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

Correlation

The correlation between ITW and GWW is 0.48, 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.


-0.50.00.51.00.5

Performance

ITW vs. GWW - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Illinois Tool Works Inc. (ITW) and W.W. Grainger, Inc. (GWW). The values are adjusted to include any dividend payments, if applicable.

12,000.00%13,000.00%14,000.00%15,000.00%16,000.00%17,000.00%18,000.00%JulyAugustSeptemberOctoberNovemberDecember
12,894.28%
15,864.94%
ITW
GWW

Key characteristics

Sharpe Ratio

ITW:

0.20

GWW:

1.63

Sortino Ratio

ITW:

0.39

GWW:

2.48

Omega Ratio

ITW:

1.05

GWW:

1.31

Calmar Ratio

ITW:

0.24

GWW:

2.42

Martin Ratio

ITW:

0.49

GWW:

5.82

Ulcer Index

ITW:

6.32%

GWW:

6.01%

Daily Std Dev

ITW:

15.50%

GWW:

21.51%

Max Drawdown

ITW:

-54.90%

GWW:

-56.74%

Current Drawdown

ITW:

-7.07%

GWW:

-10.48%

Fundamentals

Market Cap

ITW:

$79.10B

GWW:

$54.56B

EPS

ITW:

$11.55

GWW:

$36.93

PE Ratio

ITW:

23.19

GWW:

30.34

PEG Ratio

ITW:

3.06

GWW:

2.83

Total Revenue (TTM)

ITW:

$15.95B

GWW:

$16.93B

Gross Profit (TTM)

ITW:

$6.98B

GWW:

$6.65B

EBITDA (TTM)

ITW:

$5.03B

GWW:

$2.82B

Returns By Period

In the year-to-date period, ITW achieves a 0.49% return, which is significantly lower than GWW's 32.94% return. Over the past 10 years, ITW has underperformed GWW with an annualized return of 12.90%, while GWW has yielded a comparatively higher 17.56% annualized return.


ITW

YTD

0.49%

1M

-2.84%

6M

8.92%

1Y

1.59%

5Y*

10.05%

10Y*

12.90%

GWW

YTD

32.94%

1M

-7.25%

6M

19.90%

1Y

33.69%

5Y*

28.18%

10Y*

17.56%

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Risk-Adjusted Performance

ITW vs. GWW - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Illinois Tool Works Inc. (ITW) 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.


Sharpe ratio
The chart of Sharpe ratio for ITW, currently valued at 0.20, compared to the broader market-4.00-2.000.002.000.201.63
The chart of Sortino ratio for ITW, currently valued at 0.39, compared to the broader market-4.00-2.000.002.004.000.392.48
The chart of Omega ratio for ITW, currently valued at 1.05, compared to the broader market0.501.001.502.001.051.31
The chart of Calmar ratio for ITW, currently valued at 0.24, compared to the broader market0.002.004.006.000.242.42
The chart of Martin ratio for ITW, currently valued at 0.49, compared to the broader market-5.000.005.0010.0015.0020.0025.000.495.82
ITW
GWW

The current ITW Sharpe Ratio is 0.20, which is lower than the GWW Sharpe Ratio of 1.63. The chart below compares the historical Sharpe Ratios of ITW 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-0.500.000.501.001.502.002.503.00JulyAugustSeptemberOctoberNovemberDecember
0.20
1.63
ITW
GWW

Dividends

ITW vs. GWW - Dividend Comparison

ITW's dividend yield for the trailing twelve months is around 2.20%, more than GWW's 0.73% yield.


TTM20232022202120202019201820172016201520142013
ITW
Illinois Tool Works Inc.
2.20%2.07%2.30%1.91%2.17%2.30%2.81%1.71%1.96%2.23%1.91%1.90%
GWW
W.W. Grainger, Inc.
0.73%0.88%1.22%1.23%1.45%1.68%1.90%2.14%2.08%2.27%1.64%1.41%

Drawdowns

ITW vs. GWW - Drawdown Comparison

The maximum ITW drawdown since its inception was -54.90%, roughly equal to the maximum GWW drawdown of -56.74%. Use the drawdown chart below to compare losses from any high point for ITW and GWW. For additional features, visit the drawdowns tool.


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-7.07%
-10.48%
ITW
GWW

Volatility

ITW vs. GWW - Volatility Comparison

The current volatility for Illinois Tool Works Inc. (ITW) is 4.02%, while W.W. Grainger, Inc. (GWW) has a volatility of 4.50%. This indicates that ITW experiences smaller price fluctuations and is considered to be less risky than GWW based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%JulyAugustSeptemberOctoberNovemberDecember
4.02%
4.50%
ITW
GWW

Financials

ITW vs. GWW - Financials Comparison

This section allows you to compare key financial metrics between Illinois Tool Works Inc. 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


Values in USD except per share items
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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