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MZTI vs. ITW
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

MZTI vs. ITW - Performance Comparison

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

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Returns By Period

In the year-to-date period, MZTI achieves a -34.52% return, which is significantly lower than ITW's 2.25% return. Over the past 10 years, MZTI has underperformed ITW with an annualized return of 0.42%, while ITW has yielded a comparatively higher 11.44% annualized return.


MZTI

1D
-1.67%
1M
-7.92%
YTD
-34.52%
6M
-34.31%
1Y
-35.29%
3Y*
-17.60%
5Y*
-9.30%
10Y*
0.42%

ITW

1D
0.68%
1M
-0.55%
YTD
2.25%
6M
1.37%
1Y
4.62%
3Y*
5.43%
5Y*
3.59%
10Y*
11.44%
*Multi-year figures are annualized to reflect compound growth (CAGR)

MZTI vs. ITW - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
MZTI
The Marzetti Company
-34.52%-2.93%6.10%-14.02%21.59%-8.26%16.75%-7.88%39.22%-6.99%
ITW
Illinois Tool Works Inc.
2.25%-0.43%-0.97%21.56%-8.46%23.60%16.42%45.60%-22.10%38.92%

Correlation

The correlation between MZTI and ITW is 0.26, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.26

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

0.32

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

0.32

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

0.34

Correlation (All Time)
Calculated using the full available price history since Mar 27, 1990

0.29

Fundamentals

EPS

MZTI:

$6.41

ITW:

$14.33

PE Ratio

MZTI:

16.70

ITW:

17.46

PEG Ratio

MZTI:

1.90

ITW:

2.90

PS Ratio

MZTI:

1.51

ITW:

3.37

Total Revenue (TTM)

MZTI:

$1.94B

ITW:

$16.22B

Gross Profit (TTM)

MZTI:

$469.39M

ITW:

$7.16B

EBITDA (TTM)

MZTI:

$296.24M

ITW:

$4.61B

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Return for Risk

MZTI vs. ITW — Risk / Return Rank

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

MZTI
MZTI Risk / Return Rank: 33
Overall Rank
MZTI Sharpe Ratio Rank: 11
Sharpe Ratio Rank
MZTI Sortino Ratio Rank: 22
Sortino Ratio Rank
MZTI Omega Ratio Rank: 33
Omega Ratio Rank
MZTI Calmar Ratio Rank: 99
Calmar Ratio Rank
MZTI Martin Ratio Rank: 11
Martin Ratio Rank

ITW
ITW Risk / Return Rank: 4545
Overall Rank
ITW Sharpe Ratio Rank: 4848
Sharpe Ratio Rank
ITW Sortino Ratio Rank: 4242
Sortino Ratio Rank
ITW Omega Ratio Rank: 4040
Omega Ratio Rank
ITW Calmar Ratio Rank: 4747
Calmar Ratio Rank
ITW Martin Ratio Rank: 4747
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.

MZTI vs. ITW - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for The Marzetti Company (MZTI) and Illinois Tool Works Inc. (ITW). 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.


MZTIITWDifference
Sharpe ratioReturn per unit of total volatility

-1.55

Sortino ratioReturn per unit of downside risk

-2.45

Omega ratioGain probability vs. loss probability

0.76

1.06

-0.30

Calmar ratioReturn relative to maximum drawdown

-0.83

0.27

-1.10

Martin ratioReturn relative to average drawdown

-2.06

0.61

-2.67

MZTI vs. ITW - Sharpe Ratio Comparison

The current MZTI Sharpe Ratio is -1.32, which is lower than the ITW Sharpe Ratio of 0.23. The chart below compares the historical Sharpe Ratios of MZTI and ITW, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


MZTIITWDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-1.32

0.23

-1.55

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.34

0.17

-0.51

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.02

0.48

-0.47

Sharpe Ratio (All Time)

Calculated using the full available price history

0.38

0.51

-0.13

Drawdowns

MZTI vs. ITW - Drawdown Comparison

The maximum MZTI drawdown since its inception was -54.66%, roughly equal to the maximum ITW drawdown of -54.90%. Use the drawdown chart below to compare losses from any high point for MZTI and ITW.


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Drawdown Indicators


MZTIITWDifference

Max Drawdown

Largest peak-to-trough decline

-54.66%

-54.90%

+0.24%

Max Drawdown (1Y)

Largest decline over 1 year

-42.45%

-17.44%

-25.01%

Max Drawdown (3Y)

Largest decline over 3 years

-46.19%

-20.63%

-25.56%

Max Drawdown (5Y)

Largest decline over 5 years

-47.96%

-28.05%

-19.91%

Max Drawdown (10Y)

Largest decline over 10 years

-47.96%

-37.85%

-10.11%

Current Drawdown

Current decline from peak

-47.96%

-15.94%

-32.02%

Average Drawdown

Average peak-to-trough decline

-11.64%

-9.83%

-1.81%

Ulcer Index

Depth and duration of drawdowns from previous peaks

17.17%

7.56%

+9.61%

Volatility

MZTI vs. ITW - Volatility Comparison

The Marzetti Company (MZTI) has a higher volatility of 6.27% compared to Illinois Tool Works Inc. (ITW) at 4.71%. This indicates that MZTI's price experiences larger fluctuations and is considered to be riskier than ITW based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


MZTIITWDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.27%

4.71%

+1.56%

Volatility (6M)

Calculated over the trailing 6-month period

20.41%

15.75%

+4.66%

Volatility (1Y)

Calculated over the trailing 1-year period

26.75%

20.27%

+6.48%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

27.72%

21.08%

+6.64%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

27.69%

23.81%

+3.88%

Dividends

MZTI vs. ITW - Dividend Comparison

MZTI's dividend yield for the trailing twelve months is around 3.64%, more than ITW's 2.53% yield.


PositionTTM20252024202320222021202020192018201720162015
ITW
Illinois Tool Works Inc.
2.53%2.53%2.29%2.07%2.30%1.91%2.17%2.30%2.81%1.71%1.96%2.23%
MZTI
The Marzetti Company
3.64%2.34%2.11%2.07%1.65%1.84%1.55%1.66%1.39%1.74%1.45%5.96%

Financials

MZTI vs. ITW - Financials Comparison

This section allows you to compare key financial metrics between The Marzetti Company and Illinois Tool Works 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


0.001.00B2.00B3.00B4.00B20222023202420252026
453.37M
4.02B
(MZTI) Total Revenue
(ITW) Total Revenue
Values in USD except per share items

MZTI vs. ITW - Profitability Comparison

The chart below illustrates the profitability comparison between The Marzetti Company and Illinois Tool Works Inc. over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

20.0%25.0%30.0%35.0%40.0%45.0%20222023202420252026
23.7%
43.8%
Portfolio components
MZTI - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, The Marzetti Company reported a gross profit of 107.22M and revenue of 453.37M. Therefore, the gross margin over that period was 23.7%.

ITW - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Illinois Tool Works Inc. reported a gross profit of 1.76B and revenue of 4.02B. Therefore, the gross margin over that period was 43.8%.

MZTI - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, The Marzetti Company reported an operating income of 46.58M and revenue of 453.37M, resulting in an operating margin of 10.3%.

ITW - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Illinois Tool Works Inc. reported an operating income of 1.02B and revenue of 4.02B, resulting in an operating margin of 25.4%.

MZTI - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, The Marzetti Company reported a net income of 37.06M and revenue of 453.37M, resulting in a net margin of 8.2%.

ITW - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Illinois Tool Works Inc. reported a net income of 768.00M and revenue of 4.02B, resulting in a net margin of 19.1%.


Frequently Asked Questions


MZTI and ITW have a correlation of 0.26, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

MZTI has higher volatility (6.27%) compared to ITW (4.71%). In terms of maximum drawdown, MZTI dropped -54.66% vs ITW's -54.90%.

ITW currently has the higher Sharpe Ratio (0.23 vs -1.32), 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.

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