Illinois Tool Works (ITW): analysis and statistics
Return, volatility, Sharpe ratio and risk for Illinois Tool Works, a component of the S&P 500 in the Industrials. Data as of 2026-10-29.
| Last close price | $276.07 |
| Sector (GICS) | Industrials |
| Annualized return (3.0 yr) | +9.75% |
| Total return over period | +31.99% |
| Annualized volatility | 19.89% |
| Period volatility | 34.36% |
| Period T-bill | 12.40% |
| Sharpe ratio | 0.57 |
| Sortino ratio | 0.83 |
| Max drawdown | -20.63% |
| CVaR 95% (avg. loss, worst 5% of days) | -2.75% |
| Correlation with the S&P 500 | 0.50 |
| Period range | $209.46 – $297.32 |
| Trading days analyzed | 752 |
Over the last 3.0 years, Illinois Tool Works (ITW) has posted an annualized return of +9.75% with annual volatility of 19.89%, a Sharpe ratio of 0.57. Its worst stretch (max drawdown from a peak) was -20.63%. Its correlation with the S&P 500 is 0.50, 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 ITW would fit inside an optimized portfolio alongside other stocks, try the optimizer.
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Is it part of the S&P 500?
Yes, Illinois Tool Works (ITW) is of the S&P 500.
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