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WOR vs. GWW
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between WOR and GWW is 0.37, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.00.4

Performance

WOR vs. GWW - Performance Comparison

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

-10.00%0.00%10.00%20.00%30.00%SeptemberOctoberNovemberDecember2025February
-4.99%
6.17%
WOR
GWW

Key characteristics

Sharpe Ratio

WOR:

-0.75

GWW:

0.53

Sortino Ratio

WOR:

-1.02

GWW:

0.90

Omega Ratio

WOR:

0.89

GWW:

1.11

Calmar Ratio

WOR:

-0.63

GWW:

0.73

Martin Ratio

WOR:

-0.91

GWW:

1.52

Ulcer Index

WOR:

29.32%

GWW:

7.26%

Daily Std Dev

WOR:

35.53%

GWW:

21.03%

Max Drawdown

WOR:

-70.94%

GWW:

-56.74%

Current Drawdown

WOR:

-37.51%

GWW:

-15.16%

Fundamentals

Market Cap

WOR:

$2.09B

GWW:

$50.91B

EPS

WOR:

$0.85

GWW:

$38.32

PE Ratio

WOR:

49.24

GWW:

27.03

PEG Ratio

WOR:

0.35

GWW:

2.42

Total Revenue (TTM)

WOR:

$1.17B

GWW:

$17.17B

Gross Profit (TTM)

WOR:

$286.13M

GWW:

$6.76B

EBITDA (TTM)

WOR:

$98.83M

GWW:

$2.83B

Returns By Period

In the year-to-date period, WOR achieves a 3.19% return, which is significantly higher than GWW's -1.73% return. Over the past 10 years, WOR has underperformed GWW with an annualized return of 10.55%, while GWW has yielded a comparatively higher 17.78% annualized return.


WOR

YTD

3.19%

1M

4.60%

6M

-4.99%

1Y

-27.88%

5Y*

14.27%

10Y*

10.55%

GWW

YTD

-1.73%

1M

-3.09%

6M

6.17%

1Y

9.91%

5Y*

29.77%

10Y*

17.78%

*Annualized

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Risk-Adjusted Performance

WOR vs. GWW — Risk-Adjusted Performance Rank

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

WOR
The Risk-Adjusted Performance Rank of WOR is 1414
Overall Rank
The Sharpe Ratio Rank of WOR is 1010
Sharpe Ratio Rank
The Sortino Ratio Rank of WOR is 1010
Sortino Ratio Rank
The Omega Ratio Rank of WOR is 1313
Omega Ratio Rank
The Calmar Ratio Rank of WOR is 1111
Calmar Ratio Rank
The Martin Ratio Rank of WOR is 2525
Martin Ratio Rank

GWW
The Risk-Adjusted Performance Rank of GWW is 6262
Overall Rank
The Sharpe Ratio Rank of GWW is 6464
Sharpe Ratio Rank
The Sortino Ratio Rank of GWW is 5656
Sortino Ratio Rank
The Omega Ratio Rank of GWW is 5454
Omega Ratio Rank
The Calmar Ratio Rank of GWW is 7373
Calmar Ratio Rank
The Martin Ratio Rank of GWW is 6363
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.

WOR vs. GWW - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Worthington Industries, Inc. (WOR) 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.


Sharpe ratio
The chart of Sharpe ratio for WOR, currently valued at -0.75, compared to the broader market-2.000.002.004.00-0.750.53
The chart of Sortino ratio for WOR, currently valued at -1.02, compared to the broader market-4.00-2.000.002.004.00-1.020.90
The chart of Omega ratio for WOR, currently valued at 0.89, compared to the broader market0.501.001.502.000.891.11
The chart of Calmar ratio for WOR, currently valued at -0.63, compared to the broader market0.002.004.006.00-0.630.73
The chart of Martin ratio for WOR, currently valued at -0.91, compared to the broader market-30.00-20.00-10.000.0010.0020.0030.00-0.911.52
WOR
GWW

The current WOR Sharpe Ratio is -0.75, which is lower than the GWW Sharpe Ratio of 0.53. The chart below compares the historical Sharpe Ratios of WOR and GWW, 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-1.000.001.002.003.00SeptemberOctoberNovemberDecember2025February
-0.75
0.53
WOR
GWW

Dividends

WOR vs. GWW - Dividend Comparison

WOR's dividend yield for the trailing twelve months is around 1.59%, more than GWW's 0.77% yield.


TTM20242023202220212020201920182017201620152014
WOR
Worthington Industries, Inc.
1.59%1.65%1.35%2.37%1.99%1.91%2.23%2.53%1.86%1.64%2.46%2.19%
GWW
W.W. Grainger, Inc.
0.77%0.76%0.88%1.22%1.23%1.45%1.68%1.90%2.14%2.08%2.27%1.64%

Drawdowns

WOR vs. GWW - Drawdown Comparison

The maximum WOR drawdown since its inception was -70.94%, which is greater than GWW's maximum drawdown of -56.74%. Use the drawdown chart below to compare losses from any high point for WOR and GWW. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%SeptemberOctoberNovemberDecember2025February
-37.51%
-15.16%
WOR
GWW

Volatility

WOR vs. GWW - Volatility Comparison

Worthington Industries, Inc. (WOR) has a higher volatility of 8.05% compared to W.W. Grainger, Inc. (GWW) at 7.47%. This indicates that WOR'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.


4.00%6.00%8.00%10.00%12.00%14.00%SeptemberOctoberNovemberDecember2025February
8.05%
7.47%
WOR
GWW

Financials

WOR vs. GWW - Financials Comparison

This section allows you to compare key financial metrics between Worthington Industries, 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


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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