PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
SHW vs. MO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between SHW and MO is 0.25, 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.


-0.50.00.51.00.2

Performance

SHW vs. MO - Performance Comparison

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

10,000.00%20,000.00%30,000.00%40,000.00%JulyAugustSeptemberOctoberNovemberDecember
37,491.95%
11,215.68%
SHW
MO

Key characteristics

Sharpe Ratio

SHW:

0.68

MO:

2.38

Sortino Ratio

SHW:

1.08

MO:

3.53

Omega Ratio

SHW:

1.14

MO:

1.46

Calmar Ratio

SHW:

0.92

MO:

2.26

Martin Ratio

SHW:

2.11

MO:

12.80

Ulcer Index

SHW:

6.88%

MO:

3.31%

Daily Std Dev

SHW:

21.41%

MO:

17.80%

Max Drawdown

SHW:

-52.03%

MO:

-82.48%

Current Drawdown

SHW:

-13.57%

MO:

-6.75%

Fundamentals

Market Cap

SHW:

$91.37B

MO:

$91.74B

EPS

SHW:

$10.04

MO:

$5.92

PE Ratio

SHW:

36.13

MO:

9.14

PEG Ratio

SHW:

3.37

MO:

3.79

Total Revenue (TTM)

SHW:

$23.05B

MO:

$20.36B

Gross Profit (TTM)

SHW:

$11.17B

MO:

$14.22B

EBITDA (TTM)

SHW:

$4.38B

MO:

$13.08B

Returns By Period

In the year-to-date period, SHW achieves a 11.69% return, which is significantly lower than MO's 42.16% return. Over the past 10 years, SHW has outperformed MO with an annualized return of 15.75%, while MO has yielded a comparatively lower 7.09% annualized return.


SHW

YTD

11.69%

1M

-9.87%

6M

15.12%

1Y

11.92%

5Y*

13.22%

10Y*

15.75%

MO

YTD

42.16%

1M

-3.82%

6M

20.02%

1Y

42.27%

5Y*

9.61%

10Y*

7.09%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

SHW vs. MO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for The Sherwin-Williams Company (SHW) and Altria Group, Inc. (MO). 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 0.68, compared to the broader market-4.00-2.000.002.000.682.38
The chart of Sortino ratio for SHW, currently valued at 1.08, compared to the broader market-4.00-2.000.002.004.001.083.53
The chart of Omega ratio for SHW, currently valued at 1.14, compared to the broader market0.501.001.502.001.141.46
The chart of Calmar ratio for SHW, currently valued at 0.92, compared to the broader market0.002.004.006.000.922.26
The chart of Martin ratio for SHW, currently valued at 2.11, compared to the broader market-5.000.005.0010.0015.0020.0025.002.1112.80
SHW
MO

The current SHW Sharpe Ratio is 0.68, which is lower than the MO Sharpe Ratio of 2.38. The chart below compares the historical Sharpe Ratios of SHW and MO, 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 Ratio0.501.001.502.002.503.00JulyAugustSeptemberOctoberNovemberDecember
0.68
2.38
SHW
MO

Dividends

SHW vs. MO - Dividend Comparison

SHW's dividend yield for the trailing twelve months is around 0.83%, less than MO's 5.53% yield.


TTM20232022202120202019201820172016201520142013
SHW
The Sherwin-Williams Company
0.83%0.78%1.01%0.62%0.73%0.77%0.87%0.83%1.25%1.03%0.84%1.09%
MO
Altria Group, Inc.
5.53%9.52%8.05%7.43%8.29%6.57%6.07%3.56%3.48%3.73%4.06%4.79%

Drawdowns

SHW vs. MO - Drawdown Comparison

The maximum SHW drawdown since its inception was -52.03%, smaller than the maximum MO drawdown of -82.48%. Use the drawdown chart below to compare losses from any high point for SHW and MO. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-13.57%
-6.75%
SHW
MO

Volatility

SHW vs. MO - Volatility Comparison

The Sherwin-Williams Company (SHW) has a higher volatility of 7.40% compared to Altria Group, Inc. (MO) at 4.83%. This indicates that SHW's price experiences larger fluctuations and is considered to be riskier than MO 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%JulyAugustSeptemberOctoberNovemberDecember
7.40%
4.83%
SHW
MO

Financials

SHW vs. MO - Financials Comparison

This section allows you to compare key financial metrics between The Sherwin-Williams Company and Altria Group, 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
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

Copyright © 2024 PortfoliosLab