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

Performance

ECL vs. SHW - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Ecolab Inc. (ECL) 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
4.44%
20.96%
ECL
SHW

Returns By Period

In the year-to-date period, ECL achieves a 24.05% return, which is significantly higher than SHW's 20.75% return. Over the past 10 years, ECL has underperformed SHW with an annualized return of 9.13%, while SHW has yielded a comparatively higher 17.71% annualized return.


ECL

YTD

24.05%

1M

-6.56%

6M

4.44%

1Y

33.40%

5Y (annualized)

7.11%

10Y (annualized)

9.13%

SHW

YTD

20.75%

1M

-3.65%

6M

20.96%

1Y

37.94%

5Y (annualized)

15.61%

10Y (annualized)

17.71%

Fundamentals


ECLSHW
Market Cap$69.65B$96.63B
EPS$7.16$10.04
PE Ratio34.3538.21
PEG Ratio2.473.62
Total Revenue (TTM)$15.67B$23.05B
Gross Profit (TTM)$6.77B$11.17B
EBITDA (TTM)$3.89B$4.40B

Key characteristics


ECLSHW
Sharpe Ratio1.811.91
Sortino Ratio2.592.61
Omega Ratio1.381.34
Calmar Ratio1.721.88
Martin Ratio13.855.98
Ulcer Index2.44%6.58%
Daily Std Dev18.65%20.63%
Max Drawdown-47.18%-52.03%
Current Drawdown-6.56%-3.90%

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Correlation

-0.50.00.51.00.4

The correlation between ECL and SHW is 0.41, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

Risk-Adjusted Performance

ECL vs. SHW - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Ecolab Inc. (ECL) 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 ECL, currently valued at 1.81, compared to the broader market-4.00-2.000.002.004.001.811.91
The chart of Sortino ratio for ECL, currently valued at 2.59, compared to the broader market-4.00-2.000.002.004.002.592.61
The chart of Omega ratio for ECL, currently valued at 1.38, compared to the broader market0.501.001.502.001.381.34
The chart of Calmar ratio for ECL, currently valued at 1.72, compared to the broader market0.002.004.006.001.721.88
The chart of Martin ratio for ECL, currently valued at 13.85, compared to the broader market-10.000.0010.0020.0030.0013.855.98
ECL
SHW

The current ECL Sharpe Ratio is 1.81, which is comparable to the SHW Sharpe Ratio of 1.91. The chart below compares the historical Sharpe Ratios of ECL 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 Ratio1.001.502.002.503.00JuneJulyAugustSeptemberOctoberNovember
1.81
1.91
ECL
SHW

Dividends

ECL vs. SHW - Dividend Comparison

ECL's dividend yield for the trailing twelve months is around 0.93%, more than SHW's 0.77% yield.


TTM20232022202120202019201820172016201520142013
ECL
Ecolab Inc.
0.93%1.09%1.42%0.83%0.87%0.96%1.15%1.13%1.51%1.17%1.11%0.93%
SHW
The Sherwin-Williams Company
0.77%0.78%1.01%0.62%0.73%0.77%0.87%0.83%1.25%1.03%0.84%1.09%

Drawdowns

ECL vs. SHW - Drawdown Comparison

The maximum ECL drawdown since its inception was -47.18%, smaller than the maximum SHW drawdown of -52.03%. Use the drawdown chart below to compare losses from any high point for ECL and SHW. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-6.56%
-3.90%
ECL
SHW

Volatility

ECL vs. SHW - Volatility Comparison

The current volatility for Ecolab Inc. (ECL) is 4.47%, while The Sherwin-Williams Company (SHW) has a volatility of 8.31%. This indicates that ECL 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%JuneJulyAugustSeptemberOctoberNovember
4.47%
8.31%
ECL
SHW

Financials

ECL vs. SHW - Financials Comparison

This section allows you to compare key financial metrics between Ecolab 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