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SHW vs. EXP
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

SHW vs. EXP - Performance Comparison

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

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Returns By Period

In the year-to-date period, SHW achieves a 5.70% return, which is significantly higher than EXP's -0.59% return. Over the past 10 years, SHW has outperformed EXP with an annualized return of 14.02%, while EXP has yielded a comparatively lower 10.34% annualized return.


SHW

1D
-1.16%
1M
-3.30%
6M
-3.43%
YTD
5.70%
1Y
0.18%
3Y*
7.70%
5Y*
4.14%
10Y*
14.02%
ALL TIME*
15.70%

EXP

1D
-0.26%
1M
-6.91%
6M
0.81%
YTD
-0.59%
1Y
-6.60%
3Y*
3.52%
5Y*
8.33%
10Y*
10.34%
ALL TIME*
13.74%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$131.67M$107.54M$100.36M
$789.11M$700.63M$775.31M

SHW vs. EXP - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SHW
The Sherwin-Williams Company
5.70%-3.83%9.90%32.73%-31.96%44.90%27.05%49.70%-3.23%54.11%
EXP
Eagle Materials Inc.
-0.59%-15.85%22.13%53.62%-19.55%65.07%11.98%49.23%-45.88%15.45%

Correlation

The correlation between SHW and EXP is 0.56, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.56

Correlation (3Y)
Balances recent behavior with more history.

0.61

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.58

Correlation (10Y)
Provides a long-term view across more market conditions.

0.49

Correlation (All Time)
Calculated using the full available price history since Apr 12, 1994

0.38

The correlation between SHW and EXP shifts across timeframes, from 0.38 (all time) to 0.61 (3 years), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap

SHW:

$82.74B

EXP:

$6.29B

EPS

SHW:

$10.83

EXP:

$12.62

PE Ratio

SHW:

31.48

EXP:

16.24

PEG Ratio

SHW:

3.06

EXP:

1.56

PS Ratio

SHW:

3.47

EXP:

2.81

PB Ratio

SHW:

21.85

EXP:

4.28

Total Revenue (TTM)

SHW:

$24.41B

EXP:

$2.32B

Gross Profit (TTM)

SHW:

$11.98B

EXP:

$628.19M

EBITDA (TTM)

SHW:

$4.46B

EXP:

$553.35M

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Return for Risk

SHW vs. EXP — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

SHW
SHW Risk / Return Rank: 4848
Overall Rank
SHW Sharpe Ratio Rank: 5050
Sharpe Ratio Rank
SHW Sortino Ratio Rank: 4545
Sortino Ratio Rank
SHW Omega Ratio Rank: 4343
Omega Ratio Rank
SHW Calmar Ratio Rank: 5050
Calmar Ratio Rank
SHW Martin Ratio Rank: 4949
Martin Ratio Rank

EXP
EXP Risk / Return Rank: 3232
Overall Rank
EXP Sharpe Ratio Rank: 3434
Sharpe Ratio Rank
EXP Sortino Ratio Rank: 3131
Sortino Ratio Rank
EXP Omega Ratio Rank: 3131
Omega Ratio Rank
EXP Calmar Ratio Rank: 3535
Calmar Ratio Rank
EXP Martin Ratio Rank: 3131
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

SHW vs. EXP - Risk-Adjusted Trends Comparison

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

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


SHWEXPDifference
Sharpe ratioReturn per unit of total volatility

+0.38

Sortino ratioReturn per unit of downside risk

+0.54

Omega ratioGain probability vs. loss probability

1.05

0.99

+0.06

Calmar ratioReturn relative to maximum drawdown

0.19

-0.29

+0.48

Martin ratioReturn relative to average drawdown

0.36

-0.69

+1.05

SHW vs. EXP - Sharpe Ratio Comparison

The current SHW Sharpe Ratio is 0.15, which is higher than the EXP Sharpe Ratio of -0.23. The chart below compares the historical Sharpe Ratios of SHW and EXP, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

SHW vs. EXP - Drawdown Comparison

The maximum SHW drawdown since its inception was -52.02%, smaller than the maximum EXP drawdown of -79.52%. Use the drawdown chart below to compare losses from any high point for SHW and EXP.


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Drawdown Indicators


SHWEXPDifference

Max Drawdown

Largest peak-to-trough decline

-52.02%

-79.52%

+27.50%

Max Drawdown (1Y)

Largest decline over 1 year

-21.36%

-28.31%

+6.95%

Max Drawdown (3Y)

Largest decline over 3 years

-25.69%

-44.73%

+19.04%

Max Drawdown (5Y)

Largest decline over 5 years

-42.46%

-44.73%

+2.27%

Max Drawdown (10Y)

Largest decline over 10 years

-42.46%

-63.78%

+21.32%

Current Drawdown

Current decline from peak

-13.55%

-34.47%

+20.92%

Average Drawdown

Average peak-to-trough decline

-11.64%

-24.04%

+12.40%

Ulcer Index

Depth and duration of drawdowns from previous peaks

10.94%

11.94%

-1.00%

Volatility

SHW vs. EXP - Volatility Comparison

The Sherwin-Williams Company (SHW) and Eagle Materials Inc. (EXP) have volatilities of 11.95% and 11.52%, 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.


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Volatility by Period


SHWEXPDifference

Volatility (1M)

Calculated over the trailing 1-month period

11.95%

11.52%

+0.43%

Volatility (6M)

Calculated over the trailing 6-month period

21.80%

26.39%

-4.59%

Volatility (1Y)

Calculated over the trailing 1-year period

27.30%

35.35%

-8.05%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

26.85%

32.99%

-6.14%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

26.76%

36.10%

-9.34%

Dividends

SHW vs. EXP - Dividend Comparison

SHW's dividend yield for the trailing twelve months is around 0.93%, more than EXP's 0.49% yield.


PositionTTM20252024202320222021202020192018201720162015
EXP
Eagle Materials Inc.
0.49%0.48%0.41%0.49%0.75%0.45%0.10%0.44%0.66%0.35%0.41%0.66%
SHW
The Sherwin-Williams Company
0.93%0.98%0.84%0.78%1.01%0.62%0.73%0.77%0.87%0.83%1.25%1.03%

Financials

SHW vs. EXP - Financials Comparison

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

SHW vs. EXP - Profitability Comparison

The chart below illustrates the profitability comparison between The Sherwin-Williams Company and Eagle Materials Inc. over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

SHW - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Aug 2026, The Sherwin-Williams Company reported a gross profit of 3.34B and revenue of 6.79B. Therefore, the gross margin over that period was 49.2%.

EXP - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Aug 2026, Eagle Materials Inc. reported a gross profit of 161.25M and revenue of 650.97M. Therefore, the gross margin over that period was 24.8%.

SHW - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Aug 2026, The Sherwin-Williams Company reported an operating income of 1.23B and revenue of 6.79B, resulting in an operating margin of 18.1%.

EXP - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Aug 2026, Eagle Materials Inc. reported an operating income of 746.00K and revenue of 650.97M, resulting in an operating margin of 0.1%.

SHW - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Aug 2026, The Sherwin-Williams Company reported a net income of 843.60M and revenue of 6.79B, resulting in a net margin of 12.4%.

EXP - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Aug 2026, Eagle Materials Inc. reported a net income of 102.13M and revenue of 650.97M, resulting in a net margin of 15.7%.


Frequently Asked Questions


SHW and EXP have a correlation of 0.56, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

SHW has higher volatility (11.95%) compared to EXP (11.52%). In terms of maximum drawdown, SHW dropped -52.02% vs EXP's -79.52%.

SHW currently has the higher Sharpe Ratio (0.15 vs -0.23), 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.

Portfolio Optimizer

Find the right allocation for SHW and EXP

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