SHEL vs. WPP
SHEL (Shell plc) and WPP (WPP plc) are both stocks. SHEL operates in Oil & Gas Integrated (Energy), while WPP operates in Advertising Agencies (Communication Services). Over the past 10 years, SHEL returned 10.03%/yr vs -12.62%/yr for WPP. At a 0.44 correlation, their price movements are largely independent.
Performance
SHEL vs. WPP - Performance Comparison
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Returns By Period
In the year-to-date period, SHEL achieves a 20.10% return, which is significantly higher than WPP's -20.08% return. Over the past 10 years, SHEL has outperformed WPP with an annualized return of 10.03%, while WPP has yielded a comparatively lower -12.62% annualized return.
SHEL
- 1D
- 1.46%
- 1M
- 4.13%
- YTD
- 20.10%
- 6M
- 21.39%
- 1Y
- 32.28%
- 3Y*
- 18.69%
- 5Y*
- 23.01%
- 10Y*
- 10.03%
WPP
- 1D
- -1.36%
- 1M
- -5.37%
- YTD
- -20.08%
- 6M
- -9.61%
- 1Y
- -51.45%
- 3Y*
- -27.77%
- 5Y*
- -20.45%
- 10Y*
- -12.62%
SHEL vs. WPP - Yearly Performance Comparison
Correlation
The correlation between SHEL and WPP is 0.12, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.12 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.18 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.29 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.35 |
Correlation (All Time) Calculated using the full available price history since Jul 21, 2005 | 0.44 |
Over the past year, the correlation between SHEL and WPP has dropped to 0.12 - well below their long-term average of 0.44, suggesting their price drivers have been diverging.
Fundamentals
SHEL:
$247.11B
WPP:
$3.75B
SHEL:
$6.39
WPP:
$1.51
SHEL:
13.55
WPP:
11.58
SHEL:
0.68
WPP:
0.15
SHEL:
0.95
WPP:
0.13
SHEL:
1.42
WPP:
1.48
SHEL:
$266.82B
WPP:
$28.29B
SHEL:
$41.65B
WPP:
$4.60B
SHEL:
$57.44B
WPP:
$2.22B
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Return for Risk
SHEL vs. WPP — Risk / Return Rank
SHEL
WPP
SHEL vs. WPP - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Shell plc (SHEL) and WPP plc (WPP). 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.
| SHEL | WPP | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +2.61 | ||
| Sortino ratioReturn per unit of downside risk | +3.58 | ||
| Omega ratioGain probability vs. loss probability | 1.26 | 0.79 | +0.47 |
| Calmar ratioReturn relative to maximum drawdown | 3.00 | -0.87 | +3.87 |
| Martin ratioReturn relative to average drawdown | 8.40 | -1.22 | +9.62 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| SHEL | WPP | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.54 | -1.07 | +2.61 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.92 | -0.59 | +1.51 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.33 | -0.36 | +0.69 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.22 | 0.01 | +0.21 |
Drawdowns
SHEL vs. WPP - Drawdown Comparison
The maximum SHEL drawdown since its inception was -71.57%, smaller than the maximum WPP drawdown of -95.30%. Use the drawdown chart below to compare losses from any high point for SHEL and WPP.
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Drawdown Indicators
| SHEL | WPP | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -71.57% | -95.30% | +23.73% |
Max Drawdown (1Y)Largest decline over 1 year | -10.81% | -59.39% | +48.58% |
Max Drawdown (3Y)Largest decline over 3 years | -18.47% | -71.59% | +53.12% |
Max Drawdown (5Y)Largest decline over 5 years | -25.04% | -77.69% | +52.65% |
Max Drawdown (10Y)Largest decline over 10 years | -71.57% | -79.99% | +8.42% |
Current DrawdownCurrent decline from peak | -7.13% | -76.22% | +69.09% |
Average DrawdownAverage peak-to-trough decline | -16.74% | -42.50% | +25.76% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.85% | 42.31% | -38.46% |
Volatility
SHEL vs. WPP - Volatility Comparison
The current volatility for Shell plc (SHEL) is 5.98%, while WPP plc (WPP) has a volatility of 13.71%. This indicates that SHEL experiences smaller price fluctuations and is considered to be less risky than WPP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SHEL | WPP | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.98% | 13.71% | -7.73% |
Volatility (6M)Calculated over the trailing 6-month period | 17.50% | 32.91% | -15.41% |
Volatility (1Y)Calculated over the trailing 1-year period | 21.15% | 48.22% | -27.07% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 25.22% | 34.80% | -9.58% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 30.84% | 35.12% | -4.28% |
Dividends
SHEL vs. WPP - Dividend Comparison
SHEL's dividend yield for the trailing twelve months is around 3.41%, less than WPP's 5.79% yield.
Financials
SHEL vs. WPP - Financials Comparison
This section allows you to compare key financial metrics between Shell plc and WPP plc. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.
Total Revenue: Total amount of money received from sales and other business activities
SHEL vs. WPP - Profitability Comparison
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%.
WPP - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, WPP plc reported a gross profit of 1.31B and revenue of 6.89B. Therefore, the gross margin over that period was 19.0%.
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%.
WPP - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, WPP plc reported an operating income of 161.00M and revenue of 6.89B, resulting in an operating margin of 2.3%.
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%.
WPP - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, WPP plc reported a net income of -259.00M and revenue of 6.89B, resulting in a net margin of -3.8%.
Frequently Asked Questions
SHEL and WPP have a correlation of 0.12, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
WPP has higher volatility (13.71%) compared to SHEL (5.98%). In terms of maximum drawdown, SHEL dropped -71.57% vs WPP's -95.30%.
SHEL currently has the higher Sharpe Ratio (1.54 vs -1.07), 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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