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

Correlation

The correlation between MWA 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.


-0.50.00.51.00.4

Performance

MWA vs. SHW - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Mueller Water Products, Inc. (MWA) and The Sherwin-Williams Company (SHW). The values are adjusted to include any dividend payments, if applicable.

0.00%10.00%20.00%30.00%40.00%50.00%JulyAugustSeptemberOctoberNovemberDecember
31.04%
15.39%
MWA
SHW

Key characteristics

Sharpe Ratio

MWA:

2.20

SHW:

0.68

Sortino Ratio

MWA:

3.30

SHW:

1.08

Omega Ratio

MWA:

1.40

SHW:

1.14

Calmar Ratio

MWA:

3.48

SHW:

0.92

Martin Ratio

MWA:

14.28

SHW:

2.11

Ulcer Index

MWA:

4.50%

SHW:

6.88%

Daily Std Dev

MWA:

29.15%

SHW:

21.41%

Max Drawdown

MWA:

-91.80%

SHW:

-52.03%

Current Drawdown

MWA:

-11.67%

SHW:

-13.57%

Fundamentals

Market Cap

MWA:

$3.73B

SHW:

$91.37B

EPS

MWA:

$0.74

SHW:

$10.04

PE Ratio

MWA:

32.27

SHW:

36.13

PEG Ratio

MWA:

1.42

SHW:

3.37

Total Revenue (TTM)

MWA:

$1.31B

SHW:

$23.05B

Gross Profit (TTM)

MWA:

$459.00M

SHW:

$11.17B

EBITDA (TTM)

MWA:

$259.50M

SHW:

$4.38B

Returns By Period

In the year-to-date period, MWA achieves a 61.55% return, which is significantly higher than SHW's 11.69% return. Over the past 10 years, MWA has underperformed SHW with an annualized return of 10.32%, while SHW has yielded a comparatively higher 15.75% annualized return.


MWA

YTD

61.55%

1M

-7.57%

6M

32.62%

1Y

63.94%

5Y*

16.21%

10Y*

10.32%

SHW

YTD

11.69%

1M

-9.87%

6M

15.12%

1Y

11.92%

5Y*

13.22%

10Y*

15.75%

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Risk-Adjusted Performance

MWA vs. SHW - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Mueller Water Products, Inc. (MWA) 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 MWA, currently valued at 2.20, compared to the broader market-4.00-2.000.002.002.200.68
The chart of Sortino ratio for MWA, currently valued at 3.30, compared to the broader market-4.00-2.000.002.004.003.301.08
The chart of Omega ratio for MWA, currently valued at 1.40, compared to the broader market0.501.001.502.001.401.14
The chart of Calmar ratio for MWA, currently valued at 3.48, compared to the broader market0.002.004.006.003.480.92
The chart of Martin ratio for MWA, currently valued at 14.28, compared to the broader market-5.000.005.0010.0015.0020.0025.0014.282.11
MWA
SHW

The current MWA Sharpe Ratio is 2.20, which is higher than the SHW Sharpe Ratio of 0.68. The chart below compares the historical Sharpe Ratios of MWA 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 Ratio0.001.002.003.004.00JulyAugustSeptemberOctoberNovemberDecember
2.20
0.68
MWA
SHW

Dividends

MWA vs. SHW - Dividend Comparison

MWA's dividend yield for the trailing twelve months is around 1.13%, more than SHW's 0.83% yield.


TTM20232022202120202019201820172016201520142013
MWA
Mueller Water Products, Inc.
1.13%1.72%2.18%1.55%1.73%1.72%2.20%1.28%0.83%0.91%0.70%0.77%
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

MWA vs. SHW - Drawdown Comparison

The maximum MWA drawdown since its inception was -91.80%, which is greater than SHW's maximum drawdown of -52.03%. Use the drawdown chart below to compare losses from any high point for MWA and SHW. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-11.67%
-13.57%
MWA
SHW

Volatility

MWA vs. SHW - Volatility Comparison

The current volatility for Mueller Water Products, Inc. (MWA) is 6.66%, while The Sherwin-Williams Company (SHW) has a volatility of 7.40%. This indicates that MWA 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.


4.00%6.00%8.00%10.00%12.00%JulyAugustSeptemberOctoberNovemberDecember
6.66%
7.40%
MWA
SHW

Financials

MWA vs. SHW - Financials Comparison

This section allows you to compare key financial metrics between Mueller Water Products, 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
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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