SHW vs. OEF
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 12.85%/yr vs 16.71%/yr for OEF. A 0.55 correlation means they provide meaningful diversification when combined.
Performance
SHW vs. OEF - Performance Comparison
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Returns By Period
In the year-to-date period, SHW achieves a -8.06% return, which is significantly lower than OEF's 9.51% return. Over the past 10 years, SHW has underperformed OEF with an annualized return of 12.85%, while OEF has yielded a comparatively higher 16.71% annualized return.
SHW
- 1D
- 1.19%
- 1M
- -4.26%
- YTD
- -8.06%
- 6M
- -12.18%
- 1Y
- -16.35%
- 3Y*
- 8.13%
- 5Y*
- 1.83%
- 10Y*
- 12.85%
OEF
- 1D
- -0.87%
- 1M
- 5.44%
- YTD
- 9.51%
- 6M
- 9.34%
- 1Y
- 29.54%
- 3Y*
- 24.53%
- 5Y*
- 15.70%
- 10Y*
- 16.71%
SHW vs. OEF - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SHW The Sherwin-Williams Company | -8.06% | -3.83% | 9.90% | 32.73% | -31.96% | 44.90% | 27.05% | 49.70% | -3.23% | 54.11% |
OEF iShares S&P 100 ETF | 9.51% | 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 0.29, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.29 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.43 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.51 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.52 |
Correlation (All Time) Calculated using the full available price history since Oct 30, 2000 | 0.55 |
Over the past year, the correlation between SHW and OEF has dropped to 0.29 - well below their long-term average of 0.55, suggesting their price drivers have been diverging.
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Return for Risk
SHW vs. OEF — Risk / Return Rank
SHW
OEF
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.
| SHW | OEF | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -3.00 | ||
| Sortino ratioReturn per unit of downside risk | -4.04 | ||
| Omega ratioGain probability vs. loss probability | 0.90 | 1.42 | -0.52 |
| Calmar ratioReturn relative to maximum drawdown | -0.77 | 2.68 | -3.45 |
| Martin ratioReturn relative to average drawdown | -1.64 | 11.29 | -12.94 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| SHW | OEF | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.67 | 2.33 | -3.00 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.07 | 0.89 | -0.82 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.49 | 0.91 | -0.42 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.54 | 0.45 | +0.09 |
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
| SHW | OEF | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -24.80% | -0.94% | -23.86% |
Average DrawdownAverage peak-to-trough decline | -11.62% | -11.76% | +0.14% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 9.97% | 2.62% | +7.35% |
Volatility
SHW vs. OEF - Volatility Comparison
The Sherwin-Williams Company (SHW) has a higher volatility of 7.49% compared to iShares S&P 100 ETF (OEF) at 3.14%. 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
| SHW | OEF | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.49% | 3.14% | +4.35% |
Volatility (6M)Calculated over the trailing 6-month period | 18.40% | 9.48% | +8.92% |
Volatility (1Y)Calculated over the trailing 1-year period | 24.66% | 12.73% | +11.93% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 26.12% | 17.69% | +8.43% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 26.51% | 18.44% | +8.07% |
Dividends
SHW vs. OEF - Dividend Comparison
SHW's dividend yield for the trailing twelve months is around 1.07%, more than OEF's 0.83% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
OEF iShares S&P 100 ETF | 0.83% | 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 | 1.07% | 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 0.29, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SHW has higher volatility (7.49%) compared to OEF (3.14%). In terms of maximum drawdown, SHW dropped -52.02% vs OEF's -54.11%.
OEF currently has the higher Sharpe Ratio (2.33 vs -0.67), 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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