PortfoliosLab logo
PH vs. ITW
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between PH and ITW is 0.59, 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.


-0.50.00.51.0
Correlation: 0.6

Performance

PH vs. ITW - Performance Comparison

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

11,000.00%12,000.00%13,000.00%14,000.00%15,000.00%NovemberDecember2025FebruaryMarchApril
13,017.59%
12,182.17%
PH
ITW

Key characteristics

Sharpe Ratio

PH:

0.31

ITW:

-0.01

Sortino Ratio

PH:

0.70

ITW:

0.14

Omega Ratio

PH:

1.10

ITW:

1.02

Calmar Ratio

PH:

0.41

ITW:

-0.01

Martin Ratio

PH:

1.36

ITW:

-0.04

Ulcer Index

PH:

8.00%

ITW:

6.30%

Daily Std Dev

PH:

34.86%

ITW:

21.80%

Max Drawdown

PH:

-66.92%

ITW:

-54.90%

Current Drawdown

PH:

-14.68%

ITW:

-12.15%

Fundamentals

Market Cap

PH:

$76.88B

ITW:

$71.20B

EPS

PH:

$24.22

ITW:

$11.71

PE Ratio

PH:

24.65

ITW:

20.51

PEG Ratio

PH:

2.41

ITW:

3.49

PS Ratio

PH:

3.86

ITW:

4.48

PB Ratio

PH:

5.87

ITW:

21.19

Total Revenue (TTM)

PH:

$14.83B

ITW:

$11.93B

Gross Profit (TTM)

PH:

$5.40B

ITW:

$5.19B

EBITDA (TTM)

PH:

$4.03B

ITW:

$3.85B

Returns By Period

In the year-to-date period, PH achieves a -5.01% return, which is significantly lower than ITW's -4.07% return. Over the past 10 years, PH has outperformed ITW with an annualized return of 19.52%, while ITW has yielded a comparatively lower 12.42% annualized return.


PH

YTD

-5.01%

1M

0.22%

6M

-3.12%

1Y

9.85%

5Y*

32.77%

10Y*

19.52%

ITW

YTD

-4.07%

1M

-1.31%

6M

-4.44%

1Y

-0.69%

5Y*

10.83%

10Y*

12.42%

*Annualized

Compare stocks, funds, or ETFs

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


Risk-Adjusted Performance

PH vs. ITW — Risk-Adjusted Performance Rank

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

PH
The Risk-Adjusted Performance Rank of PH is 6464
Overall Rank
The Sharpe Ratio Rank of PH is 6666
Sharpe Ratio Rank
The Sortino Ratio Rank of PH is 5858
Sortino Ratio Rank
The Omega Ratio Rank of PH is 5959
Omega Ratio Rank
The Calmar Ratio Rank of PH is 7070
Calmar Ratio Rank
The Martin Ratio Rank of PH is 6868
Martin Ratio Rank

ITW
The Risk-Adjusted Performance Rank of ITW is 4747
Overall Rank
The Sharpe Ratio Rank of ITW is 5151
Sharpe Ratio Rank
The Sortino Ratio Rank of ITW is 4141
Sortino Ratio Rank
The Omega Ratio Rank of ITW is 4141
Omega Ratio Rank
The Calmar Ratio Rank of ITW is 5151
Calmar Ratio Rank
The Martin Ratio Rank of ITW is 5151
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

PH vs. ITW - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Parker-Hannifin Corporation (PH) 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.


The chart of Sharpe ratio for PH, currently valued at 0.31, compared to the broader market-2.00-1.000.001.002.003.00
PH: 0.31
ITW: -0.01
The chart of Sortino ratio for PH, currently valued at 0.70, compared to the broader market-6.00-4.00-2.000.002.004.00
PH: 0.70
ITW: 0.14
The chart of Omega ratio for PH, currently valued at 1.10, compared to the broader market0.501.001.502.00
PH: 1.10
ITW: 1.02
The chart of Calmar ratio for PH, currently valued at 0.41, compared to the broader market0.001.002.003.004.005.00
PH: 0.41
ITW: -0.01
The chart of Martin ratio for PH, currently valued at 1.36, compared to the broader market-5.000.005.0010.0015.0020.00
PH: 1.36
ITW: -0.04

The current PH Sharpe Ratio is 0.31, which is higher than the ITW Sharpe Ratio of -0.01. The chart below compares the historical Sharpe Ratios of PH and ITW, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00NovemberDecember2025FebruaryMarchApril
0.31
-0.01
PH
ITW

Dividends

PH vs. ITW - Dividend Comparison

PH's dividend yield for the trailing twelve months is around 1.08%, less than ITW's 2.44% yield.


TTM20242023202220212020201920182017201620152014
PH
Parker-Hannifin Corporation
1.08%1.00%1.25%1.73%1.25%1.29%1.65%1.97%1.32%1.80%2.60%1.61%
ITW
Illinois Tool Works Inc.
2.44%2.29%2.07%2.30%1.91%2.17%2.30%2.81%1.71%1.96%2.23%1.91%

Drawdowns

PH vs. ITW - Drawdown Comparison

The maximum PH drawdown since its inception was -66.92%, which is greater than ITW's maximum drawdown of -54.90%. Use the drawdown chart below to compare losses from any high point for PH and ITW. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-14.68%
-12.15%
PH
ITW

Volatility

PH vs. ITW - Volatility Comparison

Parker-Hannifin Corporation (PH) has a higher volatility of 21.91% compared to Illinois Tool Works Inc. (ITW) at 13.27%. This indicates that PH'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.


5.00%10.00%15.00%20.00%NovemberDecember2025FebruaryMarchApril
21.91%
13.27%
PH
ITW

Financials

PH vs. ITW - Financials Comparison

This section allows you to compare key financial metrics between Parker-Hannifin Corporation 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


2.50B3.00B3.50B4.00B4.50B5.00BAprilJulyOctober2021AprilJulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober
4.74B
3.93B
(PH) Total Revenue
(ITW) Total Revenue
Values in USD except per share items

PH vs. ITW - Profitability Comparison

The chart below illustrates the profitability comparison between Parker-Hannifin Corporation 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

25.0%30.0%35.0%40.0%45.0%AprilJulyOctober2021AprilJulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober
36.3%
43.5%
(PH) Gross Margin
(ITW) Gross Margin
PH - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Apr 2025, Parker-Hannifin Corporation reported a gross profit of 1.72B and revenue of 4.74B. Therefore, the gross margin over that period was 36.3%.
ITW - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Apr 2025, Illinois Tool Works Inc. reported a gross profit of 1.71B and revenue of 3.93B. Therefore, the gross margin over that period was 43.5%.
PH - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Apr 2025, Parker-Hannifin Corporation reported an operating income of 1.28B and revenue of 4.74B, resulting in an operating margin of 27.0%.
ITW - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Apr 2025, Illinois Tool Works Inc. reported an operating income of 1.03B and revenue of 3.93B, resulting in an operating margin of 26.2%.
PH - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Apr 2025, Parker-Hannifin Corporation reported a net income of 948.54M and revenue of 4.74B, resulting in a net margin of 20.0%.
ITW - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Apr 2025, Illinois Tool Works Inc. reported a net income of 750.00M and revenue of 3.93B, resulting in a net margin of 19.1%.