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SHW vs. OEF
Performance
Return for Risk
Drawdowns
Volatility
Dividends

SHW vs. OEF

Last updated Jun 25, 2026

SHW (The Sherwin-Williams Company) is a stock, while OEF (iShares S&P 100 ETF) is Large Cap Blend Equities fund tracking the S&P 100 Index. Over the past 10 years, SHW returned 14.46%/yr vs 16.59%/yr for OEF. A 0.55 correlation means they provide meaningful diversification when combined.

Performance

SHW vs. OEF - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in The Sherwin-Williams Company (SHW) and iShares S&P 100 ETF (OEF). 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 3.30% return, which is significantly lower than OEF's 5.26% return. Over the past 10 years, SHW has underperformed OEF with an annualized return of 14.46%, while OEF has yielded a comparatively higher 16.59% annualized return.

SHW

1D
3.17%
1M
7.78%
YTD
3.30%
6M
2.88%
1Y
-2.73%
3Y*
11.46%
5Y*
4.92%
10Y*
14.46%

OEF

1D
-0.32%
1M
-3.01%
YTD
5.26%
6M
4.08%
1Y
21.92%
3Y*
22.18%
5Y*
14.34%
10Y*
16.59%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SHW vs. OEF - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
SHW
The Sherwin-Williams Company		3.30%-3.83%9.90%32.73%-31.96%44.90%27.05%49.70%-3.23%54.11%
OEF
iShares S&P 100 ETF		5.26%19.80%30.74%32.71%-21.03%29.18%21.21%31.87%-4.16%21.82%

Correlation

The correlation between SHW and OEF is 0.26, which is low. Their price movements are largely independent, making them effective diversification partners.

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

0.26

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

0.42

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

0.50

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

0.52

Correlation (All Time)
Calculated using the full available price history since Oct 27, 2000

0.55

Over the past year, the correlation between SHW and OEF has dropped to 0.26 - well below their long-term average of 0.55, suggesting their price drivers have been diverging.

Compare stocks, funds, or ETFs

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The Sherwin-Williams Company

iShares S&P 100 ETF

Often compared with SHW:
SHW vs. MASSHW vs. VMCSHW vs. ECLSHW vs. EXPSHW vs. DSHW vs. RSSHW vs. IFF
Often compared with OEF:
OEF vs. SPYOEF vs. VOOOEF vs. QQQOEF vs. IOOOEF vs. SCHGOEF vs. SCHDOEF vs. IWFV.L

Return for Risk

SHW vs. OEF — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
SHW
SHW Risk / Return Rank: 3737
Overall Rank
SHW Sharpe Ratio Rank: 3939
Sharpe Ratio Rank
SHW Sortino Ratio Rank: 3333
Sortino Ratio Rank
SHW Omega Ratio Rank: 3333
Omega Ratio Rank
SHW Calmar Ratio Rank: 3939
Calmar Ratio Rank
SHW Martin Ratio Rank: 3939
Martin Ratio Rank
OEF
OEF Risk / Return Rank: 5050
Overall Rank
OEF Sharpe Ratio Rank: 5353
Sharpe Ratio Rank
OEF Sortino Ratio Rank: 5151
Sortino Ratio Rank
OEF Omega Ratio Rank: 5252
Omega Ratio Rank
OEF Calmar Ratio Rank: 4444
Calmar Ratio Rank
OEF Martin Ratio Rank: 5151
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. OEF - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for The Sherwin-Williams Company (SHW) and iShares S&P 100 ETF (OEF). 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.

SHWOEFDifference
Sharpe ratioReturn per unit of total volatility
-0.11
1.65

-1.76

Sortino ratioReturn per unit of downside risk
0.02
2.26

-2.24

Omega ratioGain probability vs. loss probability

1.00

1.30

-0.30

Calmar ratioReturn relative to maximum drawdown

-0.13

1.99

-2.12

Martin ratioReturn relative to average drawdown

-0.26

8.01

-8.27

SHW vs. OEF - Sharpe Ratio Comparison

The current SHW Sharpe Ratio is -0.11, which is lower than the OEF Sharpe Ratio of 1.65. The chart below compares the historical Sharpe Ratios of SHW and OEF, 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. OEF - Drawdown Comparison

The maximum SHW drawdown since its inception was -52.02%, roughly equal to the maximum OEF drawdown of -54.11%. Use the drawdown chart below to compare losses from any high point for SHW and OEF.

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Drawdown Indicators

SHWOEFDifference

Max Drawdown

Largest peak-to-trough decline

-52.02%

-54.11%

+2.09%

Max Drawdown (1Y)

Largest decline over 1 year

-21.36%

-11.06%

-10.30%

Max Drawdown (3Y)

Largest decline over 3 years

-25.69%

-19.80%

-5.89%

Max Drawdown (5Y)

Largest decline over 5 years

-42.46%

-26.47%

-15.99%

Max Drawdown (10Y)

Largest decline over 10 years

-42.46%

-31.44%

-11.02%

Current Drawdown

Current decline from peak

-15.51%

-4.79%

-10.72%

Average Drawdown

Average peak-to-trough decline

-11.63%

-11.74%

+0.11%

Ulcer Index

Depth and duration of drawdowns from previous peaks

10.48%

2.74%

+7.74%

Volatility

SHW vs. OEF - Volatility Comparison

The Sherwin-Williams Company (SHW) has a higher volatility of 9.33% compared to iShares S&P 100 ETF (OEF) at 5.26%. This indicates that SHW's price experiences larger fluctuations and is considered to be riskier than OEF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

SHWOEFDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.33%

5.26%

+4.07%

Volatility (6M)

Calculated over the trailing 6-month period

19.89%

10.54%

+9.35%

Volatility (1Y)

Calculated over the trailing 1-year period

25.15%

13.40%

+11.75%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

26.37%

17.81%

+8.56%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

26.64%

18.47%

+8.17%

Dividends

SHW vs. OEF - Dividend Comparison

SHW's dividend yield for the trailing twelve months is around 0.95%, more than OEF's 0.90% yield.

PositionTTM20252024202320222021202020192018201720162015
OEF
iShares S&P 100 ETF		0.90%0.81%1.03%1.19%1.55%1.06%1.43%1.87%2.09%1.81%2.07%2.11%
SHW
The Sherwin-Williams Company		0.95%0.98%0.84%0.78%1.01%0.62%0.73%0.77%0.87%0.83%1.25%1.03%

Frequently Asked Questions

SHW and OEF have a correlation of 0.26, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

SHW has higher volatility (9.33%) compared to OEF (5.26%). In terms of maximum drawdown, SHW dropped -52.02% vs OEF's -54.11%.

OEF currently has the higher Sharpe Ratio (1.65 vs -0.11), 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.

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