ITW vs. FAST
Compare and contrast key facts about Illinois Tool Works Inc. (ITW) and Fastenal Company (FAST).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ITW or FAST.
Performance
ITW vs. FAST - Performance Comparison
Returns By Period
In the year-to-date period, ITW achieves a 3.46% return, which is significantly lower than FAST's 28.81% return. Over the past 10 years, ITW has underperformed FAST with an annualized return of 13.39%, while FAST has yielded a comparatively higher 16.84% annualized return.
ITW
3.46%
2.08%
8.36%
13.70%
11.68%
13.39%
FAST
28.81%
5.28%
24.38%
37.81%
21.59%
16.84%
Fundamentals
| ITW | FAST | |
|---|---|---|
| Market Cap | $80.09B | $46.86B |
| EPS | $11.55 | $2.01 |
| PE Ratio | 23.48 | 40.70 |
| PEG Ratio | 3.07 | 4.48 |
| Total Revenue (TTM) | $15.95B | $7.48B |
| Gross Profit (TTM) | $6.98B | $3.26B |
| EBITDA (TTM) | $5.02B | $1.69B |
Key characteristics
| ITW | FAST | |
|---|---|---|
| Sharpe Ratio | 0.88 | 1.65 |
| Sortino Ratio | 1.32 | 2.64 |
| Omega Ratio | 1.16 | 1.35 |
| Calmar Ratio | 1.06 | 1.88 |
| Martin Ratio | 2.17 | 3.82 |
| Ulcer Index | 6.26% | 10.00% |
| Daily Std Dev | 15.47% | 23.11% |
| Max Drawdown | -54.90% | -63.43% |
| Current Drawdown | -3.27% | -3.27% |
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Correlation
The correlation between ITW and FAST 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.
Risk-Adjusted Performance
ITW vs. FAST - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Illinois Tool Works Inc. (ITW) and Fastenal Company (FAST). 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. FAST - Dividend Comparison
ITW's dividend yield for the trailing twelve months is around 2.14%, less than FAST's 2.38% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ITW Illinois Tool Works Inc. | 2.14% | 2.07% | 2.30% | 1.91% | 2.17% | 2.30% | 2.81% | 1.71% | 1.96% | 2.23% | 1.91% | 1.90% |
FAST Fastenal Company | 2.38% | 2.75% | 2.62% | 1.75% | 2.87% | 2.35% | 2.95% | 2.34% | 2.55% | 2.74% | 2.10% | 1.68% |
Drawdowns
ITW vs. FAST - Drawdown Comparison
The maximum ITW drawdown since its inception was -54.90%, smaller than the maximum FAST drawdown of -63.43%. Use the drawdown chart below to compare losses from any high point for ITW and FAST. For additional features, visit the drawdowns tool.
Volatility
ITW vs. FAST - Volatility Comparison
The current volatility for Illinois Tool Works Inc. (ITW) is 5.85%, while Fastenal Company (FAST) has a volatility of 7.86%. This indicates that ITW experiences smaller price fluctuations and is considered to be less risky than FAST based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Financials
ITW vs. FAST - Financials Comparison
This section allows you to compare key financial metrics between Illinois Tool Works Inc. and Fastenal Company. 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