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

Correlation

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.


-0.50.00.51.00.3

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.

9,000.00%10,000.00%11,000.00%12,000.00%13,000.00%JulyAugustSeptemberOctoberNovemberDecember
11,126.47%
10,056.10%
RS
SHW

Key characteristics

Sharpe Ratio

RS:

-0.01

SHW:

0.68

Sortino Ratio

RS:

0.22

SHW:

1.08

Omega Ratio

RS:

1.03

SHW:

1.14

Calmar Ratio

RS:

-0.02

SHW:

0.92

Martin Ratio

RS:

-0.03

SHW:

2.11

Ulcer Index

RS:

11.66%

SHW:

6.88%

Daily Std Dev

RS:

29.16%

SHW:

21.41%

Max Drawdown

RS:

-83.80%

SHW:

-52.03%

Current Drawdown

RS:

-20.01%

SHW:

-13.57%

Fundamentals

Market Cap

RS:

$15.16B

SHW:

$91.37B

EPS

RS:

$18.28

SHW:

$10.04

PE Ratio

RS:

15.32

SHW:

36.13

PEG Ratio

RS:

1.20

SHW:

3.37

Total Revenue (TTM)

RS:

$14.05B

SHW:

$23.05B

Gross Profit (TTM)

RS:

$4.05B

SHW:

$11.17B

EBITDA (TTM)

RS:

$1.60B

SHW:

$4.38B

Returns By Period

In the year-to-date period, RS achieves a -2.41% return, which is significantly lower than SHW's 11.69% return. Over the past 10 years, RS has outperformed SHW with an annualized return of 18.57%, while SHW has yielded a comparatively lower 15.75% annualized return.


RS

YTD

-2.41%

1M

-13.90%

6M

-3.86%

1Y

-2.18%

5Y*

19.41%

10Y*

18.57%

SHW

YTD

11.69%

1M

-9.87%

6M

15.12%

1Y

11.92%

5Y*

13.22%

10Y*

15.75%

Compare stocks, funds, or ETFs

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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 -0.01, compared to the broader market-4.00-2.000.002.00-0.010.68
The chart of Sortino ratio for RS, currently valued at 0.22, compared to the broader market-4.00-2.000.002.004.000.221.08
The chart of Omega ratio for RS, currently valued at 1.03, compared to the broader market0.501.001.502.001.031.14
The chart of Calmar ratio for RS, currently valued at -0.02, compared to the broader market0.002.004.006.00-0.020.92
The chart of Martin ratio for RS, currently valued at -0.03, compared to the broader market-5.000.005.0010.0015.0020.0025.00-0.032.11
RS
SHW

The current RS Sharpe Ratio is -0.01, which is lower than the SHW Sharpe Ratio of 0.68. 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 Ratio0.001.002.003.00JulyAugustSeptemberOctoberNovemberDecember
-0.01
0.68
RS
SHW

Dividends

RS vs. SHW - Dividend Comparison

RS's dividend yield for the trailing twelve months is around 1.64%, more than SHW's 0.83% yield.


TTM20232022202120202019201820172016201520142013
RS
Reliance Steel & Aluminum Co.
1.64%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
0.83%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%JulyAugustSeptemberOctoberNovemberDecember
-20.01%
-13.57%
RS
SHW

Volatility

RS vs. SHW - Volatility Comparison

Reliance Steel & Aluminum Co. (RS) and The Sherwin-Williams Company (SHW) have volatilities of 7.13% and 7.40%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


4.00%6.00%8.00%10.00%12.00%14.00%JulyAugustSeptemberOctoberNovemberDecember
7.13%
7.40%
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
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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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