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PWR vs. GWW
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

PWR vs. GWW - Performance Comparison

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

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Returns By Period

In the year-to-date period, PWR achieves a 64.46% return, which is significantly higher than GWW's 29.79% return. Over the past 10 years, PWR has outperformed GWW with an annualized return of 40.58%, while GWW has yielded a comparatively lower 21.17% annualized return.


PWR

1D
-0.19%
1M
-6.87%
YTD
64.46%
6M
49.89%
1Y
92.19%
3Y*
56.18%
5Y*
49.77%
10Y*
40.58%

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)

PWR vs. GWW - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
PWR
Quanta Services, Inc.
64.46%33.70%46.60%51.70%24.63%59.50%77.74%35.84%-22.93%12.22%
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 PWR and GWW is 0.22, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.22

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

0.35

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

0.43

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

0.46

Correlation (All Time)
Calculated using the full available price history since Feb 13, 1998

0.40

The correlation between PWR and GWW shifts across timeframes, from 0.22 (1 year) to 0.46 (10 years), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap

PWR:

$105.52B

GWW:

$61.84B

EPS

PWR:

$7.29

GWW:

$37.26

PE Ratio

PWR:

95.17

GWW:

35.01

PEG Ratio

PWR:

4.72

GWW:

2.02

PS Ratio

PWR:

3.51

GWW:

3.39

PB Ratio

PWR:

11.67

GWW:

15.73

Total Revenue (TTM)

PWR:

$29.99B

GWW:

$18.38B

Gross Profit (TTM)

PWR:

$4.08B

GWW:

$7.20B

EBITDA (TTM)

PWR:

$2.40B

GWW:

$2.82B

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Return for Risk

PWR vs. GWW — Risk / Return Rank

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

PWR
PWR Risk / Return Rank: 9393
Overall Rank
PWR Sharpe Ratio Rank: 9393
Sharpe Ratio Rank
PWR Sortino Ratio Rank: 9191
Sortino Ratio Rank
PWR Omega Ratio Rank: 9191
Omega Ratio Rank
PWR Calmar Ratio Rank: 9696
Calmar Ratio Rank
PWR Martin Ratio Rank: 9595
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.

PWR vs. GWW - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Quanta Services, Inc. (PWR) 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.


PWRGWWDifference
Sharpe ratioReturn per unit of total volatility

+1.73

Sortino ratioReturn per unit of downside risk

+2.05

Omega ratioGain probability vs. loss probability

1.43

1.18

+0.26

Calmar ratioReturn relative to maximum drawdown

7.45

1.36

+6.09

Martin ratioReturn relative to average drawdown

17.97

2.60

+15.37

PWR vs. GWW - Sharpe Ratio Comparison

The current PWR Sharpe Ratio is 2.55, which is higher than the GWW Sharpe Ratio of 0.82. The chart below compares the historical Sharpe Ratios of PWR 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.


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Sharpe Ratios by Period


PWRGWWDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.55

0.82

+1.73

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.41

1.00

+0.41

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

1.21

0.74

+0.46

Sharpe Ratio (All Time)

Calculated using the full available price history

0.35

0.56

-0.21

Drawdowns

PWR vs. GWW - Drawdown Comparison

The maximum PWR drawdown since its inception was -97.07%, which is greater than GWW's maximum drawdown of -56.73%. Use the drawdown chart below to compare losses from any high point for PWR and GWW.


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Drawdown Indicators


PWRGWWDifference

Max Drawdown

Largest peak-to-trough decline

-97.07%

-56.73%

-40.34%

Max Drawdown (1Y)

Largest decline over 1 year

-12.45%

-15.00%

+2.55%

Max Drawdown (3Y)

Largest decline over 3 years

-33.89%

-24.50%

-9.39%

Max Drawdown (5Y)

Largest decline over 5 years

-33.89%

-24.50%

-9.39%

Max Drawdown (10Y)

Largest decline over 10 years

-45.53%

-41.60%

-3.93%

Current Drawdown

Current decline from peak

-11.64%

0.00%

-11.64%

Average Drawdown

Average peak-to-trough decline

-46.86%

-11.01%

-35.85%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.15%

8.29%

-3.14%

Volatility

PWR vs. GWW - Volatility Comparison

Quanta Services, Inc. (PWR) has a higher volatility of 11.16% compared to W.W. Grainger, Inc. (GWW) at 4.56%. This indicates that PWR'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.


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Volatility by Period


PWRGWWDifference

Volatility (1M)

Calculated over the trailing 1-month period

11.16%

4.56%

+6.60%

Volatility (6M)

Calculated over the trailing 6-month period

29.60%

18.19%

+11.41%

Volatility (1Y)

Calculated over the trailing 1-year period

36.37%

24.80%

+11.57%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

35.62%

24.67%

+10.95%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

33.70%

28.54%

+5.16%

Dividends

PWR vs. GWW - Dividend Comparison

PWR's dividend yield for the trailing twelve months is around 0.06%, less 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%
PWR
Quanta Services, Inc.
0.06%0.09%0.09%0.15%0.25%0.16%0.29%0.42%0.13%0.00%0.00%0.00%

Financials

PWR vs. GWW - Financials Comparison

This section allows you to compare key financial metrics between Quanta Services, Inc. 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


3.00B4.00B5.00B6.00B7.00B8.00B20222023202420252026
7.87B
4.74B
(PWR) Total Revenue
(GWW) Total Revenue
Values in USD except per share items

PWR vs. GWW - Profitability Comparison

The chart below illustrates the profitability comparison between Quanta Services, Inc. and W.W. Grainger, Inc. over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

10.0%15.0%20.0%25.0%30.0%35.0%40.0%20222023202420252026
14.1%
40.0%
Portfolio components
PWR - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Quanta Services, Inc. reported a gross profit of 1.11B and revenue of 7.87B. Therefore, the gross margin over that period was 14.1%.

GWW - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, W.W. Grainger, Inc. reported a gross profit of 1.90B and revenue of 4.74B. Therefore, the gross margin over that period was 40.0%.

PWR - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Quanta Services, Inc. reported an operating income of 338.78M and revenue of 7.87B, resulting in an operating margin of 4.3%.

GWW - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, W.W. Grainger, Inc. reported an operating income of 793.00M and revenue of 4.74B, resulting in an operating margin of 16.7%.

PWR - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Quanta Services, Inc. reported a net income of 220.63M and revenue of 7.87B, resulting in a net margin of 2.8%.

GWW - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, W.W. Grainger, Inc. reported a net income of 555.00M and revenue of 4.74B, resulting in a net margin of 11.7%.


Frequently Asked Questions


PWR and GWW have a correlation of 0.22, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

PWR has higher volatility (11.16%) compared to GWW (4.56%). In terms of maximum drawdown, PWR dropped -97.07% vs GWW's -56.73%.

PWR currently has the higher Sharpe Ratio (2.55 vs 0.82), 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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