Illinois Tool Works Inc. (ITW) - Risk-Adjusted Returns & Sharpe Ratio | pfolio
Illinois Tool Works Inc. (ITW): 1Y return 8.2%, Sharpe ratio 0.47, volatility 20.9%, max drawdown -17.4%. A Stock in the Equity asset class. Compare ITW with other assets and invest through your own broker with pfolio.
Illinois Tool Works Inc. (ITW) Overview
- Type: Stock
- Asset Class: Equity
- Region: Americas
- Country: US (Developed)
- Currency: USD
ITW Performance
- MTD
- Return: -1.8%, Sharpe: -1.60, Volatility: 14.7%, Max Drawdown: -5.3%
- YTD
- Return: 15.8%, Sharpe: 1.07, Volatility: 22.5%, Max Drawdown: -17.4%
- 1Y
- Return: 8.2%, Sharpe: 0.47, Volatility: 20.9%, Max Drawdown: -17.4%
- 5Y
- Return: 37.4%, Sharpe: 0.40, Volatility: 21.0%, Max Drawdown: -28.0%
- 10Y
- Return: 198.1%, Sharpe: 0.57, Volatility: 23.5%, Max Drawdown: -37.8%
Frequently Asked Questions
- What is Illinois Tool Works Inc. (ITW)?
- Illinois Tool Works Inc. (ITW) is a Stock in the Equity asset class. pfolio shows its cumulative return, volatility, Sharpe ratio, and max drawdown across MTD, YTD, 1Y, 5Y, 10Y, 20Y, and all-time periods.
- How does ITW compare to other assets?
- You can compare ITW with any other asset using pfolio's comparison tool, which ranks assets side-by-side by risk-adjusted returns.
- Can I invest in ITW through pfolio?
- pfolio helps you build diversified portfolios that may include ITW. You invest through your own broker — pfolio provides the analytics.