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RS vs. SHW
Performance
Return for Risk
Drawdowns
Volatility
Dividends
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.

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Returns By Period

In the year-to-date period, RS achieves a 32.26% return, which is significantly higher than SHW's 3.57% return. Over the past 10 years, RS has outperformed SHW with an annualized return of 18.77%, while SHW has yielded a comparatively lower 13.65% annualized return.


RS

1D
0.72%
1M
-8.27%
6M
23.71%
YTD
32.26%
1Y
17.32%
3Y*
12.05%
5Y*
22.07%
10Y*
18.77%

SHW

1D
0.59%
1M
5.26%
6M
-5.01%
YTD
3.57%
1Y
-2.55%
3Y*
9.48%
5Y*
4.81%
10Y*
13.65%
*Multi-year figures are annualized to reflect compound growth (CAGR)

RS vs. SHW - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
RS
Reliance Steel & Aluminum Co.
32.26%9.12%-2.33%40.29%27.08%37.84%2.42%72.21%-15.12%10.49%
SHW
The Sherwin-Williams Company
3.57%-3.83%9.90%32.73%-31.96%44.90%27.05%49.70%-3.23%54.11%

Correlation

The correlation between RS and SHW is 0.39, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.39

Correlation (3Y)
Calculated over the trailing 3-year period

0.43

Correlation (5Y)
Calculated over the trailing 5-year period

0.40

Correlation (10Y)
Calculated over the trailing 10-year period

0.41

Correlation (All Time)
Calculated using the full available price history since Sep 16, 1994

0.34

Fundamentals

Market Cap

RS:

$19.36B

SHW:

$82.37B

EPS

RS:

$14.06

SHW:

$10.45

PE Ratio

RS:

26.98

SHW:

31.95

PS Ratio

RS:

1.40

SHW:

3.47

Total Revenue (TTM)

RS:

$14.29B

SHW:

$23.94B

Gross Profit (TTM)

RS:

$3.90B

SHW:

$11.76B

EBITDA (TTM)

RS:

$1.30B

SHW:

$4.29B

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Return for Risk

RS vs. SHW — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

RS
RS Risk / Return Rank: 6161
Overall Rank
RS Sharpe Ratio Rank: 6666
Sharpe Ratio Rank
RS Sortino Ratio Rank: 5858
Sortino Ratio Rank
RS Omega Ratio Rank: 6060
Omega Ratio Rank
RS Calmar Ratio Rank: 6161
Calmar Ratio Rank
RS Martin Ratio Rank: 5959
Martin Ratio Rank

SHW
SHW Risk / Return Rank: 3636
Overall Rank
SHW Sharpe Ratio Rank: 3838
Sharpe Ratio Rank
SHW Sortino Ratio Rank: 3232
Sortino Ratio Rank
SHW Omega Ratio Rank: 3232
Omega Ratio Rank
SHW Calmar Ratio Rank: 3939
Calmar Ratio Rank
SHW Martin Ratio Rank: 3838
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

RS vs. SHW - Risk-Adjusted Trends 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


RSSHWDifference
Sharpe ratioReturn per unit of total volatility

+0.77

Sortino ratioReturn per unit of downside risk

+1.02

Omega ratioGain probability vs. loss probability

1.13

0.99

+0.14

Calmar ratioReturn relative to maximum drawdown

0.72

-0.20

+0.91

Martin ratioReturn relative to average drawdown

1.22

-0.40

+1.62

RS vs. SHW - Sharpe Ratio Comparison

The current RS Sharpe Ratio is 0.61, which is higher than the SHW Sharpe Ratio of -0.17. The chart below compares the historical Sharpe Ratios of RS and SHW, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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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 -52.02%. Use the drawdown chart below to compare losses from any high point for RS and SHW.


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Drawdown Indicators


RSSHWDifference

Max Drawdown

Largest peak-to-trough decline

-83.80%

-52.02%

-31.78%

Max Drawdown (1Y)

Largest decline over 1 year

-22.30%

-21.36%

-0.94%

Max Drawdown (3Y)

Largest decline over 3 years

-22.30%

-25.69%

+3.39%

Max Drawdown (5Y)

Largest decline over 5 years

-22.32%

-42.46%

+20.14%

Max Drawdown (10Y)

Largest decline over 10 years

-40.83%

-42.46%

+1.63%

Current Drawdown

Current decline from peak

-8.27%

-15.29%

+7.02%

Average Drawdown

Average peak-to-trough decline

-16.45%

-11.64%

-4.81%

Ulcer Index

Depth and duration of drawdowns from previous peaks

13.02%

10.60%

+2.42%

Volatility

RS vs. SHW - Volatility Comparison

Reliance Steel & Aluminum Co. (RS) has a higher volatility of 9.39% compared to The Sherwin-Williams Company (SHW) at 8.83%. 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.


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Volatility by Period


RSSHWDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.39%

8.83%

+0.56%

Volatility (6M)

Calculated over the trailing 6-month period

18.38%

20.14%

-1.76%

Volatility (1Y)

Calculated over the trailing 1-year period

26.29%

25.21%

+1.08%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

27.92%

26.42%

+1.50%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

29.63%

26.64%

+2.99%

Dividends

RS vs. SHW - Dividend Comparison

RS's dividend yield for the trailing twelve months is around 1.29%, more than SHW's 0.95% yield.


PositionTTM20252024202320222021202020192018201720162015
RS
Reliance Steel & Aluminum Co.
1.29%1.66%1.63%1.43%1.73%1.70%2.09%1.84%2.81%2.10%2.07%2.76%
SHW
The Sherwin-Williams Company
0.95%0.98%0.84%0.78%1.01%0.62%0.73%0.77%0.87%0.83%1.25%1.03%

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


3.00B3.50B4.00B4.50B5.00B5.50B6.00B6.50BJulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober2025AprilJulyOctober2026
3.50B
5.67B
(RS) Total Revenue
(SHW) Total Revenue
Values in USD except per share items

RS vs. SHW - Profitability Comparison

The chart below illustrates the profitability comparison between Reliance Steel & Aluminum Co. and The Sherwin-Williams Company over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

25.0%30.0%35.0%40.0%45.0%50.0%JulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober2025AprilJulyOctober2026
25.3%
49.1%
Portfolio components
RS - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jul 2026, Reliance Steel & Aluminum Co. reported a gross profit of 885.40M and revenue of 3.50B. Therefore, the gross margin over that period was 25.3%.

SHW - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jul 2026, The Sherwin-Williams Company reported a gross profit of 2.78B and revenue of 5.67B. Therefore, the gross margin over that period was 49.1%.

RS - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jul 2026, Reliance Steel & Aluminum Co. reported an operating income of 176.20M and revenue of 3.50B, resulting in an operating margin of 5.0%.

SHW - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jul 2026, The Sherwin-Williams Company reported an operating income of 810.90M and revenue of 5.67B, resulting in an operating margin of 14.3%.

RS - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jul 2026, Reliance Steel & Aluminum Co. reported a net income of 116.50M and revenue of 3.50B, resulting in a net margin of 3.3%.

SHW - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jul 2026, The Sherwin-Williams Company reported a net income of 534.70M and revenue of 5.67B, resulting in a net margin of 9.4%.


Frequently Asked Questions


RS and SHW have a correlation of 0.39, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

RS has higher volatility (9.39%) compared to SHW (8.83%). In terms of maximum drawdown, RS dropped -83.80% vs SHW's -52.02%.

RS currently has the higher Sharpe Ratio (0.61 vs -0.17), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

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