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

Correlation

The correlation between SHW and MAS is 0.52, 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.


-0.50.00.51.0
Correlation: 0.5

Performance

SHW vs. MAS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in The Sherwin-Williams Company (SHW) and Masco Corporation (MAS). 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%December2025FebruaryMarchAprilMay
39,529.75%
926.37%
SHW
MAS

Key characteristics

Sharpe Ratio

SHW:

0.86

MAS:

-0.27

Sortino Ratio

SHW:

1.41

MAS:

-0.20

Omega Ratio

SHW:

1.17

MAS:

0.98

Calmar Ratio

SHW:

0.98

MAS:

-0.25

Martin Ratio

SHW:

2.41

MAS:

-0.67

Ulcer Index

SHW:

8.74%

MAS:

11.38%

Daily Std Dev

SHW:

24.50%

MAS:

28.14%

Max Drawdown

SHW:

-52.03%

MAS:

-90.35%

Current Drawdown

SHW:

-9.83%

MAS:

-26.79%

Fundamentals

Market Cap

SHW:

$88.76B

MAS:

$12.76B

EPS

SHW:

$10.55

MAS:

$3.66

PE Ratio

SHW:

33.45

MAS:

16.52

PEG Ratio

SHW:

3.94

MAS:

1.70

PS Ratio

SHW:

3.85

MAS:

1.66

PB Ratio

SHW:

21.61

MAS:

164.42

Total Revenue (TTM)

SHW:

$23.04B

MAS:

$7.70B

Gross Profit (TTM)

SHW:

$11.22B

MAS:

$2.79B

EBITDA (TTM)

SHW:

$4.47B

MAS:

$1.31B

Returns By Period

In the year-to-date period, SHW achieves a 6.03% return, which is significantly higher than MAS's -13.84% return. Over the past 10 years, SHW has outperformed MAS with an annualized return of 15.77%, while MAS has yielded a comparatively lower 11.88% annualized return.


SHW

YTD

6.03%

1M

1.69%

6M

0.87%

1Y

19.11%

5Y*

16.50%

10Y*

15.77%

MAS

YTD

-13.84%

1M

-12.37%

6M

-21.74%

1Y

-8.30%

5Y*

11.05%

10Y*

11.88%

*Annualized

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Risk-Adjusted Performance

SHW vs. MAS — Risk-Adjusted Performance Rank

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

SHW
The Risk-Adjusted Performance Rank of SHW is 7777
Overall Rank
The Sharpe Ratio Rank of SHW is 8080
Sharpe Ratio Rank
The Sortino Ratio Rank of SHW is 7575
Sortino Ratio Rank
The Omega Ratio Rank of SHW is 7272
Omega Ratio Rank
The Calmar Ratio Rank of SHW is 8484
Calmar Ratio Rank
The Martin Ratio Rank of SHW is 7676
Martin Ratio Rank

MAS
The Risk-Adjusted Performance Rank of MAS is 3535
Overall Rank
The Sharpe Ratio Rank of MAS is 3636
Sharpe Ratio Rank
The Sortino Ratio Rank of MAS is 3232
Sortino Ratio Rank
The Omega Ratio Rank of MAS is 3232
Omega Ratio Rank
The Calmar Ratio Rank of MAS is 3636
Calmar Ratio Rank
The Martin Ratio Rank of MAS is 3838
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

SHW vs. MAS - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for The Sherwin-Williams Company (SHW) and Masco Corporation (MAS). 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 chart of Sharpe ratio for SHW, currently valued at 0.86, compared to the broader market-2.00-1.000.001.002.003.00
SHW: 0.86
MAS: -0.27
The chart of Sortino ratio for SHW, currently valued at 1.41, compared to the broader market-6.00-4.00-2.000.002.004.00
SHW: 1.41
MAS: -0.20
The chart of Omega ratio for SHW, currently valued at 1.17, compared to the broader market0.501.001.502.00
SHW: 1.17
MAS: 0.98
The chart of Calmar ratio for SHW, currently valued at 0.98, compared to the broader market0.001.002.003.004.005.00
SHW: 0.98
MAS: -0.25
The chart of Martin ratio for SHW, currently valued at 2.41, compared to the broader market-40.00-30.00-20.00-10.000.0010.0020.00
SHW: 2.41
MAS: -0.67

The current SHW Sharpe Ratio is 0.86, which is higher than the MAS Sharpe Ratio of -0.27. The chart below compares the historical Sharpe Ratios of SHW and MAS, 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 Ratio-1.000.001.002.003.00December2025FebruaryMarchAprilMay
0.86
-0.27
SHW
MAS

Dividends

SHW vs. MAS - Dividend Comparison

SHW's dividend yield for the trailing twelve months is around 0.82%, less than MAS's 1.89% yield.


TTM20242023202220212020201920182017201620152014
SHW
The Sherwin-Williams Company
0.82%0.84%0.78%1.01%0.62%0.73%0.77%0.87%0.83%1.25%1.03%0.84%
MAS
Masco Corporation
1.89%1.60%1.73%2.40%1.22%1.26%1.03%1.49%0.92%1.22%0.65%0.00%

Drawdowns

SHW vs. MAS - Drawdown Comparison

The maximum SHW drawdown since its inception was -52.03%, smaller than the maximum MAS drawdown of -90.35%. Use the drawdown chart below to compare losses from any high point for SHW and MAS. For additional features, visit the drawdowns tool.


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%December2025FebruaryMarchAprilMay
-9.83%
-26.79%
SHW
MAS

Volatility

SHW vs. MAS - Volatility Comparison

The current volatility for The Sherwin-Williams Company (SHW) is 12.49%, while Masco Corporation (MAS) has a volatility of 16.04%. This indicates that SHW experiences smaller price fluctuations and is considered to be less risky than MAS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


4.00%6.00%8.00%10.00%12.00%14.00%16.00%December2025FebruaryMarchAprilMay
12.49%
16.04%
SHW
MAS

Financials

SHW vs. MAS - Financials Comparison

This section allows you to compare key financial metrics between The Sherwin-Williams Company and Masco Corporation. 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


2.00B3.00B4.00B5.00B6.00B20212022202320242025
5.31B
1.80B
(SHW) Total Revenue
(MAS) Total Revenue
Values in USD except per share items

SHW vs. MAS - Profitability Comparison

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

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

30.0%35.0%40.0%45.0%50.0%20212022202320242025
48.2%
35.8%
(SHW) Gross Margin
(MAS) Gross Margin
SHW - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, The Sherwin-Williams Company reported a gross profit of 2.56B and revenue of 5.31B. Therefore, the gross margin over that period was 48.2%.
MAS - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, Masco Corporation reported a gross profit of 644.00M and revenue of 1.80B. Therefore, the gross margin over that period was 35.8%.
SHW - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, The Sherwin-Williams Company reported an operating income of 765.30M and revenue of 5.31B, resulting in an operating margin of 14.4%.
MAS - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, Masco Corporation reported an operating income of 286.00M and revenue of 1.80B, resulting in an operating margin of 15.9%.
SHW - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, The Sherwin-Williams Company reported a net income of 503.90M and revenue of 5.31B, resulting in a net margin of 9.5%.
MAS - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, Masco Corporation reported a net income of 186.00M and revenue of 1.80B, resulting in a net margin of 10.3%.