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SHW vs. VTI
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between SHW and VTI is 0.60, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.0
Correlation: 0.6

Performance

SHW vs. VTI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in The Sherwin-Williams Company (SHW) and Vanguard Total Stock Market ETF (VTI). The values are adjusted to include any dividend payments, if applicable.

0.00%2,000.00%4,000.00%6,000.00%8,000.00%NovemberDecember2025FebruaryMarchApril
6,507.42%
622.23%
SHW
VTI

Key characteristics

Sharpe Ratio

SHW:

0.44

VTI:

0.47

Sortino Ratio

SHW:

0.82

VTI:

0.80

Omega Ratio

SHW:

1.10

VTI:

1.12

Calmar Ratio

SHW:

0.50

VTI:

0.49

Martin Ratio

SHW:

1.24

VTI:

1.99

Ulcer Index

SHW:

8.56%

VTI:

4.76%

Daily Std Dev

SHW:

24.08%

VTI:

20.05%

Max Drawdown

SHW:

-52.03%

VTI:

-55.45%

Current Drawdown

SHW:

-16.85%

VTI:

-10.40%

Returns By Period

In the year-to-date period, SHW achieves a -2.23% return, which is significantly higher than VTI's -6.29% return. Over the past 10 years, SHW has outperformed VTI with an annualized return of 14.55%, while VTI has yielded a comparatively lower 11.38% annualized return.


SHW

YTD

-2.23%

1M

-3.72%

6M

-7.26%

1Y

9.70%

5Y*

15.53%

10Y*

14.55%

VTI

YTD

-6.29%

1M

-3.40%

6M

-4.58%

1Y

9.95%

5Y*

15.58%

10Y*

11.38%

*Annualized

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Risk-Adjusted Performance

SHW vs. VTI — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

SHW
The Risk-Adjusted Performance Rank of SHW is 6666
Overall Rank
The Sharpe Ratio Rank of SHW is 6969
Sharpe Ratio Rank
The Sortino Ratio Rank of SHW is 6161
Sortino Ratio Rank
The Omega Ratio Rank of SHW is 5858
Omega Ratio Rank
The Calmar Ratio Rank of SHW is 7373
Calmar Ratio Rank
The Martin Ratio Rank of SHW is 6767
Martin Ratio Rank

VTI
The Risk-Adjusted Performance Rank of VTI is 5757
Overall Rank
The Sharpe Ratio Rank of VTI is 5454
Sharpe Ratio Rank
The Sortino Ratio Rank of VTI is 5555
Sortino Ratio Rank
The Omega Ratio Rank of VTI is 5757
Omega Ratio Rank
The Calmar Ratio Rank of VTI is 5959
Calmar Ratio Rank
The Martin Ratio Rank of VTI is 5858
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

SHW vs. VTI - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for The Sherwin-Williams Company (SHW) and Vanguard Total Stock Market ETF (VTI). 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.


The chart of Sharpe ratio for SHW, currently valued at 0.44, compared to the broader market-2.00-1.000.001.002.003.00
SHW: 0.44
VTI: 0.47
The chart of Sortino ratio for SHW, currently valued at 0.82, compared to the broader market-6.00-4.00-2.000.002.004.00
SHW: 0.82
VTI: 0.80
The chart of Omega ratio for SHW, currently valued at 1.10, compared to the broader market0.501.001.502.00
SHW: 1.10
VTI: 1.12
The chart of Calmar ratio for SHW, currently valued at 0.49, compared to the broader market0.001.002.003.004.005.00
SHW: 0.50
VTI: 0.49
The chart of Martin ratio for SHW, currently valued at 1.24, compared to the broader market-5.000.005.0010.0015.0020.00
SHW: 1.24
VTI: 1.99

The current SHW Sharpe Ratio is 0.44, which is comparable to the VTI Sharpe Ratio of 0.47. The chart below compares the historical Sharpe Ratios of SHW and VTI, 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 Ratio0.001.002.003.00NovemberDecember2025FebruaryMarchApril
0.44
0.47
SHW
VTI

Dividends

SHW vs. VTI - Dividend Comparison

SHW's dividend yield for the trailing twelve months is around 0.89%, less than VTI's 1.39% yield.


TTM20242023202220212020201920182017201620152014
SHW
The Sherwin-Williams Company
0.89%0.84%0.78%1.01%0.62%0.73%0.77%0.87%0.83%1.25%1.03%0.84%
VTI
Vanguard Total Stock Market ETF
1.39%1.27%1.44%1.67%1.21%1.42%1.78%2.04%1.71%1.92%1.98%1.76%

Drawdowns

SHW vs. VTI - Drawdown Comparison

The maximum SHW drawdown since its inception was -52.03%, smaller than the maximum VTI drawdown of -55.45%. Use the drawdown chart below to compare losses from any high point for SHW and VTI. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-16.85%
-10.40%
SHW
VTI

Volatility

SHW vs. VTI - Volatility Comparison

The current volatility for The Sherwin-Williams Company (SHW) is 11.81%, while Vanguard Total Stock Market ETF (VTI) has a volatility of 14.83%. This indicates that SHW experiences smaller price fluctuations and is considered to be less risky than VTI 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%12.00%14.00%NovemberDecember2025FebruaryMarchApril
11.81%
14.83%
SHW
VTI