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

Performance

WFC vs. SHW - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Wells Fargo & Company (WFC) and The Sherwin-Williams Company (SHW). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, WFC achieves a -9.20% return, which is significantly lower than SHW's -1.61% return. Over the past 10 years, WFC has underperformed SHW with an annualized return of 8.95%, while SHW has yielded a comparatively higher 13.58% annualized return.


WFC

1D
1.61%
1M
14.04%
YTD
-9.20%
6M
-8.77%
1Y
18.25%
3Y*
28.38%
5Y*
15.64%
10Y*
8.95%

SHW

1D
0.13%
1M
6.01%
YTD
-1.61%
6M
-3.00%
1Y
-4.65%
3Y*
9.64%
5Y*
3.70%
10Y*
13.58%
*Multi-year figures are annualized to reflect compound growth (CAGR)

WFC vs. SHW - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
WFC
Wells Fargo & Company
-9.20%35.57%46.48%22.94%-11.92%61.15%-41.65%21.44%-21.83%13.21%
SHW
The Sherwin-Williams Company
-1.61%-3.83%9.90%32.73%-31.96%44.90%27.05%49.70%-3.23%54.11%

Correlation

The correlation between WFC and SHW is 0.26, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.26

Correlation (3Y)
Calculated over the trailing 3-year period

0.30

Correlation (5Y)
Calculated over the trailing 5-year period

0.33

Correlation (10Y)
Calculated over the trailing 10-year period

0.31

Correlation (All Time)
Calculated using the full available price history since Jul 1, 1985

0.33

Fundamentals

Market Cap

WFC:

$269.39B

SHW:

$78.72B

EPS

WFC:

$6.73

SHW:

$10.42

PE Ratio

WFC:

12.44

SHW:

30.45

PEG Ratio

WFC:

1.07

SHW:

2.96

PS Ratio

WFC:

2.15

SHW:

3.31

PB Ratio

WFC:

1.65

SHW:

17.77

Total Revenue (TTM)

WFC:

$125.70B

SHW:

$23.94B

Gross Profit (TTM)

WFC:

$81.14B

SHW:

$11.76B

EBITDA (TTM)

WFC:

$31.58B

SHW:

$4.29B

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Return for Risk

WFC vs. SHW — Risk / Return Rank

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

WFC
WFC Risk / Return Rank: 5858
Overall Rank
WFC Sharpe Ratio Rank: 6363
Sharpe Ratio Rank
WFC Sortino Ratio Rank: 5555
Sortino Ratio Rank
WFC Omega Ratio Rank: 5454
Omega Ratio Rank
WFC Calmar Ratio Rank: 5858
Calmar Ratio Rank
WFC Martin Ratio Rank: 5858
Martin Ratio Rank

SHW
SHW Risk / Return Rank: 2424
Overall Rank
SHW Sharpe Ratio Rank: 2525
Sharpe Ratio Rank
SHW Sortino Ratio Rank: 2222
Sortino Ratio Rank
SHW Omega Ratio Rank: 2323
Omega Ratio Rank
SHW Calmar Ratio Rank: 2727
Calmar Ratio Rank
SHW Martin Ratio Rank: 2323
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

WFC vs. SHW - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Wells Fargo & Company (WFC) and The Sherwin-Williams Company (SHW). 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.


WFCSHWDifference
Sharpe ratioReturn per unit of total volatility

+0.98

Sortino ratioReturn per unit of downside risk

+1.37

Omega ratioGain probability vs. loss probability

1.12

0.95

+0.17

Calmar ratioReturn relative to maximum drawdown

0.68

-0.47

+1.16

Martin ratioReturn relative to average drawdown

1.54

-0.99

+2.53

WFC vs. SHW - Sharpe Ratio Comparison

The current WFC Sharpe Ratio is 0.59, which is higher than the SHW Sharpe Ratio of -0.40. The chart below compares the historical Sharpe Ratios of WFC and SHW, 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

WFC vs. SHW - Drawdown Comparison

The maximum WFC drawdown since its inception was -79.01%, which is greater than SHW's maximum drawdown of -52.02%. Use the drawdown chart below to compare losses from any high point for WFC and SHW.


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Drawdown Indicators


WFCSHWDifference

Max Drawdown

Largest peak-to-trough decline

-79.01%

-52.02%

-26.99%

Max Drawdown (1Y)

Largest decline over 1 year

-23.02%

-21.36%

-1.66%

Max Drawdown (3Y)

Largest decline over 3 years

-24.73%

-25.69%

+0.96%

Max Drawdown (5Y)

Largest decline over 5 years

-37.10%

-42.46%

+5.36%

Max Drawdown (10Y)

Largest decline over 10 years

-64.46%

-42.46%

-22.00%

Current Drawdown

Current decline from peak

-12.21%

-19.53%

+7.32%

Average Drawdown

Average peak-to-trough decline

-15.35%

-11.63%

-3.72%

Ulcer Index

Depth and duration of drawdowns from previous peaks

10.18%

10.28%

-0.10%

Volatility

WFC vs. SHW - Volatility Comparison

The current volatility for Wells Fargo & Company (WFC) is 5.95%, while The Sherwin-Williams Company (SHW) has a volatility of 9.00%. This indicates that WFC experiences smaller price fluctuations and is considered to be less risky than SHW based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


WFCSHWDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.95%

9.00%

-3.05%

Volatility (6M)

Calculated over the trailing 6-month period

19.95%

19.26%

+0.69%

Volatility (1Y)

Calculated over the trailing 1-year period

26.75%

25.46%

+1.29%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

30.23%

26.27%

+3.96%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

32.28%

26.58%

+5.70%

Dividends

WFC vs. SHW - Dividend Comparison

WFC's dividend yield for the trailing twelve months is around 2.15%, more than SHW's 1.00% yield.


PositionTTM20252024202320222021202020192018201720162015
SHW
The Sherwin-Williams Company
1.00%0.98%0.84%0.78%1.01%0.62%0.73%0.77%0.87%0.83%1.25%1.03%
WFC
Wells Fargo & Company
2.15%1.82%2.14%2.64%2.66%1.25%4.04%3.57%3.56%2.54%2.75%2.71%

Financials

WFC vs. SHW - Financials Comparison

This section allows you to compare key financial metrics between Wells Fargo & Company and The Sherwin-Williams 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


5.00B10.00B15.00B20.00B25.00B30.00B20222023202420252026
31.80B
5.67B
(WFC) Total Revenue
(SHW) Total Revenue
Values in USD except per share items

WFC vs. SHW - Profitability Comparison

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

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

40.0%50.0%60.0%70.0%80.0%90.0%100.0%20222023202420252026
63.9%
49.1%
Portfolio components
WFC - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Wells Fargo & Company reported a gross profit of 20.31B and revenue of 31.80B. Therefore, the gross margin over that period was 63.9%.

SHW - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, The Sherwin-Williams Company reported a gross profit of 2.78B and revenue of 5.67B. Therefore, the gross margin over that period was 49.1%.

WFC - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Wells Fargo & Company reported an operating income of 5.85B and revenue of 31.80B, resulting in an operating margin of 18.4%.

SHW - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, The Sherwin-Williams Company reported an operating income of 810.90M and revenue of 5.67B, resulting in an operating margin of 14.3%.

WFC - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Wells Fargo & Company reported a net income of 5.29B and revenue of 31.80B, resulting in a net margin of 16.6%.

SHW - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, The Sherwin-Williams Company reported a net income of 534.70M and revenue of 5.67B, resulting in a net margin of 9.4%.


Frequently Asked Questions


WFC and SHW have a correlation of 0.26, 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 WFC (5.95%). In terms of maximum drawdown, WFC dropped -79.01% vs SHW's -52.02%.

WFC currently has the higher Sharpe Ratio (0.59 vs -0.40), 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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