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SHW vs. VMC
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

SHW vs. VMC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in The Sherwin-Williams Company (SHW) and Vulcan Materials Company (VMC). 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 5.70% return, which is significantly higher than VMC's -5.47% return. Over the past 10 years, SHW has outperformed VMC with an annualized return of 14.02%, while VMC has yielded a comparatively lower 9.64% annualized return.


SHW

1D
-1.16%
1M
-3.30%
6M
-3.43%
YTD
5.70%
1Y
0.18%
3Y*
7.70%
5Y*
4.14%
10Y*
14.02%
ALL TIME*
15.70%

VMC

1D
-0.98%
1M
-11.42%
6M
-10.29%
YTD
-5.47%
1Y
-1.61%
3Y*
7.03%
5Y*
9.20%
10Y*
9.64%
ALL TIME*
10.47%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$789.11M$700.63M$775.31M
$344.84M$306.72M$334.39M

SHW vs. VMC - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SHW
The Sherwin-Williams Company
5.70%-3.83%9.90%32.73%-31.96%44.90%27.05%49.70%-3.23%54.11%
VMC
Vulcan Materials Company
-5.47%11.70%14.12%30.75%-14.87%41.09%4.15%47.13%-22.28%3.42%

Correlation

The correlation between SHW and VMC is 0.60, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.60

Correlation (3Y)
Balances recent behavior with more history.

0.59

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.58

Correlation (10Y)
Provides a long-term view across more market conditions.

0.48

Correlation (All Time)
Calculated using the full available price history since Jan 5, 1988

0.39

Over the past year, SHW and VMC have become more correlated (0.60) than their long-term average of 0.39, meaning their price movements have been converging.

Fundamentals

Market Cap

SHW:

$82.74B

VMC:

$34.85B

EPS

SHW:

$10.83

VMC:

$8.49

PE Ratio

SHW:

31.48

VMC:

31.62

PEG Ratio

SHW:

3.06

VMC:

1.97

PS Ratio

SHW:

3.47

VMC:

4.37

PB Ratio

SHW:

21.85

VMC:

4.15

Total Revenue (TTM)

SHW:

$24.41B

VMC:

$8.11B

Gross Profit (TTM)

SHW:

$11.98B

VMC:

$2.22B

EBITDA (TTM)

SHW:

$4.46B

VMC:

$2.56B

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Return for Risk

SHW vs. VMC — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

SHW
SHW Risk / Return Rank: 4848
Overall Rank
SHW Sharpe Ratio Rank: 5050
Sharpe Ratio Rank
SHW Sortino Ratio Rank: 4545
Sortino Ratio Rank
SHW Omega Ratio Rank: 4343
Omega Ratio Rank
SHW Calmar Ratio Rank: 5050
Calmar Ratio Rank
SHW Martin Ratio Rank: 4949
Martin Ratio Rank

VMC
VMC Risk / Return Rank: 4040
Overall Rank
VMC Sharpe Ratio Rank: 4242
Sharpe Ratio Rank
VMC Sortino Ratio Rank: 3636
Sortino Ratio Rank
VMC Omega Ratio Rank: 3636
Omega Ratio Rank
VMC Calmar Ratio Rank: 4343
Calmar Ratio Rank
VMC Martin Ratio Rank: 4242
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

SHW vs. VMC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for The Sherwin-Williams Company (SHW) and Vulcan Materials Company (VMC). 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.


SHWVMCDifference
Sharpe ratioReturn per unit of total volatility

+0.20

Sortino ratioReturn per unit of downside risk

+0.33

Omega ratioGain probability vs. loss probability

1.05

1.01

+0.03

Calmar ratioReturn relative to maximum drawdown

0.19

-0.07

+0.26

Martin ratioReturn relative to average drawdown

0.36

-0.15

+0.52

SHW vs. VMC - Sharpe Ratio Comparison

The current SHW Sharpe Ratio is 0.15, which is higher than the VMC Sharpe Ratio of -0.06. The chart below compares the historical Sharpe Ratios of SHW and VMC, 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. VMC - Drawdown Comparison

The maximum SHW drawdown since its inception was -52.02%, smaller than the maximum VMC drawdown of -76.02%. Use the drawdown chart below to compare losses from any high point for SHW and VMC.


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Drawdown Indicators


SHWVMCDifference

Max Drawdown

Largest peak-to-trough decline

-52.02%

-76.02%

+24.00%

Max Drawdown (1Y)

Largest decline over 1 year

-21.36%

-22.05%

+0.69%

Max Drawdown (3Y)

Largest decline over 3 years

-25.69%

-24.43%

-1.26%

Max Drawdown (5Y)

Largest decline over 5 years

-42.46%

-32.50%

-9.96%

Max Drawdown (10Y)

Largest decline over 10 years

-42.46%

-49.23%

+6.77%

Current Drawdown

Current decline from peak

-13.55%

-18.39%

+4.84%

Average Drawdown

Average peak-to-trough decline

-11.64%

-18.70%

+7.06%

Ulcer Index

Depth and duration of drawdowns from previous peaks

10.94%

9.96%

+0.98%

Volatility

SHW vs. VMC - Volatility Comparison

The Sherwin-Williams Company (SHW) has a higher volatility of 11.95% compared to Vulcan Materials Company (VMC) at 9.28%. This indicates that SHW's price experiences larger fluctuations and is considered to be riskier than VMC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SHWVMCDifference

Volatility (1M)

Calculated over the trailing 1-month period

11.95%

9.28%

+2.67%

Volatility (6M)

Calculated over the trailing 6-month period

21.80%

22.80%

-1.00%

Volatility (1Y)

Calculated over the trailing 1-year period

27.30%

27.24%

+0.06%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

26.85%

26.42%

+0.43%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

26.76%

30.46%

-3.70%

Dividends

SHW vs. VMC - Dividend Comparison

SHW's dividend yield for the trailing twelve months is around 0.93%, more than VMC's 0.75% yield.


PositionTTM20252024202320222021202020192018201720162015
SHW
The Sherwin-Williams Company
0.93%0.98%0.84%0.78%1.01%0.62%0.73%0.77%0.87%0.83%1.25%1.03%
VMC
Vulcan Materials Company
0.75%0.69%0.72%0.76%0.91%0.71%0.92%0.86%1.13%0.78%0.64%0.42%

Financials

SHW vs. VMC - Financials Comparison

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

SHW vs. VMC - Profitability Comparison

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

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

SHW - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Aug 2026, The Sherwin-Williams Company reported a gross profit of 3.34B and revenue of 6.79B. Therefore, the gross margin over that period was 49.2%.

VMC - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Aug 2026, Vulcan Materials Company reported a gross profit of 625.50M and revenue of 2.16B. Therefore, the gross margin over that period was 29.0%.

SHW - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Aug 2026, The Sherwin-Williams Company reported an operating income of 1.23B and revenue of 6.79B, resulting in an operating margin of 18.1%.

VMC - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Aug 2026, Vulcan Materials Company reported an operating income of 425.30M and revenue of 2.16B, resulting in an operating margin of 19.7%.

SHW - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Aug 2026, The Sherwin-Williams Company reported a net income of 843.60M and revenue of 6.79B, resulting in a net margin of 12.4%.

VMC - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Aug 2026, Vulcan Materials Company reported a net income of 323.40M and revenue of 2.16B, resulting in a net margin of 15.0%.


Frequently Asked Questions


SHW and VMC have a correlation of 0.60, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

SHW has higher volatility (11.95%) compared to VMC (9.28%). In terms of maximum drawdown, SHW dropped -52.02% vs VMC's -76.02%.

SHW currently has the higher Sharpe Ratio (0.15 vs -0.06), 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.

Portfolio Optimizer

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