W. W. Grainger (GWW): analysis and statistics
Return, volatility, Sharpe ratio and risk for W. W. Grainger, an S&P 500 component in the Industrials sector. Data as of 2026-07-30.
| Last close price | $1,355.77 |
| Sector (GICS) | Industrials |
| Annualized return (3.0 yr) | +23.64% |
| Total return over period | +88.37% |
| Annualized volatility | 22.68% |
| Sharpe ratio | 0.88 |
| Sortino ratio | 1.30 |
| Max drawdown | -24.50% |
| CVaR 95% (avg. loss, worst 5% of days) | -3.11% |
| Correlation with the S&P 500 | 0.47 |
| Period range | $661.92 – $1,402.03 |
| Trading days analyzed | 752 |
Over the last 3.0 years, W. W. Grainger (GWW) has posted an annualized return of +23.64% with annual volatility of 22.68%, a Sharpe ratio of 0.88. Its worst stretch (max drawdown from a peak) was -24.50%. Its correlation with the S&P 500 is 0.47, which means it moves moderately in step with the index.
These are historical, realized metrics, not projections: they describe how the stock behaved, not how it will behave going forward. To see how GWW would fit inside an optimized portfolio alongside other S&P 500 stocks, try the optimizer.
Optimize a portfolio with GWW →
Other Industrials stocks
What is the Sharpe ratio? · How to optimize an S&P 500 portfolio