PortfoliosLab logoPortfoliosLab logo
SHEL vs. GLW
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

SHEL vs. GLW - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Shell plc (SHEL) and Corning Incorporated (GLW). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, SHEL achieves a 18.73% return, which is significantly lower than GLW's 105.36% return. Over the past 10 years, SHEL has underperformed GLW with an annualized return of 10.35%, while GLW has yielded a comparatively higher 27.57% annualized return.


SHEL

1D
-0.22%
1M
1.77%
YTD
18.73%
6M
20.62%
1Y
24.51%
3Y*
18.27%
5Y*
22.23%
10Y*
10.35%

GLW

1D
1.50%
1M
-13.09%
YTD
105.36%
6M
103.59%
1Y
256.47%
3Y*
79.90%
5Y*
36.42%
10Y*
27.57%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SHEL vs. GLW - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SHEL
Shell plc
18.73%22.16%-0.87%20.19%36.18%34.27%-41.08%6.38%-7.23%21.67%
GLW
Corning Incorporated
105.36%87.76%60.64%-1.23%-11.56%5.92%27.57%-1.02%-3.28%34.63%

Correlation

The correlation between SHEL and GLW is 0.11, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.11

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

0.12

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

0.23

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

0.29

Correlation (All Time)
Calculated using the full available price history since Jul 21, 2005

0.37

Over the past year, the correlation between SHEL and GLW has dropped to 0.11 - well below their long-term average of 0.37, suggesting their price drivers have been diverging.

Fundamentals

Market Cap

SHEL:

$244.29B

GLW:

$154.61B

EPS

SHEL:

$6.39

GLW:

$2.10

PE Ratio

SHEL:

13.40

GLW:

85.36

PEG Ratio

SHEL:

0.67

GLW:

2.07

PS Ratio

SHEL:

0.94

GLW:

9.47

PB Ratio

SHEL:

1.41

GLW:

13.09

Total Revenue (TTM)

SHEL:

$266.82B

GLW:

$16.32B

Gross Profit (TTM)

SHEL:

$41.65B

GLW:

$5.93B

EBITDA (TTM)

SHEL:

$57.44B

GLW:

$3.77B

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

SHEL vs. GLW — Risk / Return Rank

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

SHEL
SHEL Risk / Return Rank: 7575
Overall Rank
SHEL Sharpe Ratio Rank: 7777
Sharpe Ratio Rank
SHEL Sortino Ratio Rank: 7171
Sortino Ratio Rank
SHEL Omega Ratio Rank: 7070
Omega Ratio Rank
SHEL Calmar Ratio Rank: 7979
Calmar Ratio Rank
SHEL Martin Ratio Rank: 8080
Martin Ratio Rank

GLW
GLW Risk / Return Rank: 9898
Overall Rank
GLW Sharpe Ratio Rank: 9999
Sharpe Ratio Rank
GLW Sortino Ratio Rank: 9696
Sortino Ratio Rank
GLW Omega Ratio Rank: 9696
Omega Ratio Rank
GLW Calmar Ratio Rank: 9898
Calmar Ratio Rank
GLW Martin Ratio Rank: 9999
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.

SHEL vs. GLW - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Shell plc (SHEL) and Corning Incorporated (GLW). 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.


SHELGLWDifference
Sharpe ratioReturn per unit of total volatility

-3.41

Sortino ratioReturn per unit of downside risk

-2.60

Omega ratioGain probability vs. loss probability

1.21

1.60

-0.39

Calmar ratioReturn relative to maximum drawdown

2.28

11.23

-8.95

Martin ratioReturn relative to average drawdown

6.17

35.65

-29.49

SHEL vs. GLW - Sharpe Ratio Comparison

The current SHEL Sharpe Ratio is 1.17, which is lower than the GLW Sharpe Ratio of 4.59. The chart below compares the historical Sharpe Ratios of SHEL and GLW, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Drawdowns

SHEL vs. GLW - Drawdown Comparison

The maximum SHEL drawdown since its inception was -71.57%, smaller than the maximum GLW drawdown of -99.02%. Use the drawdown chart below to compare losses from any high point for SHEL and GLW.


Loading charts...

Drawdown Indicators


SHELGLWDifference

Max Drawdown

Largest peak-to-trough decline

-71.57%

-99.02%

+27.45%

Max Drawdown (1Y)

Largest decline over 1 year

-10.81%

-23.01%

+12.20%

Max Drawdown (3Y)

Largest decline over 3 years

-18.47%

-27.57%

+9.10%

Max Drawdown (5Y)

Largest decline over 5 years

-25.04%

-34.52%

+9.48%

Max Drawdown (10Y)

Largest decline over 10 years

-71.57%

-48.80%

-22.77%

Current Drawdown

Current decline from peak

-8.19%

-13.83%

+5.64%

Average Drawdown

Average peak-to-trough decline

-16.73%

-50.50%

+33.77%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.99%

7.23%

-3.24%

Volatility

SHEL vs. GLW - Volatility Comparison

The current volatility for Shell plc (SHEL) is 5.99%, while Corning Incorporated (GLW) has a volatility of 24.91%. This indicates that SHEL experiences smaller price fluctuations and is considered to be less risky than GLW based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


SHELGLWDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.99%

24.91%

-18.92%

Volatility (6M)

Calculated over the trailing 6-month period

17.43%

50.66%

-33.23%

Volatility (1Y)

Calculated over the trailing 1-year period

20.98%

56.33%

-35.35%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

25.21%

35.81%

-10.60%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

30.83%

33.86%

-3.03%

Dividends

SHEL vs. GLW - Dividend Comparison

SHEL's dividend yield for the trailing twelve months is around 3.45%, more than GLW's 0.63% yield.


PositionTTM20252024202320222021202020192018201720162015
GLW
Corning Incorporated
0.63%1.28%2.36%3.68%3.38%2.58%2.44%2.75%2.38%1.94%2.22%2.63%
SHEL
Shell plc
3.45%3.90%4.39%3.76%3.48%3.78%5.69%6.27%6.27%2.75%6.49%8.17%

Financials

SHEL vs. GLW - Financials Comparison

This section allows you to compare key financial metrics between Shell plc and Corning Incorporated. 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


0.0020.00B40.00B60.00B80.00B100.00B20222023202420252026
69.57B
4.14B
(SHEL) Total Revenue
(GLW) Total Revenue
Values in USD except per share items

SHEL vs. GLW - Profitability Comparison

The chart below illustrates the profitability comparison between Shell plc and Corning Incorporated over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

5.0%10.0%15.0%20.0%25.0%30.0%35.0%40.0%20222023202420252026
19.1%
36.9%
Portfolio components
SHEL - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Shell plc reported a gross profit of 13.31B and revenue of 69.57B. Therefore, the gross margin over that period was 19.1%.

GLW - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Corning Incorporated reported a gross profit of 1.53B and revenue of 4.14B. Therefore, the gross margin over that period was 36.9%.

SHEL - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Shell plc reported an operating income of 10.35B and revenue of 69.57B, resulting in an operating margin of 14.9%.

GLW - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Corning Incorporated reported an operating income of 639.00M and revenue of 4.14B, resulting in an operating margin of 15.4%.

SHEL - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Shell plc reported a net income of 5.68B and revenue of 69.57B, resulting in a net margin of 8.2%.

GLW - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Corning Incorporated reported a net income of 371.00M and revenue of 4.14B, resulting in a net margin of 9.0%.


Frequently Asked Questions


SHEL and GLW have a correlation of 0.11, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

GLW has higher volatility (24.91%) compared to SHEL (5.99%). In terms of maximum drawdown, SHEL dropped -71.57% vs GLW's -99.02%.

GLW currently has the higher Sharpe Ratio (4.58 vs 1.17), 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.

Portfolio Optimizer

Find the right allocation for SHEL and GLW

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer