Illinois Tool Works (ITW): analysis and statistics
Return, volatility, Sharpe ratio and risk for Illinois Tool Works, an S&P 500 component in the Industrials sector. Data as of 2026-07-30.
| Last close price | $283.67 |
| Sector (GICS) | Industrials |
| Annualized return (3.0 yr) | +5.01% |
| Total return over period | +15.69% |
| Annualized volatility | 20.06% |
| Sharpe ratio | 0.07 |
| Sortino ratio | 0.10 |
| Max drawdown | -20.63% |
| CVaR 95% (avg. loss, worst 5% of days) | -2.84% |
| Correlation with the S&P 500 | 0.52 |
| Period range | $208.40 – $295.93 |
| Trading days analyzed | 752 |
Over the last 3.0 years, Illinois Tool Works (ITW) has posted an annualized return of +5.01% with annual volatility of 20.06%, a Sharpe ratio of 0.07. Its worst stretch (max drawdown from a peak) was -20.63%. Its correlation with the S&P 500 is 0.52, 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 S&P 500 stocks, try the optimizer.
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