SHW vs. VHT
SHW (The Sherwin-Williams Company) is a stock, while VHT (Vanguard Health Care ETF) is Health & Biotech Equities fund tracking the MSCI US Investable Market Health Care 25/50 Index. Over the past 10 years, SHW returned 13.83%/yr vs 9.99%/yr for VHT. A 0.52 correlation means they provide meaningful diversification when combined.
Performance
SHW vs. VHT - Performance Comparison
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Returns By Period
In the year-to-date period, SHW achieves a -0.69% return, which is significantly lower than VHT's -0.41% return. Over the past 10 years, SHW has outperformed VHT with an annualized return of 13.83%, while VHT has yielded a comparatively lower 9.99% annualized return.
SHW
- 1D
- 0.93%
- 1M
- 6.99%
- YTD
- -0.69%
- 6M
- -2.03%
- 1Y
- -3.77%
- 3Y*
- 9.88%
- 5Y*
- 4.52%
- 10Y*
- 13.83%
VHT
- 1D
- -0.29%
- 1M
- 5.54%
- YTD
- -0.41%
- 6M
- -0.95%
- 1Y
- 16.15%
- 3Y*
- 6.96%
- 5Y*
- 4.83%
- 10Y*
- 9.99%
SHW vs. VHT - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SHW The Sherwin-Williams Company | -0.69% | -3.83% | 9.90% | 32.73% | -31.96% | 44.90% | 27.05% | 49.70% | -3.23% | 54.11% |
VHT Vanguard Health Care ETF | -0.41% | 15.46% | 2.66% | 2.52% | -5.60% | 20.57% | 18.29% | 21.87% | 5.58% | 23.26% |
Correlation
The correlation between SHW and VHT is 0.46, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.46 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.50 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.54 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.52 |
Correlation (All Time) Calculated using the full available price history since Jan 30, 2004 | 0.52 |
The correlation between SHW and VHT has been stable across timeframes, ranging from 0.46 to 0.54 - a consistent structural relationship.
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Return for Risk
SHW vs. VHT — Risk / Return Rank
SHW
VHT
SHW vs. VHT - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for The Sherwin-Williams Company (SHW) and Vanguard Health Care ETF (VHT). 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.
| SHW | VHT | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.26 | ||
| Sortino ratioReturn per unit of downside risk | -1.79 | ||
| Omega ratioGain probability vs. loss probability | 0.99 | 1.20 | -0.20 |
| Calmar ratioReturn relative to maximum drawdown | -0.18 | 1.56 | -1.74 |
| Martin ratioReturn relative to average drawdown | -0.37 | 3.87 | -4.23 |
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Drawdowns
SHW vs. VHT - Drawdown Comparison
The maximum SHW drawdown since its inception was -52.02%, which is greater than VHT's maximum drawdown of -39.12%. Use the drawdown chart below to compare losses from any high point for SHW and VHT.
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Drawdown Indicators
| SHW | VHT | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -52.02% | -39.12% | -12.90% |
Max Drawdown (1Y)Largest decline over 1 year | -21.36% | -10.40% | -10.96% |
Max Drawdown (3Y)Largest decline over 3 years | -25.69% | -16.91% | -8.78% |
Max Drawdown (5Y)Largest decline over 5 years | -42.46% | -17.71% | -24.75% |
Max Drawdown (10Y)Largest decline over 10 years | -42.46% | -28.85% | -13.61% |
Current DrawdownCurrent decline from peak | -18.78% | -3.56% | -15.22% |
Average DrawdownAverage peak-to-trough decline | -11.63% | -5.98% | -5.65% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 10.26% | 4.19% | +6.07% |
Volatility
SHW vs. VHT - Volatility Comparison
The Sherwin-Williams Company (SHW) has a higher volatility of 9.00% compared to Vanguard Health Care ETF (VHT) at 4.89%. This indicates that SHW's price experiences larger fluctuations and is considered to be riskier than VHT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SHW | VHT | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.00% | 4.89% | +4.11% |
Volatility (6M)Calculated over the trailing 6-month period | 19.26% | 10.42% | +8.84% |
Volatility (1Y)Calculated over the trailing 1-year period | 24.88% | 14.72% | +10.16% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 26.27% | 15.02% | +11.25% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 26.60% | 16.97% | +9.63% |
Dividends
SHW vs. VHT - Dividend Comparison
SHW's dividend yield for the trailing twelve months is around 0.99%, less than VHT's 1.64% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SHW The Sherwin-Williams Company | 0.99% | 0.98% | 0.84% | 0.78% | 1.01% | 0.62% | 0.73% | 0.77% | 0.87% | 0.83% | 1.25% | 1.03% |
VHT Vanguard Health Care ETF | 1.64% | 1.61% | 1.53% | 1.36% | 1.33% | 1.14% | 1.21% | 1.89% | 1.38% | 1.31% | 1.45% | 1.22% |
Frequently Asked Questions
SHW and VHT have a correlation of 0.46, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SHW has higher volatility (9.00%) compared to VHT (4.89%). In terms of maximum drawdown, SHW dropped -52.02% vs VHT's -39.12%.
VHT currently has the higher Sharpe Ratio (1.10 vs -0.15), 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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