PortfoliosLab logoPortfoliosLab logo
ITT vs. BKNG
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

ITT vs. BKNG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ITT Inc. (ITT) and Booking Holdings Inc. (BKNG). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, ITT achieves a 9.44% return, which is significantly higher than BKNG's -22.63% return. Over the past 10 years, ITT has outperformed BKNG with an annualized return of 19.85%, while BKNG has yielded a comparatively lower 12.44% annualized return.


ITT

1D
2.23%
1M
-6.82%
YTD
9.44%
6M
9.25%
1Y
25.31%
3Y*
30.13%
5Y*
16.50%
10Y*
19.85%

BKNG

1D
0.83%
1M
6.66%
YTD
-22.63%
6M
-21.85%
1Y
-23.87%
3Y*
17.23%
5Y*
12.82%
10Y*
12.44%
*Multi-year figures are annualized to reflect compound growth (CAGR)

ITT vs. BKNG - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
ITT
ITT Inc.
9.44%22.52%20.86%48.91%-19.50%33.95%5.47%54.60%-8.66%40.06%
BKNG
Booking Holdings Inc.
-22.63%8.59%41.31%76.02%-16.00%7.72%8.45%19.24%-0.88%18.53%

Correlation

The correlation between ITT and BKNG is 0.18, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.18

Correlation (3Y)
Calculated over the trailing 3-year period

0.37

Correlation (5Y)
Calculated over the trailing 5-year period

0.45

Correlation (10Y)
Calculated over the trailing 10-year period

0.45

Correlation (All Time)
Calculated using the full available price history since Mar 31, 1999

0.35

The correlation between ITT and BKNG shifts across timeframes, from 0.18 (1 year) to 0.45 (10 years), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap

ITT:

$16.61B

BKNG:

$130.96B

EPS

ITT:

$5.58

BKNG:

$7.60

PE Ratio

ITT:

33.91

BKNG:

21.71

PEG Ratio

ITT:

2.38

BKNG:

0.32

PS Ratio

ITT:

3.66

BKNG:

4.82

Total Revenue (TTM)

ITT:

$4.24B

BKNG:

$27.69B

Gross Profit (TTM)

ITT:

$1.50B

BKNG:

$22.16B

EBITDA (TTM)

ITT:

$793.20M

BKNG:

$9.27B

Compare stocks, funds, or ETFs

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


Return for Risk

ITT vs. BKNG — Risk / Return Rank

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

ITT
ITT Risk / Return Rank: 6969
Overall Rank
ITT Sharpe Ratio Rank: 7070
Sharpe Ratio Rank
ITT Sortino Ratio Rank: 6767
Sortino Ratio Rank
ITT Omega Ratio Rank: 6565
Omega Ratio Rank
ITT Calmar Ratio Rank: 7171
Calmar Ratio Rank
ITT Martin Ratio Rank: 7373
Martin Ratio Rank

BKNG
BKNG Risk / Return Rank: 1313
Overall Rank
BKNG Sharpe Ratio Rank: 1111
Sharpe Ratio Rank
BKNG Sortino Ratio Rank: 1313
Sortino Ratio Rank
BKNG Omega Ratio Rank: 1414
Omega Ratio Rank
BKNG Calmar Ratio Rank: 1616
Calmar Ratio Rank
BKNG Martin Ratio Rank: 1010
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

ITT vs. BKNG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ITT Inc. (ITT) and Booking Holdings Inc. (BKNG). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


ITTBKNGDifference
Sharpe ratioReturn per unit of total volatility

+1.60

Sortino ratioReturn per unit of downside risk

+2.40

Omega ratioGain probability vs. loss probability

1.18

0.89

+0.29

Calmar ratioReturn relative to maximum drawdown

1.52

-0.72

+2.24

Martin ratioReturn relative to average drawdown

3.88

-1.36

+5.25

ITT vs. BKNG - Sharpe Ratio Comparison

The current ITT Sharpe Ratio is 0.85, which is higher than the BKNG Sharpe Ratio of -0.75. The chart below compares the historical Sharpe Ratios of ITT and BKNG, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Drawdowns

ITT vs. BKNG - Drawdown Comparison

The maximum ITT drawdown since its inception was -74.46%, smaller than the maximum BKNG drawdown of -99.32%. Use the drawdown chart below to compare losses from any high point for ITT and BKNG.


Loading charts...

Drawdown Indicators


ITTBKNGDifference

Max Drawdown

Largest peak-to-trough decline

-74.46%

-99.32%

+24.86%

Max Drawdown (1Y)

Largest decline over 1 year

-16.73%

-33.35%

+16.62%

Max Drawdown (3Y)

Largest decline over 3 years

-29.09%

-33.35%

+4.26%

Max Drawdown (5Y)

Largest decline over 5 years

-37.97%

-39.53%

+1.56%

Max Drawdown (10Y)

Largest decline over 10 years

-49.52%

-47.77%

-1.75%

Current Drawdown

Current decline from peak

-14.51%

-28.50%

+13.99%

Average Drawdown

Average peak-to-trough decline

-18.95%

-47.05%

+28.10%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.54%

17.53%

-10.99%

Volatility

ITT vs. BKNG - Volatility Comparison

ITT Inc. (ITT) has a higher volatility of 9.01% compared to Booking Holdings Inc. (BKNG) at 6.54%. This indicates that ITT's price experiences larger fluctuations and is considered to be riskier than BKNG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


ITTBKNGDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.01%

6.54%

+2.47%

Volatility (6M)

Calculated over the trailing 6-month period

22.19%

26.83%

-4.64%

Volatility (1Y)

Calculated over the trailing 1-year period

30.02%

31.94%

-1.92%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

29.22%

32.26%

-3.04%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

31.92%

32.45%

-0.53%

Dividends

ITT vs. BKNG - Dividend Comparison

ITT's dividend yield for the trailing twelve months is around 0.78%, less than BKNG's 0.97% yield.


PositionTTM20252024202320222021202020192018201720162015
BKNG
Booking Holdings Inc.
0.97%0.72%0.70%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
ITT
ITT Inc.
0.78%0.81%0.89%0.97%1.30%0.86%0.88%0.80%1.11%0.96%1.29%1.30%

Financials

ITT vs. BKNG - Financials Comparison

This section allows you to compare key financial metrics between ITT Inc. and Booking Holdings 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


0.002.00B4.00B6.00B8.00B10.00B20222023202420252026
1.21B
5.53B
(ITT) Total Revenue
(BKNG) Total Revenue
Values in USD except per share items

ITT vs. BKNG - Profitability Comparison

The chart below illustrates the profitability comparison between ITT Inc. and Booking Holdings Inc. over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

0.0%20.0%40.0%60.0%80.0%100.0%20222023202420252026
35.4%
0
Portfolio components
ITT - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, ITT Inc. reported a gross profit of 428.80M and revenue of 1.21B. Therefore, the gross margin over that period was 35.4%.

BKNG - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Booking Holdings Inc. reported a gross profit of 0.00 and revenue of 5.53B. Therefore, the gross margin over that period was 0.0%.

ITT - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, ITT Inc. reported an operating income of 141.20M and revenue of 1.21B, resulting in an operating margin of 11.7%.

BKNG - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Booking Holdings Inc. reported an operating income of 1.27B and revenue of 5.53B, resulting in an operating margin of 23.0%.

ITT - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, ITT Inc. reported a net income of 78.00M and revenue of 1.21B, resulting in a net margin of 6.4%.

BKNG - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Booking Holdings Inc. reported a net income of 1.08B and revenue of 5.53B, resulting in a net margin of 19.6%.


Frequently Asked Questions


ITT and BKNG have a correlation of 0.18, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

ITT has higher volatility (9.01%) compared to BKNG (6.54%). In terms of maximum drawdown, ITT dropped -74.46% vs BKNG's -99.32%.

ITT currently has the higher Sharpe Ratio (0.85 vs -0.75), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

Find the right allocation for ITT and BKNG

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer