino Ratio Rank
The Omega Ratio Rank of ITW is 4040
Omega Ratio Rank
The Calmar Ratio Rank of ITW is 5151
Calmar Ratio Rank
The Martin Ratio Rank of ITW is 5050
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. ITW - Risk-Adjusted Performance Comparison

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 0.59, which is higher than the ITW Sharpe Ratio of 0.03. 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.


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Dividends

GWW vs. ITW - Dividend Comparison

GWW's dividend yield for the trailing twelve months is around 0.79%, less than ITW's 2.41% yield.


TTM20242023202220212020201920182017201620152014
GWW
W.W. Grainger, Inc.
0.79%0.76%0.88%1.22%1.23%1.45%1.68%1.90%2.14%2.08%2.27%1.64%
ITW
Illinois Tool Works Inc.
2.41%2.29%2.07%2.30%1.91%2.17%2.30%2.81%1.71%1.96%2.23%1.91%

Drawdowns

GWW vs. ITW - Drawdown Comparison

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.


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Volatility

GWW vs. ITW - Volatility Comparison

W.W. Grainger, Inc. (GWW) has a higher volatility of 7.05% compared to Illinois Tool Works Inc. (ITW) at 6.49%. This indicates that GWW's price experiences larger fluctuations and is considered to be riskier than ITW based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Financials

GWW vs. ITW - Financials Comparison

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.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


2.50B3.00B3.50B4.00B20212022202320242025
4.31B
3.84B
(GWW) Total Revenue
(ITW) Total Revenue
Values in USD except per share items

GWW vs. ITW - Profitability Comparison

The chart below illustrates the profitability comparison between W.W. Grainger, Inc. and Illinois Tool Works Inc. over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

34.0%36.0%38.0%40.0%42.0%44.0%46.0%20212022202320242025
39.7%
43.7%
(GWW) Gross Margin
(ITW) Gross Margin
GWW - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, W.W. Grainger, Inc. reported a gross profit of 1.71B and revenue of 4.31B. Therefore, the gross margin over that period was 39.7%.

ITW - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, Illinois Tool Works Inc. reported a gross profit of 1.68B and revenue of 3.84B. Therefore, the gross margin over that period was 43.7%.

GWW - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, W.W. Grainger, Inc. reported an operating income of 672.00M and revenue of 4.31B, resulting in an operating margin of 15.6%.

ITW - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, Illinois Tool Works Inc. reported an operating income of 951.00M and revenue of 3.84B, resulting in an operating margin of 24.8%.

GWW - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, W.W. Grainger, Inc. reported a net income of 479.00M and revenue of 4.31B, resulting in a net margin of 11.1%.

ITW - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, Illinois Tool Works Inc. reported a net income of 700.00M and revenue of 3.84B, resulting in a net margin of 18.2%.