ITW vs. VTI
Compare and contrast key facts about Illinois Tool Works Inc. (ITW) and Vanguard Total Stock Market ETF (VTI).
VTI is a passively managed fund by Vanguard that tracks the performance of the CRSP US Total Market Index. It was launched on May 24, 2001.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ITW or VTI.
Performance
ITW vs. VTI - Performance Comparison
Returns By Period
In the year-to-date period, ITW achieves a 3.46% return, which is significantly lower than VTI's 24.70% return. Over the past 10 years, ITW has outperformed VTI with an annualized return of 13.39%, while VTI has yielded a comparatively lower 12.63% annualized return.
ITW
3.46%
2.08%
8.36%
13.70%
11.68%
13.39%
VTI
24.70%
1.36%
12.03%
32.16%
15.00%
12.63%
Key characteristics
| ITW | VTI | |
|---|---|---|
| Sharpe Ratio | 0.88 | 2.65 |
| Sortino Ratio | 1.32 | 3.54 |
| Omega Ratio | 1.16 | 1.49 |
| Calmar Ratio | 1.06 | 3.87 |
| Martin Ratio | 2.17 | 16.96 |
| Ulcer Index | 6.26% | 1.95% |
| Daily Std Dev | 15.47% | 12.52% |
| Max Drawdown | -54.90% | -55.45% |
| Current Drawdown | -3.27% | -1.58% |
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Correlation
The correlation between ITW and VTI is 0.70, 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.
Risk-Adjusted Performance
ITW vs. VTI - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Illinois Tool Works Inc. (ITW) and Vanguard Total Stock Market ETF (VTI). 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. VTI - Dividend Comparison
ITW's dividend yield for the trailing twelve months is around 2.14%, more than VTI's 1.28% 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% |
VTI Vanguard Total Stock Market ETF | 1.28% | 1.44% | 1.67% | 1.21% | 1.42% | 1.78% | 2.04% | 1.71% | 1.92% | 1.98% | 1.76% | 1.74% |
Drawdowns
ITW vs. VTI - Drawdown Comparison
The maximum ITW drawdown since its inception was -54.90%, roughly equal to the maximum VTI drawdown of -55.45%. Use the drawdown chart below to compare losses from any high point for ITW and VTI. For additional features, visit the drawdowns tool.
Volatility
ITW vs. VTI - Volatility Comparison
Illinois Tool Works Inc. (ITW) has a higher volatility of 5.85% compared to Vanguard Total Stock Market ETF (VTI) at 4.28%. This indicates that ITW's price experiences larger fluctuations and is considered to be riskier than VTI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.