MAS vs. SHW
Compare and contrast key facts about Masco Corporation (MAS) and The Sherwin-Williams Company (SHW).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: MAS or SHW.
Key characteristics
| MAS | SHW | |
|---|---|---|
| YTD Return | 22.75% | 24.78% |
| 1Y Return | 48.17% | 54.55% |
| 3Y Return (Ann) | 9.46% | 7.06% |
| 5Y Return (Ann) | 13.82% | 15.87% |
| 10Y Return (Ann) | 16.46% | 18.33% |
| Sharpe Ratio | 1.89 | 2.48 |
| Sortino Ratio | 2.76 | 3.32 |
| Omega Ratio | 1.34 | 1.44 |
| Calmar Ratio | 2.64 | 1.93 |
| Martin Ratio | 6.71 | 7.97 |
| Ulcer Index | 6.92% | 6.57% |
| Daily Std Dev | 24.62% | 21.11% |
| Max Drawdown | -90.35% | -52.03% |
| Current Drawdown | -5.21% | -0.70% |
Fundamentals
| MAS | SHW | |
|---|---|---|
| Market Cap | $17.46B | $97.38B |
| EPS | $3.80 | $10.13 |
| PE Ratio | 21.30 | 38.17 |
| PEG Ratio | 1.96 | 3.57 |
| Total Revenue (TTM) | $7.88B | $23.05B |
| Gross Profit (TTM) | $2.85B | $11.17B |
| EBITDA (TTM) | $1.33B | $4.40B |
Correlation
The correlation between MAS and SHW is 0.42, 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.
Performance
MAS vs. SHW - Performance Comparison
In the year-to-date period, MAS achieves a 22.75% return, which is significantly lower than SHW's 24.78% return. Over the past 10 years, MAS has underperformed SHW with an annualized return of 16.46%, while SHW has yielded a comparatively higher 18.33% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
MAS vs. SHW - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Masco Corporation (MAS) 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.
Dividends
MAS vs. SHW - Dividend Comparison
MAS's dividend yield for the trailing twelve months is around 1.43%, more than SHW's 0.71% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MAS Masco Corporation | 1.43% | 1.73% | 2.40% | 1.22% | 1.27% | 1.03% | 1.49% | 0.92% | 1.22% | 0.66% | 0.02% | 0.02% |
SHW The Sherwin-Williams Company | 0.71% | 0.78% | 1.01% | 0.62% | 0.73% | 0.77% | 0.87% | 0.83% | 1.25% | 1.03% | 0.84% | 1.09% |
Drawdowns
MAS vs. SHW - Drawdown Comparison
The maximum MAS drawdown since its inception was -90.35%, which is greater than SHW's maximum drawdown of -52.03%. Use the drawdown chart below to compare losses from any high point for MAS and SHW. For additional features, visit the drawdowns tool.
Volatility
MAS vs. SHW - Volatility Comparison
The current volatility for Masco Corporation (MAS) is 5.30%, while The Sherwin-Williams Company (SHW) has a volatility of 8.09%. This indicates that MAS 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.
Financials
MAS vs. SHW - Financials Comparison
This section allows you to compare key financial metrics between Masco Corporation 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.
Total Revenue: Total amount of money received from sales and other business activities