ITW vs. DCI

In the year-to-date period, ITW achieves a -3.95% return, which is significantly lower than DCI's -1.92% return. Over the past 10 years, ITW has outperformed DCI with an annualized return of 12.44%, while DCI has yielded a comparatively lower 7.49% annualized return.

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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.

The current ITW Sharpe Ratio is -0.04, which is higher than the DCI Sharpe Ratio of -0.31. The chart below compares the historical Sharpe Ratios of ITW and DCI, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

ITW's dividend yield for the trailing twelve months is around 2.44%, more than DCI's 1.64% yield.

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.

Illinois Tool Works Inc. (ITW) and Donaldson Company, Inc. (DCI) have volatilities of 13.46% and 13.61%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.

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.