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

Key characteristics


SHWECL
YTD Return-3.73%14.30%
1Y Return30.40%35.52%
3Y Return (Ann)3.98%1.48%
5Y Return (Ann)15.78%5.31%
10Y Return (Ann)17.32%9.26%
Sharpe Ratio1.361.96
Daily Std Dev20.15%18.54%
Max Drawdown-52.03%-47.18%
Current Drawdown-13.74%-2.42%

Fundamentals


SHWECL
Market Cap$77.87B$63.22B
EPS$9.38$4.80
PE Ratio32.6746.06
PEG Ratio4.162.33
Revenue (TTM)$22.98B$15.32B
Gross Profit (TTM)$9.33B$5.43B
EBITDA (TTM)$4.26B$3.11B

Correlation

-0.50.00.51.00.4

The correlation between SHW and ECL is 0.38, 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.

Performance

SHW vs. ECL - Performance Comparison

In the year-to-date period, SHW achieves a -3.73% return, which is significantly lower than ECL's 14.30% return. Over the past 10 years, SHW has outperformed ECL with an annualized return of 17.32%, while ECL has yielded a comparatively lower 9.26% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


20,000.00%25,000.00%30,000.00%35,000.00%40,000.00%45,000.00%NovemberDecember2024FebruaryMarchApril
40,338.66%
25,312.97%
SHW
ECL

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The Sherwin-Williams Company

Ecolab Inc.

Risk-Adjusted Performance

SHW vs. ECL - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for The Sherwin-Williams Company (SHW) and Ecolab Inc. (ECL). 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.


SHW
Sharpe ratio
The chart of Sharpe ratio for SHW, currently valued at 1.36, compared to the broader market-2.00-1.000.001.002.003.001.36
Sortino ratio
The chart of Sortino ratio for SHW, currently valued at 1.97, compared to the broader market-4.00-2.000.002.004.006.001.97
Omega ratio
The chart of Omega ratio for SHW, currently valued at 1.24, compared to the broader market0.501.001.501.24
Calmar ratio
The chart of Calmar ratio for SHW, currently valued at 0.76, compared to the broader market0.002.004.006.000.76
Martin ratio
The chart of Martin ratio for SHW, currently valued at 4.77, compared to the broader market-10.000.0010.0020.0030.004.77
ECL
Sharpe ratio
The chart of Sharpe ratio for ECL, currently valued at 1.96, compared to the broader market-2.00-1.000.001.002.003.001.96
Sortino ratio
The chart of Sortino ratio for ECL, currently valued at 3.18, compared to the broader market-4.00-2.000.002.004.006.003.18
Omega ratio
The chart of Omega ratio for ECL, currently valued at 1.40, compared to the broader market0.501.001.501.40
Calmar ratio
The chart of Calmar ratio for ECL, currently valued at 1.15, compared to the broader market0.002.004.006.001.15
Martin ratio
The chart of Martin ratio for ECL, currently valued at 6.73, compared to the broader market-10.000.0010.0020.0030.006.73

SHW vs. ECL - Sharpe Ratio Comparison

The current SHW Sharpe Ratio is 1.36, which is lower than the ECL Sharpe Ratio of 1.96. The chart below compares the 12-month rolling Sharpe Ratio of SHW and ECL.


Rolling 12-month Sharpe Ratio0.000.501.001.502.002.503.003.50NovemberDecember2024FebruaryMarchApril
1.36
1.96
SHW
ECL

Dividends

SHW vs. ECL - Dividend Comparison

SHW's dividend yield for the trailing twelve months is around 0.84%, less than ECL's 0.97% yield.


TTM20232022202120202019201820172016201520142013
SHW
The Sherwin-Williams Company
0.84%0.78%1.01%0.62%0.73%0.77%0.87%0.83%1.25%1.03%0.84%1.09%
ECL
Ecolab Inc.
0.97%1.09%1.42%0.83%0.87%0.96%1.15%1.13%1.51%1.17%1.11%0.93%

Drawdowns

SHW vs. ECL - Drawdown Comparison

The maximum SHW drawdown since its inception was -52.03%, which is greater than ECL's maximum drawdown of -47.18%. Use the drawdown chart below to compare losses from any high point for SHW and ECL. For additional features, visit the drawdowns tool.


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2024FebruaryMarchApril
-13.74%
-2.42%
SHW
ECL

Volatility

SHW vs. ECL - Volatility Comparison

The Sherwin-Williams Company (SHW) has a higher volatility of 5.84% compared to Ecolab Inc. (ECL) at 4.08%. This indicates that SHW's price experiences larger fluctuations and is considered to be riskier than ECL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%NovemberDecember2024FebruaryMarchApril
5.84%
4.08%
SHW
ECL

Financials

SHW vs. ECL - Financials Comparison

This section allows you to compare key financial metrics between The Sherwin-Williams Company and Ecolab 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.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities



Values in USD except per share items