ITW vs. DCI
Compare and contrast key facts about Illinois Tool Works Inc. (ITW) and Donaldson Company, Inc. (DCI).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ITW or DCI.
Key characteristics
| ITW | DCI | |
|---|---|---|
| YTD Return | -7.11% | 12.43% |
| 1Y Return | 6.55% | 14.94% |
| 3Y Return (Ann) | 3.53% | 6.80% |
| 5Y Return (Ann) | 11.62% | 8.05% |
| 10Y Return (Ann) | 13.57% | 7.47% |
| Sharpe Ratio | 0.34 | 0.78 |
| Daily Std Dev | 16.56% | 19.43% |
| Max Drawdown | -54.90% | -56.90% |
| Current Drawdown | -9.99% | -2.30% |
Fundamentals
| ITW | DCI | |
|---|---|---|
| Market Cap | $74.17B | $8.70B |
| EPS | $9.73 | $3.06 |
| PE Ratio | 25.52 | 23.62 |
| PEG Ratio | 2.67 | 2.17 |
| Revenue (TTM) | $16.11B | $3.48B |
| Gross Profit (TTM) | $6.50B | $1.16B |
| EBITDA (TTM) | $4.47B | $607.00M |
Correlation
The correlation between ITW and DCI is 0.42, 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
ITW vs. DCI - Performance Comparison
In the year-to-date period, ITW achieves a -7.11% return, which is significantly lower than DCI's 12.43% return. Over the past 10 years, ITW has outperformed DCI with an annualized return of 13.57%, while DCI has yielded a comparatively lower 7.47% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
ITW vs. DCI - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Illinois Tool Works Inc. (ITW) and Donaldson Company, Inc. (DCI). 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.
Dividends
ITW vs. DCI - Dividend Comparison
ITW's dividend yield for the trailing twelve months is around 2.28%, more than DCI's 1.37% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ITW Illinois Tool Works Inc. | 2.28% | 2.07% | 2.30% | 1.91% | 2.17% | 2.30% | 2.81% | 1.71% | 1.96% | 2.23% | 1.91% | 1.90% |
DCI Donaldson Company, Inc. | 1.37% | 1.50% | 1.55% | 1.47% | 1.50% | 1.42% | 1.73% | 1.45% | 1.65% | 2.36% | 1.64% | 1.15% |
Drawdowns
ITW vs. DCI - Drawdown Comparison
The maximum ITW drawdown since its inception was -54.90%, roughly equal to the maximum DCI drawdown of -56.90%. Use the drawdown chart below to compare losses from any high point for ITW and DCI. For additional features, visit the drawdowns tool.
Volatility
ITW vs. DCI - Volatility Comparison
Illinois Tool Works Inc. (ITW) has a higher volatility of 3.50% compared to Donaldson Company, Inc. (DCI) at 3.04%. This indicates that ITW's price experiences larger fluctuations and is considered to be riskier than DCI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Financials
ITW vs. DCI - Financials Comparison
This section allows you to compare key financial metrics between Illinois Tool Works Inc. and Donaldson Company, 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.
Total Revenue: Total amount of money received from sales and other business activities