SHW vs. D

In the year-to-date period, SHW achieves a 23.93% return, which is significantly lower than D's 29.06% return. Over the past 10 years, SHW has outperformed D with an annualized return of 18.01%, while D has yielded a comparatively lower 1.97% annualized return.

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This table presents a comparison of risk-adjusted performance metrics for The Sherwin-Williams Company (SHW) and Dominion Energy, Inc. (D). 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.

The current SHW Sharpe Ratio is 1.98, which is higher than the D Sharpe Ratio of 1.42. The chart below compares the historical Sharpe Ratios of SHW and D, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

SHW's dividend yield for the trailing twelve months is around 0.75%, less than D's 4.57% yield.

The maximum SHW drawdown since its inception was -52.03%, roughly equal to the maximum D drawdown of -52.20%. Use the drawdown chart below to compare losses from any high point for SHW and D. For additional features, visit the drawdowns tool.

The Sherwin-Williams Company (SHW) and Dominion Energy, Inc. (D) have volatilities of 6.79% and 7.05%, 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.

This section allows you to compare key financial metrics between The Sherwin-Williams Company and Dominion Energy, Inc.. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.