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

Correlation

The correlation between ITW and PH is 0.54, 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. PH - Performance Comparison

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

-10.00%0.00%10.00%20.00%30.00%AugustSeptemberOctoberNovemberDecember2025
8.80%
23.61%
ITW
PH

Key characteristics

Sharpe Ratio

ITW:

0.37

PH:

1.81

Sortino Ratio

ITW:

0.63

PH:

2.79

Omega Ratio

ITW:

1.07

PH:

1.37

Calmar Ratio

ITW:

0.45

PH:

4.17

Martin Ratio

ITW:

0.86

PH:

9.90

Ulcer Index

ITW:

6.70%

PH:

4.78%

Daily Std Dev

ITW:

15.77%

PH:

26.12%

Max Drawdown

ITW:

-54.90%

PH:

-66.92%

Current Drawdown

ITW:

-5.59%

PH:

-4.20%

Fundamentals

Market Cap

ITW:

$77.19B

PH:

$87.33B

EPS

ITW:

$11.56

PH:

$22.16

PE Ratio

ITW:

22.61

PH:

30.61

PEG Ratio

ITW:

2.93

PH:

2.82

Total Revenue (TTM)

ITW:

$11.97B

PH:

$15.17B

Gross Profit (TTM)

ITW:

$5.30B

PH:

$5.48B

EBITDA (TTM)

ITW:

$3.94B

PH:

$3.77B

Returns By Period

In the year-to-date period, ITW achieves a 3.09% return, which is significantly lower than PH's 6.66% return. Over the past 10 years, ITW has underperformed PH with an annualized return of 13.47%, while PH has yielded a comparatively higher 20.86% annualized return.


ITW

YTD

3.09%

1M

1.59%

6M

8.80%

1Y

3.78%

5Y*

10.38%

10Y*

13.47%

PH

YTD

6.66%

1M

4.82%

6M

23.61%

1Y

44.85%

5Y*

29.51%

10Y*

20.86%

*Annualized

Compare stocks, funds, or ETFs

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Risk-Adjusted Performance

ITW vs. PH — Risk-Adjusted Performance Rank

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

ITW
The Risk-Adjusted Performance Rank of ITW is 5555
Overall Rank
The Sharpe Ratio Rank of ITW is 5959
Sharpe Ratio Rank
The Sortino Ratio Rank of ITW is 4848
Sortino Ratio Rank
The Omega Ratio Rank of ITW is 4747
Omega Ratio Rank
The Calmar Ratio Rank of ITW is 6565
Calmar Ratio Rank
The Martin Ratio Rank of ITW is 5656
Martin Ratio Rank

PH
The Risk-Adjusted Performance Rank of PH is 9191
Overall Rank
The Sharpe Ratio Rank of PH is 9191
Sharpe Ratio Rank
The Sortino Ratio Rank of PH is 9090
Sortino Ratio Rank
The Omega Ratio Rank of PH is 8989
Omega Ratio Rank
The Calmar Ratio Rank of PH is 9797
Calmar Ratio Rank
The Martin Ratio Rank of PH is 9191
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

ITW vs. PH - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Illinois Tool Works Inc. (ITW) and Parker-Hannifin Corporation (PH). 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 0.37, compared to the broader market-2.000.002.004.000.371.81
The chart of Sortino ratio for ITW, currently valued at 0.63, compared to the broader market-4.00-2.000.002.004.006.000.632.79
The chart of Omega ratio for ITW, currently valued at 1.07, compared to the broader market0.501.001.502.001.071.37
The chart of Calmar ratio for ITW, currently valued at 0.45, compared to the broader market0.002.004.006.000.454.17
The chart of Martin ratio for ITW, currently valued at 0.86, compared to the broader market0.0010.0020.0030.000.869.90
ITW
PH

The current ITW Sharpe Ratio is 0.37, which is lower than the PH Sharpe Ratio of 1.81. The chart below compares the historical Sharpe Ratios of ITW and PH, 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-0.500.000.501.001.502.002.503.00AugustSeptemberOctoberNovemberDecember2025
0.37
1.81
ITW
PH

Dividends

ITW vs. PH - Dividend Comparison

ITW's dividend yield for the trailing twelve months is around 2.22%, more than PH's 0.94% yield.


TTM20242023202220212020201920182017201620152014
ITW
Illinois Tool Works Inc.
2.22%2.29%2.07%2.30%1.91%2.17%2.30%2.81%1.71%1.96%2.23%1.91%
PH
Parker-Hannifin Corporation
0.94%1.00%1.25%1.73%1.25%1.29%1.65%1.97%1.32%1.80%2.60%1.61%

Drawdowns

ITW vs. PH - Drawdown Comparison

The maximum ITW drawdown since its inception was -54.90%, smaller than the maximum PH drawdown of -66.92%. Use the drawdown chart below to compare losses from any high point for ITW and PH. For additional features, visit the drawdowns tool.


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-5.59%
-4.20%
ITW
PH

Volatility

ITW vs. PH - Volatility Comparison

The current volatility for Illinois Tool Works Inc. (ITW) is 5.10%, while Parker-Hannifin Corporation (PH) has a volatility of 6.09%. This indicates that ITW experiences smaller price fluctuations and is considered to be less risky than PH 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%12.00%14.00%16.00%AugustSeptemberOctoberNovemberDecember2025
5.10%
6.09%
ITW
PH

Financials

ITW vs. PH - Financials Comparison

This section allows you to compare key financial metrics between Illinois Tool Works Inc. and Parker-Hannifin Corporation. 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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