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

Performance

SHW vs. ECL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in The Sherwin-Williams Company (SHW) and Ecolab Inc. (ECL). The values are adjusted to include any dividend payments, if applicable.

-10.00%0.00%10.00%20.00%30.00%JuneJulyAugustSeptemberOctoberNovember
20.96%
4.44%
SHW
ECL

Returns By Period

In the year-to-date period, SHW achieves a 20.75% return, which is significantly lower than ECL's 24.05% return. Over the past 10 years, SHW has outperformed ECL with an annualized return of 17.71%, while ECL has yielded a comparatively lower 9.13% annualized return.


SHW

YTD

20.75%

1M

-3.65%

6M

20.96%

1Y

37.94%

5Y (annualized)

15.61%

10Y (annualized)

17.71%

ECL

YTD

24.05%

1M

-6.56%

6M

4.44%

1Y

33.40%

5Y (annualized)

7.11%

10Y (annualized)

9.13%

Fundamentals


SHWECL
Market Cap$96.63B$69.65B
EPS$10.04$7.16
PE Ratio38.2134.35
PEG Ratio3.622.47
Total Revenue (TTM)$23.05B$15.67B
Gross Profit (TTM)$11.17B$6.77B
EBITDA (TTM)$4.40B$3.89B

Key characteristics


SHWECL
Sharpe Ratio1.911.81
Sortino Ratio2.612.59
Omega Ratio1.341.38
Calmar Ratio1.881.72
Martin Ratio5.9813.85
Ulcer Index6.58%2.44%
Daily Std Dev20.63%18.65%
Max Drawdown-52.03%-47.18%
Current Drawdown-3.90%-6.56%

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Correlation

-0.50.00.51.00.4

The correlation between SHW and ECL is 0.41, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

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.


Sharpe ratio
The chart of Sharpe ratio for SHW, currently valued at 1.91, compared to the broader market-4.00-2.000.002.004.001.911.81
The chart of Sortino ratio for SHW, currently valued at 2.61, compared to the broader market-4.00-2.000.002.004.002.612.59
The chart of Omega ratio for SHW, currently valued at 1.34, compared to the broader market0.501.001.502.001.341.38
The chart of Calmar ratio for SHW, currently valued at 1.88, compared to the broader market0.002.004.006.001.881.72
The chart of Martin ratio for SHW, currently valued at 5.98, compared to the broader market-10.000.0010.0020.0030.005.9813.85
SHW
ECL

The current SHW Sharpe Ratio is 1.91, which is comparable to the ECL Sharpe Ratio of 1.81. The chart below compares the historical Sharpe Ratios of SHW and ECL, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Rolling 12-month Sharpe Ratio1.001.502.002.503.00JuneJulyAugustSeptemberOctoberNovember
1.91
1.81
SHW
ECL

Dividends

SHW vs. ECL - Dividend Comparison

SHW's dividend yield for the trailing twelve months is around 0.77%, less than ECL's 0.93% yield.


TTM20232022202120202019201820172016201520142013
SHW
The Sherwin-Williams Company
0.77%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.
0.93%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.


-15.00%-10.00%-5.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-3.90%
-6.56%
SHW
ECL

Volatility

SHW vs. ECL - Volatility Comparison

The Sherwin-Williams Company (SHW) has a higher volatility of 8.31% compared to Ecolab Inc. (ECL) at 4.47%. 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%JuneJulyAugustSeptemberOctoberNovember
8.31%
4.47%
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