PortfoliosLab logoPortfoliosLab logo
LEG vs. GWW
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

LEG vs. GWW - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Leggett & Platt, Incorporated (LEG) and W.W. Grainger, Inc. (GWW). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, LEG achieves a -8.64% return, which is significantly lower than GWW's 29.79% return. Over the past 10 years, LEG has underperformed GWW with an annualized return of -11.64%, while GWW has yielded a comparatively higher 21.17% annualized return.


LEG

1D
-0.10%
1M
-0.60%
YTD
-8.64%
6M
-8.50%
1Y
12.07%
3Y*
-29.34%
5Y*
-25.68%
10Y*
-11.64%

GWW

1D
0.35%
1M
5.96%
YTD
29.79%
6M
36.56%
1Y
20.24%
3Y*
23.74%
5Y*
24.53%
10Y*
21.17%
*Multi-year figures are annualized to reflect compound growth (CAGR)

LEG vs. GWW - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
LEG
Leggett & Platt, Incorporated
-8.64%17.02%-61.93%-13.45%-17.78%-3.76%-9.05%47.13%-22.25%0.58%
GWW
W.W. Grainger, Inc.
29.79%-3.41%28.21%50.53%8.75%28.80%22.85%22.25%21.69%4.35%

Correlation

The correlation between LEG and GWW is 0.34, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.34

Correlation (3Y)
Calculated over the trailing 3-year period

0.30

Correlation (5Y)
Calculated over the trailing 5-year period

0.37

Correlation (10Y)
Calculated over the trailing 10-year period

0.42

Correlation (All Time)
Calculated using the full available price history since Nov 6, 1987

0.37

The correlation between LEG and GWW shifts across timeframes, from 0.30 (3 years) to 0.42 (10 years), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap

LEG:

$1.41B

GWW:

$61.84B

EPS

LEG:

$1.60

GWW:

$37.26

PE Ratio

LEG:

6.25

GWW:

35.01

PS Ratio

LEG:

0.46

GWW:

3.39

PB Ratio

LEG:

1.36

GWW:

15.73

Total Revenue (TTM)

LEG:

$3.03B

GWW:

$18.38B

Gross Profit (TTM)

LEG:

$717.40M

GWW:

$7.20B

EBITDA (TTM)

LEG:

$433.10M

GWW:

$2.82B

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

LEG vs. GWW — Risk / Return Rank

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

LEG
LEG Risk / Return Rank: 5151
Overall Rank
LEG Sharpe Ratio Rank: 5151
Sharpe Ratio Rank
LEG Sortino Ratio Rank: 5050
Sortino Ratio Rank
LEG Omega Ratio Rank: 4949
Omega Ratio Rank
LEG Calmar Ratio Rank: 5252
Calmar Ratio Rank
LEG Martin Ratio Rank: 5252
Martin Ratio Rank

GWW
GWW Risk / Return Rank: 6565
Overall Rank
GWW Sharpe Ratio Rank: 6868
Sharpe Ratio Rank
GWW Sortino Ratio Rank: 6161
Sortino Ratio Rank
GWW Omega Ratio Rank: 6363
Omega Ratio Rank
GWW Calmar Ratio Rank: 6868
Calmar Ratio Rank
GWW Martin Ratio Rank: 6565
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

LEG vs. GWW - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Leggett & Platt, Incorporated (LEG) 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.


LEGGWWDifference
Sharpe ratioReturn per unit of total volatility

-0.58

Sortino ratioReturn per unit of downside risk

-0.46

Omega ratioGain probability vs. loss probability

1.09

1.18

-0.08

Calmar ratioReturn relative to maximum drawdown

0.43

1.36

-0.93

Martin ratioReturn relative to average drawdown

0.89

2.60

-1.71

LEG vs. GWW - Sharpe Ratio Comparison

The current LEG Sharpe Ratio is 0.25, which is lower than the GWW Sharpe Ratio of 0.82. The chart below compares the historical Sharpe Ratios of LEG and GWW, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Sharpe Ratios by Period


LEGGWWDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.25

0.82

-0.58

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.61

1.00

-1.61

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.29

0.74

-1.04

Sharpe Ratio (All Time)

Calculated using the full available price history

0.20

0.56

-0.36

Drawdowns

LEG vs. GWW - Drawdown Comparison

The maximum LEG drawdown since its inception was -86.41%, which is greater than GWW's maximum drawdown of -56.73%. Use the drawdown chart below to compare losses from any high point for LEG and GWW.


Loading charts...

Drawdown Indicators


LEGGWWDifference

Max Drawdown

Largest peak-to-trough decline

-86.41%

-56.73%

-29.68%

Max Drawdown (1Y)

Largest decline over 1 year

-28.51%

-15.00%

-13.51%

Max Drawdown (3Y)

Largest decline over 3 years

-77.39%

-24.50%

-52.89%

Max Drawdown (5Y)

Largest decline over 5 years

-85.42%

-24.50%

-60.92%

Max Drawdown (10Y)

Largest decline over 10 years

-86.41%

-41.60%

-44.81%

Current Drawdown

Current decline from peak

-78.87%

0.00%

-78.87%

Average Drawdown

Average peak-to-trough decline

-19.63%

-11.01%

-8.62%

Ulcer Index

Depth and duration of drawdowns from previous peaks

13.58%

8.29%

+5.29%

Volatility

LEG vs. GWW - Volatility Comparison

Leggett & Platt, Incorporated (LEG) has a higher volatility of 11.27% compared to W.W. Grainger, Inc. (GWW) at 4.56%. This indicates that LEG's price experiences larger fluctuations and is considered to be riskier than GWW based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


LEGGWWDifference

Volatility (1M)

Calculated over the trailing 1-month period

11.27%

4.56%

+6.71%

Volatility (6M)

Calculated over the trailing 6-month period

30.79%

18.19%

+12.60%

Volatility (1Y)

Calculated over the trailing 1-year period

49.55%

24.80%

+24.75%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

42.40%

24.67%

+17.73%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

39.77%

28.54%

+11.23%

Dividends

LEG vs. GWW - Dividend Comparison

LEG's dividend yield for the trailing twelve months is around 2.00%, more than GWW's 0.71% yield.


PositionTTM20252024202320222021202020192018201720162015
GWW
W.W. Grainger, Inc.
0.71%0.88%0.76%0.88%1.22%1.23%1.45%1.68%1.90%2.14%2.08%2.27%
LEG
Leggett & Platt, Incorporated
2.00%1.82%6.35%6.95%5.40%4.03%3.61%3.11%4.19%2.98%2.74%3.00%

Financials

LEG vs. GWW - Financials Comparison

This section allows you to compare key financial metrics between Leggett & Platt, Incorporated 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


0.001.00B2.00B3.00B4.00B5.00B202220232024202520260
4.74B
(LEG) Total Revenue
(GWW) Total Revenue
Values in USD except per share items

Frequently Asked Questions


LEG and GWW have a correlation of 0.34, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

LEG has higher volatility (11.27%) compared to GWW (4.56%). In terms of maximum drawdown, LEG dropped -86.41% vs GWW's -56.73%.

GWW currently has the higher Sharpe Ratio (0.82 vs 0.25), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

Find the right allocation for LEG and GWW

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer