ITW vs. VOO
Compare and contrast key facts about Illinois Tool Works Inc. (ITW) and Vanguard S&P 500 ETF (VOO).
VOO is a passively managed fund by Vanguard that tracks the performance of the S&P 500 Index. It was launched on Sep 7, 2010.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ITW or VOO.
Performance
ITW vs. VOO - Performance Comparison
Returns By Period
In the year-to-date period, ITW achieves a 3.46% return, which is significantly lower than VOO's 25.48% return. Both investments have delivered pretty close results over the past 10 years, with ITW having a 13.39% annualized return and VOO not far behind at 13.15%.
ITW
3.46%
2.08%
8.36%
13.70%
11.68%
13.39%
VOO
25.48%
0.99%
11.84%
31.84%
15.62%
13.15%
Key characteristics
| ITW | VOO | |
|---|---|---|
| Sharpe Ratio | 0.88 | 2.69 |
| Sortino Ratio | 1.32 | 3.59 |
| Omega Ratio | 1.16 | 1.50 |
| Calmar Ratio | 1.06 | 3.89 |
| Martin Ratio | 2.17 | 17.64 |
| Ulcer Index | 6.26% | 1.86% |
| Daily Std Dev | 15.47% | 12.20% |
| Max Drawdown | -54.90% | -33.99% |
| Current Drawdown | -3.27% | -1.40% |
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Correlation
The correlation between ITW and VOO is 0.70, 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. VOO - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Illinois Tool Works Inc. (ITW) and Vanguard S&P 500 ETF (VOO). 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. VOO - Dividend Comparison
ITW's dividend yield for the trailing twelve months is around 2.14%, more than VOO's 1.25% 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% |
VOO Vanguard S&P 500 ETF | 1.25% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% | 1.85% | 1.84% |
Drawdowns
ITW vs. VOO - Drawdown Comparison
The maximum ITW drawdown since its inception was -54.90%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for ITW and VOO. For additional features, visit the drawdowns tool.
Volatility
ITW vs. VOO - Volatility Comparison
Illinois Tool Works Inc. (ITW) has a higher volatility of 5.85% compared to Vanguard S&P 500 ETF (VOO) at 4.10%. This indicates that ITW's price experiences larger fluctuations and is considered to be riskier than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.