SHW vs. ECL

In the year-to-date period, SHW achieves a -1.40% return, which is significantly lower than ECL's 2.55% return. Over the past 10 years, SHW has outperformed ECL with an annualized return of 14.60%, while ECL has yielded a comparatively lower 8.77% annualized return.

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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.

The current SHW Sharpe Ratio is 0.37, which is comparable to the ECL Sharpe Ratio of 0.51. 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.

SHW's dividend yield for the trailing twelve months is around 0.88%, less than ECL's 1.02% yield.

The maximum SHW drawdown since its inception was -52.03%, which is greater than ECL's maximum drawdown of -47.19%. Use the drawdown chart below to compare losses from any high point for SHW and ECL. For additional features, visit the drawdowns tool.

The Sherwin-Williams Company (SHW) has a higher volatility of 11.84% compared to Ecolab Inc. (ECL) at 10.12%. 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.

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.