SHW vs. VTI
Compare and contrast key facts about The Sherwin-Williams Company (SHW) and Vanguard Total Stock Market ETF (VTI).
VTI is a passively managed fund by Vanguard that tracks the performance of the CRSP US Total Market Index. It was launched on May 24, 2001.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: SHW or VTI.
Performance
SHW vs. VTI - Performance Comparison
Returns By Period
In the year-to-date period, SHW achieves a 21.35% return, which is significantly lower than VTI's 24.13% return. Over the past 10 years, SHW has outperformed VTI with an annualized return of 17.77%, while VTI has yielded a comparatively lower 12.59% annualized return.
SHW
21.35%
-3.17%
21.78%
40.04%
15.42%
17.77%
VTI
24.13%
0.90%
11.75%
32.54%
14.83%
12.59%
Key characteristics
| SHW | VTI | |
|---|---|---|
| Sharpe Ratio | 1.97 | 2.63 |
| Sortino Ratio | 2.67 | 3.51 |
| Omega Ratio | 1.35 | 1.48 |
| Calmar Ratio | 1.86 | 3.84 |
| Martin Ratio | 6.17 | 16.85 |
| Ulcer Index | 6.57% | 1.95% |
| Daily Std Dev | 20.66% | 12.54% |
| Max Drawdown | -52.03% | -55.45% |
| Current Drawdown | -3.43% | -2.03% |
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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.
Risk-Adjusted Performance
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.
Dividends
SHW vs. VTI - Dividend Comparison
SHW's dividend yield for the trailing twelve months is around 0.76%, less than VTI's 1.28% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SHW The Sherwin-Williams Company | 0.76% | 0.78% | 1.01% | 0.62% | 0.73% | 0.77% | 0.87% | 0.83% | 1.25% | 1.03% | 0.84% | 1.09% |
VTI Vanguard Total Stock Market ETF | 1.28% | 1.44% | 1.67% | 1.21% | 1.42% | 1.78% | 2.04% | 1.71% | 1.92% | 1.98% | 1.76% | 1.74% |
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.
Volatility
SHW vs. VTI - Volatility Comparison
The Sherwin-Williams Company (SHW) has a higher volatility of 8.46% compared to Vanguard Total Stock Market ETF (VTI) at 4.28%. This indicates that SHW's price experiences larger fluctuations and is considered to be riskier than VTI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.