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.
Key characteristics
| ITW | VOO | |
|---|---|---|
| YTD Return | -7.11% | 6.62% |
| 1Y Return | 6.55% | 25.71% |
| 3Y Return (Ann) | 3.53% | 8.15% |
| 5Y Return (Ann) | 11.62% | 13.32% |
| 10Y Return (Ann) | 13.57% | 12.46% |
| Sharpe Ratio | 0.34 | 2.13 |
| Daily Std Dev | 16.56% | 11.67% |
| Max Drawdown | -54.90% | -33.99% |
| Current Drawdown | -9.99% | -3.56% |
Correlation
The correlation between ITW and VOO is 0.71, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Performance
ITW vs. VOO - Performance Comparison
In the year-to-date period, ITW achieves a -7.11% return, which is significantly lower than VOO's 6.62% return. Over the past 10 years, ITW has outperformed VOO with an annualized return of 13.57%, while VOO has yielded a comparatively lower 12.46% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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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 2.28%, more than VOO's 1.38% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ITW Illinois Tool Works Inc. | 2.28% | 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 | 1.38% | 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
The current volatility for Illinois Tool Works Inc. (ITW) is 3.50%, while Vanguard S&P 500 ETF (VOO) has a volatility of 4.04%. This indicates that ITW experiences smaller price fluctuations and is considered to be less risky than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.