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

Performance

RS vs. SHW - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Reliance Steel & Aluminum Co. (RS) 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
3.26%
23.10%
RS
SHW

Returns By Period

In the year-to-date period, RS achieves a 13.34% return, which is significantly lower than SHW's 20.16% return. Over the past 10 years, RS has outperformed SHW with an annualized return of 19.57%, while SHW has yielded a comparatively lower 17.64% annualized return.


RS

YTD

13.34%

1M

5.81%

6M

4.51%

1Y

18.53%

5Y (annualized)

24.12%

10Y (annualized)

19.57%

SHW

YTD

20.16%

1M

-2.46%

6M

21.44%

1Y

37.01%

5Y (annualized)

15.24%

10Y (annualized)

17.64%

Fundamentals


RSSHW
Market Cap$16.97B$93.60B
EPS$18.26$10.05
PE Ratio17.1736.98
PEG Ratio1.203.46
Total Revenue (TTM)$14.05B$23.05B
Gross Profit (TTM)$1.26B$11.17B
EBITDA (TTM)$1.60B$4.38B

Key characteristics


RSSHW
Sharpe Ratio0.611.81
Sortino Ratio1.212.49
Omega Ratio1.151.33
Calmar Ratio0.891.79
Martin Ratio1.565.66
Ulcer Index11.22%6.58%
Daily Std Dev28.67%20.62%
Max Drawdown-83.80%-52.03%
Current Drawdown-7.10%-4.38%

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Correlation

-0.50.00.51.00.3

The correlation between RS and SHW is 0.34, 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

RS vs. SHW - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Reliance Steel & Aluminum Co. (RS) 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 RS, currently valued at 0.61, compared to the broader market-4.00-2.000.002.004.000.611.81
The chart of Sortino ratio for RS, currently valued at 1.21, compared to the broader market-4.00-2.000.002.004.001.212.49
The chart of Omega ratio for RS, currently valued at 1.15, compared to the broader market0.501.001.502.001.151.33
The chart of Calmar ratio for RS, currently valued at 0.89, compared to the broader market0.002.004.006.000.891.79
The chart of Martin ratio for RS, currently valued at 1.56, compared to the broader market-10.000.0010.0020.0030.001.565.66
RS
SHW

The current RS Sharpe Ratio is 0.61, which is lower than the SHW Sharpe Ratio of 1.81. The chart below compares the historical Sharpe Ratios of RS 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 Ratio0.001.002.003.00JuneJulyAugustSeptemberOctoberNovember
0.61
1.81
RS
SHW

Dividends

RS vs. SHW - Dividend Comparison

RS's dividend yield for the trailing twelve months is around 1.05%, more than SHW's 0.77% yield.


TTM20232022202120202019201820172016201520142013
RS
Reliance Steel & Aluminum Co.
1.05%1.43%1.73%1.70%2.09%1.84%2.81%2.10%2.07%2.76%2.28%2.06%
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

RS vs. SHW - Drawdown Comparison

The maximum RS drawdown since its inception was -83.80%, which is greater than SHW's maximum drawdown of -52.03%. Use the drawdown chart below to compare losses from any high point for RS and SHW. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-7.10%
-4.38%
RS
SHW

Volatility

RS vs. SHW - Volatility Comparison

Reliance Steel & Aluminum Co. (RS) has a higher volatility of 14.29% compared to The Sherwin-Williams Company (SHW) at 6.12%. This indicates that RS'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%14.00%JuneJulyAugustSeptemberOctoberNovember
14.29%
6.12%
RS
SHW

Financials

RS vs. SHW - Financials Comparison

This section allows you to compare key financial metrics between Reliance Steel & Aluminum Co. 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