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

Performance

SHW vs. LPG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in The Sherwin-Williams Company (SHW) and Dorian LPG Ltd. (LPG). 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 -1.61% return, which is significantly lower than LPG's 94.53% return. Over the past 10 years, SHW has underperformed LPG with an annualized return of 13.58%, while LPG has yielded a comparatively higher 29.41% annualized return.


SHW

1D
0.13%
1M
3.85%
YTD
-1.61%
6M
-3.00%
1Y
-10.09%
3Y*
9.64%
5Y*
3.70%
10Y*
13.58%

LPG

1D
3.79%
1M
14.01%
YTD
94.53%
6M
93.10%
1Y
108.89%
3Y*
37.14%
5Y*
47.82%
10Y*
29.41%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SHW vs. LPG - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SHW
The Sherwin-Williams Company
-1.61%-3.83%9.90%32.73%-31.96%44.90%27.05%49.70%-3.23%54.11%
LPG
Dorian LPG Ltd.
94.53%9.75%-37.80%171.42%109.62%12.71%-21.25%165.52%-29.08%0.12%

Correlation

The correlation between SHW and LPG is 0.01, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.01

Correlation (3Y)
Calculated over the trailing 3-year period

0.07

Correlation (5Y)
Calculated over the trailing 5-year period

0.07

Correlation (10Y)
Calculated over the trailing 10-year period

0.12

Correlation (All Time)
Calculated using the full available price history since May 8, 2014

0.14

The correlation between SHW and LPG shifts across timeframes, from 0.01 (1 year) to 0.14 (all time), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap

SHW:

$78.72B

LPG:

$1.93B

EPS

SHW:

$10.42

LPG:

$4.54

PE Ratio

SHW:

30.45

LPG:

9.95

PEG Ratio

SHW:

2.96

LPG:

0.15

PS Ratio

SHW:

3.31

LPG:

4.00

PB Ratio

SHW:

17.77

LPG:

1.69

Total Revenue (TTM)

SHW:

$23.94B

LPG:

$481.51M

Gross Profit (TTM)

SHW:

$11.76B

LPG:

$415.02M

EBITDA (TTM)

SHW:

$4.29B

LPG:

$279.22M

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Return for Risk

SHW vs. LPG — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

SHW
SHW Risk / Return Rank: 2424
Overall Rank
SHW Sharpe Ratio Rank: 2525
Sharpe Ratio Rank
SHW Sortino Ratio Rank: 2222
Sortino Ratio Rank
SHW Omega Ratio Rank: 2323
Omega Ratio Rank
SHW Calmar Ratio Rank: 2727
Calmar Ratio Rank
SHW Martin Ratio Rank: 2323
Martin Ratio Rank

LPG
LPG Risk / Return Rank: 9191
Overall Rank
LPG Sharpe Ratio Rank: 9595
Sharpe Ratio Rank
LPG Sortino Ratio Rank: 9292
Sortino Ratio Rank
LPG Omega Ratio Rank: 9191
Omega Ratio Rank
LPG Calmar Ratio Rank: 9191
Calmar Ratio Rank
LPG Martin Ratio Rank: 8787
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

SHW vs. LPG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for The Sherwin-Williams Company (SHW) and Dorian LPG Ltd. (LPG). 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.


SHWLPGDifference
Sharpe ratioReturn per unit of total volatility

-3.15

Sortino ratioReturn per unit of downside risk

-3.79

Omega ratioGain probability vs. loss probability

0.95

1.42

-0.47

Calmar ratioReturn relative to maximum drawdown

-0.47

4.38

-4.86

Martin ratioReturn relative to average drawdown

-0.99

9.39

-10.38

SHW vs. LPG - Sharpe Ratio Comparison

The current SHW Sharpe Ratio is -0.40, which is lower than the LPG Sharpe Ratio of 2.76. The chart below compares the historical Sharpe Ratios of SHW and LPG, 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. LPG - Drawdown Comparison

The maximum SHW drawdown since its inception was -52.02%, smaller than the maximum LPG drawdown of -78.31%. Use the drawdown chart below to compare losses from any high point for SHW and LPG.


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Drawdown Indicators


SHWLPGDifference

Max Drawdown

Largest peak-to-trough decline

-52.02%

-78.31%

+26.29%

Max Drawdown (1Y)

Largest decline over 1 year

-21.36%

-24.99%

+3.63%

Max Drawdown (3Y)

Largest decline over 3 years

-25.69%

-62.89%

+37.20%

Max Drawdown (5Y)

Largest decline over 5 years

-42.46%

-62.89%

+20.43%

Max Drawdown (10Y)

Largest decline over 10 years

-42.46%

-62.89%

+20.43%

Current Drawdown

Current decline from peak

-19.53%

-5.30%

-14.23%

Average Drawdown

Average peak-to-trough decline

-11.63%

-42.68%

+31.05%

Ulcer Index

Depth and duration of drawdowns from previous peaks

10.28%

11.64%

-1.36%

Volatility

SHW vs. LPG - Volatility Comparison

The current volatility for The Sherwin-Williams Company (SHW) is 9.00%, while Dorian LPG Ltd. (LPG) has a volatility of 17.04%. This indicates that SHW experiences smaller price fluctuations and is considered to be less risky than LPG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SHWLPGDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.00%

17.04%

-8.04%

Volatility (6M)

Calculated over the trailing 6-month period

19.26%

30.44%

-11.18%

Volatility (1Y)

Calculated over the trailing 1-year period

25.46%

39.81%

-14.35%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

26.27%

43.43%

-17.16%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

26.58%

48.29%

-21.71%

Dividends

SHW vs. LPG - Dividend Comparison

SHW's dividend yield for the trailing twelve months is around 1.00%, less than LPG's 6.53% yield.


PositionTTM20252024202320222021202020192018201720162015
LPG
Dorian LPG Ltd.
6.53%10.07%16.41%9.12%29.02%7.88%0.00%0.00%0.00%0.00%0.00%0.00%
SHW
The Sherwin-Williams Company
1.00%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. LPG - Financials Comparison

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


0.001.00B2.00B3.00B4.00B5.00B6.00B20222023202420252026
5.67B
156.71M
(SHW) Total Revenue
(LPG) Total Revenue
Values in USD except per share items

Frequently Asked Questions


SHW and LPG have a correlation of 0.01, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

LPG has higher volatility (17.04%) compared to SHW (9.00%). In terms of maximum drawdown, SHW dropped -52.02% vs LPG's -78.31%.

LPG currently has the higher Sharpe Ratio (2.76 vs -0.40), 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 LPG

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