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

Performance

SHW vs. IFF - Performance Comparison

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

0.00%10,000.00%20,000.00%30,000.00%40,000.00%JuneJulyAugustSeptemberOctoberNovember
41,139.39%
2,242.61%
SHW
IFF

Returns By Period

In the year-to-date period, SHW achieves a 22.53% return, which is significantly higher than IFF's 7.76% return. Over the past 10 years, SHW has outperformed IFF with an annualized return of 17.91%, while IFF has yielded a comparatively lower 1.01% annualized return.


SHW

YTD

22.53%

1M

-2.49%

6M

21.78%

1Y

41.91%

5Y (annualized)

14.96%

10Y (annualized)

17.91%

IFF

YTD

7.76%

1M

-18.51%

6M

-12.89%

1Y

18.06%

5Y (annualized)

-5.87%

10Y (annualized)

1.01%

Fundamentals


SHWIFF
Market Cap$96.63B$22.87B
EPS$10.04-$9.08
PEG Ratio3.622.00
Total Revenue (TTM)$23.05B$11.42B
Gross Profit (TTM)$11.17B$3.68B
EBITDA (TTM)$4.40B-$1.17B

Key characteristics


SHWIFF
Sharpe Ratio2.160.73
Sortino Ratio2.891.11
Omega Ratio1.391.16
Calmar Ratio2.030.39
Martin Ratio6.804.80
Ulcer Index6.57%3.98%
Daily Std Dev20.66%25.99%
Max Drawdown-52.03%-69.88%
Current Drawdown-2.49%-39.56%

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Correlation

-0.50.00.51.00.4

The correlation between SHW and IFF is 0.37, 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.

Risk-Adjusted Performance

SHW vs. IFF - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for The Sherwin-Williams Company (SHW) and International Flavors & Fragrances Inc. (IFF). 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 2.16, compared to the broader market-4.00-2.000.002.002.160.73
The chart of Sortino ratio for SHW, currently valued at 2.89, compared to the broader market-4.00-2.000.002.004.002.891.11
The chart of Omega ratio for SHW, currently valued at 1.39, compared to the broader market0.501.001.502.001.391.16
The chart of Calmar ratio for SHW, currently valued at 2.03, compared to the broader market0.002.004.006.002.030.39
The chart of Martin ratio for SHW, currently valued at 6.80, compared to the broader market0.0010.0020.0030.006.804.80
SHW
IFF

The current SHW Sharpe Ratio is 2.16, which is higher than the IFF Sharpe Ratio of 0.73. The chart below compares the historical Sharpe Ratios of SHW and IFF, 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 Ratio0.501.001.502.002.503.00JuneJulyAugustSeptemberOctoberNovember
2.16
0.73
SHW
IFF

Dividends

SHW vs. IFF - Dividend Comparison

SHW's dividend yield for the trailing twelve months is around 0.75%, less than IFF's 2.33% yield.


TTM20232022202120202019201820172016201520142013
SHW
The Sherwin-Williams Company
0.75%0.78%1.01%0.62%0.73%0.77%0.87%0.83%1.25%1.03%0.84%1.09%
IFF
International Flavors & Fragrances Inc.
2.33%4.00%3.05%2.07%2.79%2.29%2.12%1.74%2.04%1.72%1.70%1.70%

Drawdowns

SHW vs. IFF - Drawdown Comparison

The maximum SHW drawdown since its inception was -52.03%, smaller than the maximum IFF drawdown of -69.88%. Use the drawdown chart below to compare losses from any high point for SHW and IFF. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-2.49%
-39.56%
SHW
IFF

Volatility

SHW vs. IFF - Volatility Comparison

The current volatility for The Sherwin-Williams Company (SHW) is 8.41%, while International Flavors & Fragrances Inc. (IFF) has a volatility of 13.71%. This indicates that SHW experiences smaller price fluctuations and is considered to be less risky than IFF 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%12.00%14.00%JuneJulyAugustSeptemberOctoberNovember
8.41%
13.71%
SHW
IFF

Financials

SHW vs. IFF - Financials Comparison

This section allows you to compare key financial metrics between The Sherwin-Williams Company and International Flavors & Fragrances 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