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D vs. SHW
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between D and SHW is 0.26, 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.


-0.50.00.51.00.3

Performance

D vs. SHW - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Dominion Energy, Inc. (D) and The Sherwin-Williams Company (SHW). The values are adjusted to include any dividend payments, if applicable.

0.00%10,000.00%20,000.00%30,000.00%40,000.00%JulyAugustSeptemberOctoberNovemberDecember
2,527.43%
37,491.95%
D
SHW

Key characteristics

Sharpe Ratio

D:

0.86

SHW:

0.68

Sortino Ratio

D:

1.36

SHW:

1.08

Omega Ratio

D:

1.17

SHW:

1.14

Calmar Ratio

D:

0.43

SHW:

0.92

Martin Ratio

D:

4.16

SHW:

2.11

Ulcer Index

D:

4.70%

SHW:

6.88%

Daily Std Dev

D:

22.64%

SHW:

21.41%

Max Drawdown

D:

-52.20%

SHW:

-52.03%

Current Drawdown

D:

-30.83%

SHW:

-13.57%

Fundamentals

Market Cap

D:

$45.02B

SHW:

$91.37B

EPS

D:

$2.71

SHW:

$10.04

PE Ratio

D:

19.77

SHW:

36.13

PEG Ratio

D:

2.02

SHW:

3.37

Total Revenue (TTM)

D:

$14.25B

SHW:

$23.05B

Gross Profit (TTM)

D:

$7.58B

SHW:

$11.17B

EBITDA (TTM)

D:

$6.99B

SHW:

$4.38B

Returns By Period

In the year-to-date period, D achieves a 19.98% return, which is significantly higher than SHW's 11.69% return. Over the past 10 years, D has underperformed SHW with an annualized return of 0.62%, while SHW has yielded a comparatively higher 15.75% annualized return.


D

YTD

19.98%

1M

-6.11%

6M

11.60%

1Y

20.63%

5Y*

-4.18%

10Y*

0.62%

SHW

YTD

11.69%

1M

-9.87%

6M

15.12%

1Y

11.92%

5Y*

13.22%

10Y*

15.75%

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Risk-Adjusted Performance

D vs. SHW - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Dominion Energy, Inc. (D) and The Sherwin-Williams Company (SHW). 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 D, currently valued at 0.86, compared to the broader market-4.00-2.000.002.000.860.68
The chart of Sortino ratio for D, currently valued at 1.36, compared to the broader market-4.00-2.000.002.004.001.361.08
The chart of Omega ratio for D, currently valued at 1.17, compared to the broader market0.501.001.502.001.171.14
The chart of Calmar ratio for D, currently valued at 0.43, compared to the broader market0.002.004.006.000.430.92
The chart of Martin ratio for D, currently valued at 4.16, compared to the broader market-5.000.005.0010.0015.0020.0025.004.162.11
D
SHW

The current D Sharpe Ratio is 0.86, which is comparable to the SHW Sharpe Ratio of 0.68. The chart below compares the historical Sharpe Ratios of D and SHW, 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 Ratio0.001.002.003.00JulyAugustSeptemberOctoberNovemberDecember
0.86
0.68
D
SHW

Dividends

D vs. SHW - Dividend Comparison

D's dividend yield for the trailing twelve months is around 4.98%, more than SHW's 0.83% yield.


TTM20232022202120202019201820172016201520142013
D
Dominion Energy, Inc.
4.98%5.68%4.35%3.21%4.59%4.43%4.67%3.74%3.66%3.83%3.12%3.48%
SHW
The Sherwin-Williams Company
0.83%0.78%1.01%0.62%0.73%0.77%0.87%0.83%1.25%1.03%0.84%1.09%

Drawdowns

D vs. SHW - Drawdown Comparison

The maximum D drawdown since its inception was -52.20%, roughly equal to the maximum SHW drawdown of -52.03%. Use the drawdown chart below to compare losses from any high point for D and SHW. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-30.83%
-13.57%
D
SHW

Volatility

D vs. SHW - Volatility Comparison

The current volatility for Dominion Energy, Inc. (D) is 4.95%, while The Sherwin-Williams Company (SHW) has a volatility of 7.40%. This indicates that D experiences smaller price fluctuations and is considered to be less risky than SHW based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%JulyAugustSeptemberOctoberNovemberDecember
4.95%
7.40%
D
SHW

Financials

D vs. SHW - Financials Comparison

This section allows you to compare key financial metrics between Dominion Energy, Inc. and The Sherwin-Williams Company. 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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