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

Key characteristics


IFFSHW
YTD Return7.73%-2.17%
1Y Return-4.47%32.75%
3Y Return (Ann)-12.92%4.03%
5Y Return (Ann)-6.49%15.98%
10Y Return (Ann)1.20%17.57%
Sharpe Ratio-0.191.62
Daily Std Dev34.03%20.04%
Max Drawdown-67.63%-52.03%
Current Drawdown-39.58%-12.34%

Fundamentals


IFFSHW
Market Cap$21.60B$77.87B
EPS-$10.05$9.38
PE Ratio1.37K32.67
PEG Ratio19.134.16
Revenue (TTM)$11.48B$22.98B
Gross Profit (TTM)$4.15B$9.33B
EBITDA (TTM)$1.75B$4.26B

Correlation

-0.50.00.51.00.4

The correlation between IFF and SHW is 0.36, 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.

Performance

IFF vs. SHW - Performance Comparison

In the year-to-date period, IFF achieves a 7.73% return, which is significantly higher than SHW's -2.17% return. Over the past 10 years, IFF has underperformed SHW with an annualized return of 1.20%, while SHW has yielded a comparatively higher 17.57% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


0.00%10,000.00%20,000.00%30,000.00%40,000.00%50,000.00%December2024FebruaryMarchAprilMay
2,532.52%
40,993.26%
IFF
SHW

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International Flavors & Fragrances Inc.

The Sherwin-Williams Company

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.


IFF
Sharpe ratio
The chart of Sharpe ratio for IFF, currently valued at -0.19, compared to the broader market-2.00-1.000.001.002.003.004.00-0.19
Sortino ratio
The chart of Sortino ratio for IFF, currently valued at -0.02, compared to the broader market-4.00-2.000.002.004.006.00-0.02
Omega ratio
The chart of Omega ratio for IFF, currently valued at 1.00, compared to the broader market0.501.001.501.00
Calmar ratio
The chart of Calmar ratio for IFF, currently valued at -0.11, compared to the broader market0.002.004.006.00-0.11
Martin ratio
The chart of Martin ratio for IFF, currently valued at -0.31, compared to the broader market-10.000.0010.0020.0030.00-0.31
SHW
Sharpe ratio
The chart of Sharpe ratio for SHW, currently valued at 1.62, compared to the broader market-2.00-1.000.001.002.003.004.001.62
Sortino ratio
The chart of Sortino ratio for SHW, currently valued at 2.30, compared to the broader market-4.00-2.000.002.004.006.002.30
Omega ratio
The chart of Omega ratio for SHW, currently valued at 1.28, compared to the broader market0.501.001.501.28
Calmar ratio
The chart of Calmar ratio for SHW, currently valued at 0.90, compared to the broader market0.002.004.006.000.90
Martin ratio
The chart of Martin ratio for SHW, currently valued at 5.58, compared to the broader market-10.000.0010.0020.0030.005.58

IFF vs. SHW - Sharpe Ratio Comparison

The current IFF Sharpe Ratio is -0.19, which is lower than the SHW Sharpe Ratio of 1.62. The chart below compares the 12-month rolling Sharpe Ratio of IFF and SHW.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00December2024FebruaryMarchAprilMay
-0.19
1.62
IFF
SHW

Dividends

IFF vs. SHW - Dividend Comparison

IFF's dividend yield for the trailing twelve months is around 3.26%, more than SHW's 0.83% yield.


TTM20232022202120202019201820172016201520142013
IFF
International Flavors & Fragrances Inc.
3.26%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
0.83%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 -67.63%, 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.


-50.00%-40.00%-30.00%-20.00%-10.00%0.00%December2024FebruaryMarchAprilMay
-39.58%
-12.34%
IFF
SHW

Volatility

IFF vs. SHW - Volatility Comparison

International Flavors & Fragrances Inc. (IFF) has a higher volatility of 6.75% compared to The Sherwin-Williams Company (SHW) at 6.09%. 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.


4.00%6.00%8.00%10.00%12.00%December2024FebruaryMarchAprilMay
6.75%
6.09%
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