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

Correlation

The correlation between IR and GWW 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

IR vs. GWW - Performance Comparison

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

300.00%350.00%400.00%450.00%500.00%550.00%600.00%650.00%December2025FebruaryMarchAprilMay
357.43%
534.89%
IR
GWW

Key characteristics

Sharpe Ratio

IR:

-0.56

GWW:

0.60

Sortino Ratio

IR:

-0.60

GWW:

1.02

Omega Ratio

IR:

0.92

GWW:

1.13

Calmar Ratio

IR:

-0.50

GWW:

0.56

Martin Ratio

IR:

-1.30

GWW:

1.33

Ulcer Index

IR:

13.92%

GWW:

10.27%

Daily Std Dev

IR:

31.70%

GWW:

22.92%

Max Drawdown

IR:

-49.12%

GWW:

-56.74%

Current Drawdown

IR:

-27.92%

GWW:

-14.50%

Fundamentals

Market Cap

IR:

$31.05B

GWW:

$51.18B

EPS

IR:

$2.02

GWW:

$38.98

PE Ratio

IR:

38.09

GWW:

27.33

PEG Ratio

IR:

1.10

GWW:

2.46

PS Ratio

IR:

4.25

GWW:

2.97

PB Ratio

IR:

2.95

GWW:

14.71

Total Revenue (TTM)

IR:

$7.28B

GWW:

$17.24B

Gross Profit (TTM)

IR:

$3.10B

GWW:

$6.80B

EBITDA (TTM)

IR:

$1.79B

GWW:

$2.84B

Returns By Period

In the year-to-date period, IR achieves a -16.05% return, which is significantly lower than GWW's -0.96% return.


IR

YTD

-16.05%

1M

8.92%

6M

-22.26%

1Y

-14.12%

5Y*

22.99%

10Y*

N/A

GWW

YTD

-0.96%

1M

10.55%

6M

-6.80%

1Y

11.72%

5Y*

31.71%

10Y*

17.33%

*Annualized

Compare stocks, funds, or ETFs

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Risk-Adjusted Performance

IR vs. GWW — Risk-Adjusted Performance Rank

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

IR
The Risk-Adjusted Performance Rank of IR is 1919
Overall Rank
The Sharpe Ratio Rank of IR is 2020
Sharpe Ratio Rank
The Sortino Ratio Rank of IR is 2121
Sortino Ratio Rank
The Omega Ratio Rank of IR is 2121
Omega Ratio Rank
The Calmar Ratio Rank of IR is 2020
Calmar Ratio Rank
The Martin Ratio Rank of IR is 1414
Martin Ratio Rank

GWW
The Risk-Adjusted Performance Rank of GWW is 6868
Overall Rank
The Sharpe Ratio Rank of GWW is 7272
Sharpe Ratio Rank
The Sortino Ratio Rank of GWW is 6565
Sortino Ratio Rank
The Omega Ratio Rank of GWW is 6262
Omega Ratio Rank
The Calmar Ratio Rank of GWW is 7373
Calmar Ratio Rank
The Martin Ratio Rank of GWW is 6767
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.

IR vs. GWW - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Ingersoll-Rand Plc (IR) and W.W. Grainger, Inc. (GWW). 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 IR Sharpe Ratio is -0.56, which is lower than the GWW Sharpe Ratio of 0.60. The chart below compares the historical Sharpe Ratios of IR and GWW, 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 Ratio-1.000.001.002.003.00December2025FebruaryMarchAprilMay
-0.56
0.60
IR
GWW

Dividends

IR vs. GWW - Dividend Comparison

IR's dividend yield for the trailing twelve months is around 0.11%, less than GWW's 0.79% yield.


TTM20242023202220212020201920182017201620152014
IR
Ingersoll-Rand Plc
0.11%0.09%0.10%0.15%0.03%2.33%5.78%9.58%3.83%0.00%0.00%0.00%
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%

Drawdowns

IR vs. GWW - Drawdown Comparison

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


-40.00%-30.00%-20.00%-10.00%0.00%December2025FebruaryMarchAprilMay
-27.92%
-14.50%
IR
GWW

Volatility

IR vs. GWW - Volatility Comparison

Ingersoll-Rand Plc (IR) has a higher volatility of 12.97% compared to W.W. Grainger, Inc. (GWW) at 8.81%. This indicates that IR's price experiences larger fluctuations and is considered to be riskier than GWW based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%December2025FebruaryMarchAprilMay
12.97%
8.81%
IR
GWW

Financials

IR vs. GWW - Financials Comparison

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


1.00B2.00B3.00B4.00B20212022202320242025
1.72B
4.31B
(IR) Total Revenue
(GWW) Total Revenue
Values in USD except per share items

IR vs. GWW - Profitability Comparison

The chart below illustrates the profitability comparison between Ingersoll-Rand Plc and W.W. Grainger, Inc. over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

30.0%35.0%40.0%45.0%20212022202320242025
44.6%
39.7%
(IR) Gross Margin
(GWW) Gross Margin
IR - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, Ingersoll-Rand Plc reported a gross profit of 765.50M and revenue of 1.72B. Therefore, the gross margin over that period was 44.6%.

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%.

IR - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, Ingersoll-Rand Plc reported an operating income of 302.50M and revenue of 1.72B, resulting in an operating margin of 17.6%.

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%.

IR - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, Ingersoll-Rand Plc reported a net income of 186.50M and revenue of 1.72B, resulting in a net margin of 10.9%.

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%.