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

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.

-10.00%0.00%10.00%20.00%30.00%JuneJulyAugustSeptemberOctoberNovember
13.85%
26.96%
D
SHW

Returns By Period

In the year-to-date period, D achieves a 29.06% return, which is significantly higher than SHW's 23.93% return. Over the past 10 years, D has underperformed SHW with an annualized return of 1.97%, while SHW has yielded a comparatively higher 18.01% annualized return.


D

YTD

29.06%

1M

-2.72%

6M

13.85%

1Y

31.91%

5Y (annualized)

-2.77%

10Y (annualized)

1.97%

SHW

YTD

23.93%

1M

6.27%

6M

26.96%

1Y

40.74%

5Y (annualized)

15.94%

10Y (annualized)

18.01%

Fundamentals


DSHW
Market Cap$48.55B$93.60B
EPS$2.71$10.05
PE Ratio21.3336.98
PEG Ratio2.183.46
Total Revenue (TTM)$14.25B$23.05B
Gross Profit (TTM)$8.54B$11.17B
EBITDA (TTM)$7.04B$4.38B

Key characteristics


DSHW
Sharpe Ratio1.421.98
Sortino Ratio2.092.71
Omega Ratio1.261.36
Calmar Ratio0.711.98
Martin Ratio7.396.27
Ulcer Index4.40%6.58%
Daily Std Dev22.92%20.83%
Max Drawdown-52.20%-52.03%
Current Drawdown-25.59%-1.38%

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Correlation

-0.50.00.51.00.3

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.

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 1.42, compared to the broader market-4.00-2.000.002.004.001.421.98
The chart of Sortino ratio for D, currently valued at 2.09, compared to the broader market-4.00-2.000.002.004.002.092.71
The chart of Omega ratio for D, currently valued at 1.26, compared to the broader market0.501.001.502.001.261.36
The chart of Calmar ratio for D, currently valued at 0.71, compared to the broader market0.002.004.006.000.711.98
The chart of Martin ratio for D, currently valued at 7.39, compared to the broader market0.0010.0020.0030.007.396.27
D
SHW

The current D Sharpe Ratio is 1.42, which is comparable to the SHW Sharpe Ratio of 1.98. 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 Ratio0.001.002.003.00JuneJulyAugustSeptemberOctoberNovember
1.42
1.98
D
SHW

Dividends

D vs. SHW - Dividend Comparison

D's dividend yield for the trailing twelve months is around 4.57%, more than SHW's 0.75% yield.


TTM20232022202120202019201820172016201520142013
D
Dominion Energy, Inc.
4.57%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
0.75%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%JuneJulyAugustSeptemberOctoberNovember
-25.59%
-1.38%
D
SHW

Volatility

D vs. SHW - Volatility Comparison

Dominion Energy, Inc. (D) and The Sherwin-Williams Company (SHW) have volatilities of 7.05% and 6.79%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%JuneJulyAugustSeptemberOctoberNovember
7.05%
6.79%
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