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

Correlation

The correlation between PH and ITW is 0.54, 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.


-0.50.00.51.00.5

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%JulyAugustSeptemberOctoberNovemberDecember
13,740.30%
12,894.28%
PH
ITW

Key characteristics

Sharpe Ratio

PH:

1.76

ITW:

0.20

Sortino Ratio

PH:

2.72

ITW:

0.39

Omega Ratio

PH:

1.36

ITW:

1.05

Calmar Ratio

PH:

4.03

ITW:

0.24

Martin Ratio

PH:

11.01

ITW:

0.49

Ulcer Index

PH:

4.14%

ITW:

6.32%

Daily Std Dev

PH:

25.93%

ITW:

15.50%

Max Drawdown

PH:

-66.92%

ITW:

-54.90%

Current Drawdown

PH:

-8.61%

ITW:

-7.07%

Fundamentals

Market Cap

PH:

$85.73B

ITW:

$79.10B

EPS

PH:

$22.18

ITW:

$11.55

PE Ratio

PH:

30.03

ITW:

23.19

PEG Ratio

PH:

2.80

ITW:

3.06

Total Revenue (TTM)

PH:

$19.99B

ITW:

$15.95B

Gross Profit (TTM)

PH:

$7.20B

ITW:

$6.98B

EBITDA (TTM)

PH:

$4.95B

ITW:

$5.03B

Returns By Period

In the year-to-date period, PH achieves a 42.03% return, which is significantly higher than ITW's 0.49% return. Over the past 10 years, PH has outperformed ITW with an annualized return of 19.40%, while ITW has yielded a comparatively lower 12.90% annualized return.


PH

YTD

42.03%

1M

-6.26%

6M

29.03%

1Y

43.52%

5Y*

27.58%

10Y*

19.40%

ITW

YTD

0.49%

1M

-2.84%

6M

8.92%

1Y

1.59%

5Y*

10.05%

10Y*

12.90%

Compare stocks, funds, or ETFs

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Risk-Adjusted Performance

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.


Sharpe ratio
The chart of Sharpe ratio for PH, currently valued at 1.76, compared to the broader market-4.00-2.000.002.001.760.20
The chart of Sortino ratio for PH, currently valued at 2.72, compared to the broader market-4.00-2.000.002.004.002.720.39
The chart of Omega ratio for PH, currently valued at 1.36, compared to the broader market0.501.001.502.001.361.05
The chart of Calmar ratio for PH, currently valued at 4.03, compared to the broader market0.002.004.006.004.030.24
The chart of Martin ratio for PH, currently valued at 11.01, compared to the broader market-5.000.005.0010.0015.0020.0025.0011.010.49
PH
ITW

The current PH Sharpe Ratio is 1.76, which is higher than the ITW Sharpe Ratio of 0.20. 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-0.500.000.501.001.502.002.503.00JulyAugustSeptemberOctoberNovemberDecember
1.76
0.20
PH
ITW

Dividends

PH vs. ITW - Dividend Comparison

PH's dividend yield for the trailing twelve months is around 0.98%, less than ITW's 2.20% yield.


TTM20232022202120202019201820172016201520142013
PH
Parker-Hannifin Corporation
0.98%1.25%1.73%1.25%1.29%1.65%1.97%1.32%1.80%2.60%1.61%1.38%
ITW
Illinois Tool Works Inc.
2.20%2.07%2.30%1.91%2.17%2.30%2.81%1.71%1.96%2.23%1.91%1.90%

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.


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-8.61%
-7.07%
PH
ITW

Volatility

PH vs. ITW - Volatility Comparison

Parker-Hannifin Corporation (PH) has a higher volatility of 5.26% compared to Illinois Tool Works Inc. (ITW) at 4.02%. 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.


2.00%4.00%6.00%8.00%10.00%12.00%14.00%16.00%JulyAugustSeptemberOctoberNovemberDecember
5.26%
4.02%
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


Values in USD except per share items
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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