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

Performance

IFF vs. SHW - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in International Flavors & Fragrances Inc. (IFF) 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%JuneJulyAugustSeptemberOctoberNovember
2,226.56%
41,139.39%
IFF
SHW

Returns By Period

In the year-to-date period, IFF achieves a 7.02% return, which is significantly lower than SHW's 22.53% return. Over the past 10 years, IFF has underperformed SHW with an annualized return of 0.86%, while SHW has yielded a comparatively higher 17.91% annualized return.


IFF

YTD

7.02%

1M

-18.13%

6M

-13.49%

1Y

18.36%

5Y (annualized)

-6.42%

10Y (annualized)

0.86%

SHW

YTD

22.53%

1M

-2.49%

6M

21.78%

1Y

41.91%

5Y (annualized)

14.96%

10Y (annualized)

17.91%

Fundamentals


IFFSHW
Market Cap$22.87B$96.63B
EPS-$9.08$10.04
PEG Ratio2.003.62
Total Revenue (TTM)$11.42B$23.05B
Gross Profit (TTM)$3.68B$11.17B
EBITDA (TTM)-$1.17B$4.40B

Key characteristics


IFFSHW
Sharpe Ratio0.662.16
Sortino Ratio1.032.89
Omega Ratio1.151.39
Calmar Ratio0.352.03
Martin Ratio4.156.80
Ulcer Index4.16%6.57%
Daily Std Dev26.03%20.66%
Max Drawdown-69.88%-52.03%
Current Drawdown-39.98%-2.49%

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Correlation

-0.50.00.51.00.4

The correlation between IFF and SHW is 0.37, 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

IFF vs. SHW - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for International Flavors & Fragrances Inc. (IFF) 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 IFF, currently valued at 0.66, compared to the broader market-4.00-2.000.002.004.000.662.04
The chart of Sortino ratio for IFF, currently valued at 1.03, compared to the broader market-4.00-2.000.002.004.001.032.75
The chart of Omega ratio for IFF, currently valued at 1.15, compared to the broader market0.501.001.502.001.151.37
The chart of Calmar ratio for IFF, currently valued at 0.35, compared to the broader market0.002.004.006.000.351.93
The chart of Martin ratio for IFF, currently valued at 4.15, compared to the broader market0.0010.0020.0030.004.156.38
IFF
SHW

The current IFF Sharpe Ratio is 0.66, which is lower than the SHW Sharpe Ratio of 2.16. The chart below compares the historical Sharpe Ratios of IFF 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 Ratio0.501.001.502.002.503.00JuneJulyAugustSeptemberOctoberNovember
0.66
2.04
IFF
SHW

Dividends

IFF vs. SHW - Dividend Comparison

IFF's dividend yield for the trailing twelve months is around 2.35%, more than SHW's 0.75% yield.


TTM20232022202120202019201820172016201520142013
IFF
International Flavors & Fragrances Inc.
2.35%4.00%3.05%2.07%2.79%2.29%2.12%1.74%2.04%1.72%1.70%1.70%
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

IFF vs. SHW - Drawdown Comparison

The maximum IFF drawdown since its inception was -69.88%, which is greater than SHW's maximum drawdown of -52.03%. Use the drawdown chart below to compare losses from any high point for IFF and SHW. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-39.98%
-2.49%
IFF
SHW

Volatility

IFF vs. SHW - Volatility Comparison

International Flavors & Fragrances Inc. (IFF) has a higher volatility of 13.67% compared to The Sherwin-Williams Company (SHW) at 8.41%. This indicates that IFF's price experiences larger fluctuations and is considered to be riskier 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%12.00%14.00%JuneJulyAugustSeptemberOctoberNovember
13.67%
8.41%
IFF
SHW

Financials

IFF vs. SHW - Financials Comparison

This section allows you to compare key financial metrics between International Flavors & Fragrances 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