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

Correlation

The correlation between SNA and ITW is 0.56, 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.


Performance

SNA vs. ITW - Performance Comparison

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

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Key characteristics

Sharpe Ratio

SNA:

0.76

ITW:

0.03

Sortino Ratio

SNA:

1.25

ITW:

0.17

Omega Ratio

SNA:

1.16

ITW:

1.02

Calmar Ratio

SNA:

0.90

ITW:

0.01

Martin Ratio

SNA:

2.64

ITW:

0.04

Ulcer Index

SNA:

7.10%

ITW:

6.76%

Daily Std Dev

SNA:

25.77%

ITW:

22.03%

Max Drawdown

SNA:

-65.76%

ITW:

-54.90%

Current Drawdown

SNA:

-11.90%

ITW:

-10.92%

Fundamentals

Market Cap

SNA:

$17.12B

ITW:

$73.09B

EPS

SNA:

$19.10

ITW:

$11.36

PE Ratio

SNA:

17.14

ITW:

21.93

PEG Ratio

SNA:

2.44

ITW:

3.63

PS Ratio

SNA:

3.38

ITW:

4.64

PB Ratio

SNA:

3.10

ITW:

22.55

Total Revenue (TTM)

SNA:

$4.77B

ITW:

$15.76B

Gross Profit (TTM)

SNA:

$2.43B

ITW:

$6.87B

EBITDA (TTM)

SNA:

$1.49B

ITW:

$4.91B

Returns By Period

In the year-to-date period, SNA achieves a -3.63% return, which is significantly lower than ITW's -2.73% return. Over the past 10 years, SNA has underperformed ITW with an annualized return of 10.04%, while ITW has yielded a comparatively higher 12.33% annualized return.


SNA

YTD

-3.63%

1M

-3.51%

6M

-8.89%

1Y

19.52%

5Y*

24.79%

10Y*

10.04%

ITW

YTD

-2.73%

1M

4.96%

6M

-9.11%

1Y

0.65%

5Y*

12.10%

10Y*

12.33%

*Annualized

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Risk-Adjusted Performance

SNA vs. ITW — Risk-Adjusted Performance Rank

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

SNA
The Risk-Adjusted Performance Rank of SNA is 7676
Overall Rank
The Sharpe Ratio Rank of SNA is 7878
Sharpe Ratio Rank
The Sortino Ratio Rank of SNA is 7171
Sortino Ratio Rank
The Omega Ratio Rank of SNA is 7070
Omega Ratio Rank
The Calmar Ratio Rank of SNA is 8282
Calmar Ratio Rank
The Martin Ratio Rank of SNA is 7777
Martin Ratio Rank

ITW
The Risk-Adjusted Performance Rank of ITW is 4747
Overall Rank
The Sharpe Ratio Rank of ITW is 5252
Sharpe Ratio Rank
The Sortino Ratio Rank of ITW is 4141
Sortino Ratio Rank
The Omega Ratio Rank of ITW is 4040
Omega Ratio Rank
The Calmar Ratio Rank of ITW is 5151
Calmar Ratio Rank
The Martin Ratio Rank of ITW is 5050
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.

SNA vs. ITW - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Snap-on Incorporated (SNA) 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 current SNA Sharpe Ratio is 0.76, which is higher than the ITW Sharpe Ratio of 0.03. The chart below compares the historical Sharpe Ratios of SNA 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.


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Dividends

SNA vs. ITW - Dividend Comparison

SNA's dividend yield for the trailing twelve months is around 2.46%, more than ITW's 2.41% yield.


TTM20242023202220212020201920182017201620152014
SNA
Snap-on Incorporated
2.46%2.27%2.33%2.57%2.37%2.61%2.32%2.35%1.69%1.48%1.28%1.35%
ITW
Illinois Tool Works Inc.
2.41%2.29%2.07%2.30%1.91%2.17%2.30%2.81%1.71%1.96%2.23%1.91%

Drawdowns

SNA vs. ITW - Drawdown Comparison

The maximum SNA drawdown since its inception was -65.76%, which is greater than ITW's maximum drawdown of -54.90%. Use the drawdown chart below to compare losses from any high point for SNA and ITW. For additional features, visit the drawdowns tool.


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Volatility

SNA vs. ITW - Volatility Comparison

Snap-on Incorporated (SNA) has a higher volatility of 11.52% compared to Illinois Tool Works Inc. (ITW) at 6.49%. This indicates that SNA'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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Financials

SNA vs. ITW - Financials Comparison

This section allows you to compare key financial metrics between Snap-on Incorporated 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


1.00B2.00B3.00B4.00B20212022202320242025
1.14B
3.84B
(SNA) Total Revenue
(ITW) Total Revenue
Values in USD except per share items

SNA vs. ITW - Profitability Comparison

The chart below illustrates the profitability comparison between Snap-on Incorporated 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

40.0%45.0%50.0%20212022202320242025
50.7%
43.7%
(SNA) Gross Margin
(ITW) Gross Margin
SNA - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, Snap-on Incorporated reported a gross profit of 578.50M and revenue of 1.14B. Therefore, the gross margin over that period was 50.7%.

ITW - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, Illinois Tool Works Inc. reported a gross profit of 1.68B and revenue of 3.84B. Therefore, the gross margin over that period was 43.7%.

SNA - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, Snap-on Incorporated reported an operating income of 313.40M and revenue of 1.14B, resulting in an operating margin of 27.5%.

ITW - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, Illinois Tool Works Inc. reported an operating income of 951.00M and revenue of 3.84B, resulting in an operating margin of 24.8%.

SNA - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, Snap-on Incorporated reported a net income of 240.50M and revenue of 1.14B, resulting in a net margin of 21.1%.

ITW - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, Illinois Tool Works Inc. reported a net income of 700.00M and revenue of 3.84B, resulting in a net margin of 18.2%.