Sherwin-Williams Co (SHW)

New York Stock Exchange
USD
US8243481061
17 March 1980  –  23 July 2024

Performance

Annualized Return
19.07%
Sharpe Ratio
0.75
Maximum Drawdown
-52.03%

Metrics

Metric Sherwin-Williams Co
Initial Balance $10,000
Final Balance $23,113,204
Returns   [View more details]
Month-To-Date 15.44%
Year-To-Date 10.95%
3M 12.85%
6M 13.83%
Annual Return (3Y) 7.39%
Annual Return (5Y) 16.61%
Annual Return (All) 19.07%
Risk   [View more details]
Annual Volatility 29.08%
Max Drawdown -52.03%
Sharpe Ratio 0.75
Sortino Ratio 1.1
Adjusted Sortino (S/√2) 0.78

  • Initial balance: The amount of starting capital used to invest in the asset or portfolio. In this case, we're starting with a $10,000 investment on March 1980.
  • Final balance: The amount of capital we've accrued over time as of July 2024.
  • Annual return: Also known as annualized return, or CAGR (Compound Annual Growth Rate), measures how much an investment has increased on average each year, during a specific time period. The time period in this case is approximately 44 year(s). Even a small difference in return can have a big impact on the final balance over a long period of time.
  • Annual volatility: Basically indicates how much, in percentage points, the investment can deviate from its annual return, under most circumstances. An investment with an annual return of 5% and an annual volatility of 10% would indicate returns from approximately -5% to 15% most of the time. A lower volatility is usually preferred to ensure more steady returns over time.
  • Best year: The best performance attained over its lifetime in a given year.
  • Worst year: The worst performance undergone over its lifetime in a given year.
  • Max drawdown: The largest percentage drop from a peak to a trough of an asset or portfolio, before a new peak is attained. Maximum drawdown is an indicator of downside risk over a specified time period.
  • Sharpe Ratio: The Sharpe ratio measures the performance of an investment compared to a risk-free asset, after adjusting for its risk. A Sharpe Ratio above 1 is considered good.
  • Sortino Ratio: The Sortino Ratio is a variation of the Sharpe ratio that only penalizes the investment for negative volatility/outcomes, and not for positive volatility. A Sortino Ratio above 1 is considered good.
  • Adjusted Sortino Ratio: Sortino Ratio/√2. To allow for comparing the Sortino ratio to the Sharpe ratio, we multiply the risk measure of the Sortino ratio by the square root of 2 (which is the same as dividing the Sortino ratio by the square root of 2).
  • Ulcer Index: The Ulcer Index (UI) is a technical indicator that measures downside risk in terms of both the depth and duration of price declines.
  • Gain to Pain Ratio: The sum of all returns divided by the absolute value of the sum of all negative returns. In essence, the GPR shows the ratio of net returns to the losses incurred in getting those returns.

Annualized Returns

Annual Return 1y Annual Return 3y Annual Return 5y Annual Return 10y Annual Return 20y Annual Return
Sherwin-Williams Co 29.35% 7.39% 16.61% 18.25% 19.3% 19.07%

Annual Returns

Year Sherwin-Williams Co
1980 30.28%
1981 23.94%
1982 100%
1983 19.32%
1984 6.67%
1985 59.92%
1986 27.13%
1987 -10.17%
1988 6.59%
1989 38.61%
1990 11.2%
1991 45.78%
1992 16.29%
1993 18.54%
1994 -5%
1995 24.32%
1996 39.49%
1997 0.47%
1998 7.52%
1999 -27.13%
2000 28.37%
2001 7.14%
2002 4.88%
2003 25.62%
2004 30.7%
2005 3.69%
2006 42.75%
2007 -6.96%
2008 5.57%
2009 5.89%
2010 38.64%
2011 8.5%
2012 74.48%
2013 20.65%
2014 44.85%
2015 -0.35%
2016 4.79%
2017 54.11%
2018 -3.23%
2019 49.7%
2020 27.05%
2021 44.9%
2022 -31.96%
2023 32.73%
2024 10.95%

Sherwin-Williams Co had 38 positive years and 7 negative years. That's a positive ratio of 84%.

Monthly Returns

Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec YTD
1980 - - -0.9% 8.8% -6.8% 4.6% 13.1% 8.9% 5% 2% 5.6% -11% 30.3%
1981 11.3% 10.1% 3.5% -3.3% -3.5% 4.8% -7.4% -6.1% -7.2% 9.9% 11.5% 1.2% 23.9%
1982 -10.8% 0.6% 5.1% 9.6% 1.1% -3.8% 8.5% 24% 2.9% 27.4% 13.8% -0.9% 100%
1983 -9.1% 5.9% 38.6% 0.9% -3.8% -10.5% -6.9% -1.6% 10.2% -2.9% 5.5% -0.5% 19.3%
1984 -4.3% -7% 7% 7% -4.7% 10.8% -10.6% 21.3% -2.5% 0% -6.3% 0% 6.7%
1985 20.5% -5.2% 3.1% 4.2% 14.9% -2.5% 1.6% -4.2% -4% 6.3% 9.8% 6.6% 59.9%
1986 4.8% 17.5% 5.1% -1.3% 7.1% -11.3% -2.8% 1.4% -12.4% 18% 5.1% -2.2% 27.1%
1987 21.7% -2.6% 15.7% -6.6% -1% 0.7% -3.2% 0.4% -0% -32.8% -6.6% 15.4% -10.2%
1988 16.4% 1.9% -3% -4.5% 0.2% 4.7% -1.8% 10.2% -3.8% -4.8% -3.5% -3.3% 6.6%
1989 2.5% 1.1% 4.8% 1.8% 7.8% -2.1% 11.1% 2.8% 1.1% -2.2% 3.2% 1.9% 38.6%
1990 -5.5% 0.2% 9.3% -1.1% 8.4% 5.6% -3.1% -14.1% 1.5% -1.9% 8.3% 5.7% 11.2%
1991 6.4% 7.4% 2.1% 5.5% 10.9% -3.5% 0.5% -2.1% 3.1% -3.1% -8.5% 23% 45.8%
1992 1.9% -0.1% -0.5% 6.9% -1.8% -2.7% 8.2% -5.5% 0.5% 3.6% 7.3% -1.6% 16.3%
1993 0.4% 6.9% 1.5% -3.4% -3.5% 4.9% -1.9% 7.5% 5.9% 1.4% -9.3% 8.3% 18.5%
1994 -4.6% 3.7% -9.6% -1.2% 0.5% 0% 3.6% 2% -6% 4.8% -5.3% 8.5% -5%
1995 0.4% 0.9% 0.7% 5.2% 3.6% -3.1% 2.5% -1.3% -2.4% 7.5% 5.8% 2.8% 24.3%
1996 3.4% 1% 4.7% 5.4% -3.6% 3.6% -3% -2.7% 6% 8.1% 13.6% -1.3% 39.5%
1997 -0.9% 1.5% -3.8% 12% -0.5% 2.9% 3.9% -14.1% 7.3% -5.7% 3.3% -2.8% 0.5%
1998 3.2% 17.2% 6.5% 0% -6.4% -0.4% -3.8% -24.8% -8.9% 16.4% 12.7% 3.5% 7.5%
1999 -12.8% -5.6% 16.9% 10.7% -0.6% -9.9% -2.7% -9.3% -14.1% 7.5% -5% -1.2% -27.1%
2000 -16.1% 9.3% 15.7% 12.4% -6.1% -8.9% -1.8% 11.2% -7.1% 2.1% 0.6% 20.6% 28.4%
2001 2% -6% 1.5% -17.7% 2.4% 4% 3.1% -0.4% -1.9% 9.6% 15.6% -1.8% 7.1%
2002 0.8% -4.2% 7.8% 7.9% 3.3% -5.3% -4% -5.5% -12.3% 16.1% 5.4% -2% 4.9%
2003 -5.7% 0.8% -1% 5.5% -1.2% -1.8% 11.6% 0.8% -2.2% 14% -2.9% 7.1% 25.6%
2004 -2.9% 4.2% 9.8% -1% 3.7% 5.7% -2.8% 2.7% 6.4% -2.8% 4.8% 0.1% 30.7%
2005 -3.2% 3% -0.7% 1.3% 0.2% 5.9% 1.1% -2.2% -4.9% -3.5% 3.5% 3.6% 3.7%
2006 16.5% -13.9% 9.1% 3% -4.6% -1.8% 6.6% 2.6% 8% 6.2% 6% 1.7% 42.8%
2007 8.7% -3.2% -0.8% -3.4% 6.6% -1.7% 4.8% -0.5% -4.8% -2.7% -1.2% -7.6% -7%
2008 -1.6% -8.7% -1.4% 8.4% 2.1% -18.2% 15.9% 10.6% -2.4% -0.4% 4.2% 1.4% 5.6%
2009 -20.1% -3% 13.1% 9% -6.2% 1.8% 7.4% 4.9% -0.1% -5.2% 7.3% 1.3% 5.9%
2010 2.8% 0.6% 6.8% 15.4% -1.4% -9.7% -0.1% 2.3% 6.8% -2.9% 2.1% 12.9% 38.6%
2011 1.2% -2.7% 2.3% -2% 7.2% -4.5% -8% -1.4% -1.9% 11.3% 5.4% 2.8% 8.5%
2012 9.3% 6.2% 5.4% 10.7% 8.1% 2.1% 1.5% 6.8% 4.1% -4.3% 7.3% 0.9% 74.5%
2013 5.4% -0% 4.5% 8.4% 3.2% -6.3% -1.4% -0.7% 5.7% 3.2% -2.4% 0.3% 20.7%
2014 -0.1% 9.7% -1.7% 1.4% 2.7% 1.1% -0.3% 6% 0.4% 4.8% 6.9% 7.4% 44.9%
2015 3.1% 5.4% -0.3% -2.3% 3.9% -4.6% 1% -7.7% -12.9% 19.8% 3.7% -6% -0.4%
2016 -1.5% 6.1% 5.2% 0.9% 1.6% 0.9% 2.1% -5.1% -2.5% -11.5% 10.1% 0% 4.8%
2017 13.1% 1.8% 0.5% 7.9% -0.6% 5.8% -3.9% 0.9% 5.5% 10.4% 1.3% 2.7% 54.1%
2018 1.7% -3.5% -2.4% -6.2% 3.4% 7.5% 8.1% 3.6% -0.1% -13.6% 8% -7.2% -3.2%
2019 7.1% 3% -0.6% 5.6% -7.5% 9.3% 12% 2.9% 4.4% 4.1% 2.1% 0.1% 49.7%
2020 -4.6% -7% -11.1% 16.7% 11% -2.7% 12.1% 3.8% 3.8% -1.3% 8.9% -1.7% 27.1%
2021 -5.9% -1.4% 8.5% 11.3% 3.7% -3.9% 6.8% 4.5% -7.9% 13.2% 4.8% 6.3% 44.9%
2022 -18.6% -8% -5.1% 10.2% -2.3% -16.5% 8.1% -3.8% -11.8% 9.9% 11% -4.8% -32%
2023 -0.3% -6.2% 1.6% 5.7% -3.9% 16.6% 4.1% -1.5% -6.1% -6.6% 17.3% 11.9% 32.7%
2024 -2.4% 9.3% 4.6% -13.7% 1.6% -1.8% 15.4% - - - - - 11%
Pos 54.5% 59.1% 66.7% 68.2% 55.6% 45.5% 57.8% 52.3% 44.2% 58.1% 77.3% 62.8% 84.4%
Avg 0.8% 1.1% 4% 3.5% 1.1% -0.8% 2.3% 0.6% -1.2% 3% 4.3% 2.4% 21.3%

Other Return Metrics

Metric Sherwin-Williams Co
Cumulative Return 231032.04%
Enh Ann Return 20.68%
Best Year 100%
Worst Year -31.96%
Best Month 38.64%
Worst Month -32.84%
Best Day 15.26%
Worst Day -20.79%
Win Ratio (Yearly) 84.44%
Win Ratio (Quarterly) 68.16%
Win Ratio (Monthly) 58.65%
Win Ratio (Daily) 51.77%

Annual Volatility

Annual Volatility 1y Annual Volatility 3y Annual Volatility 5y Annual Volatility 10y Annual Volatility 20y Annual Volatility
Sherwin-Williams Co 21.18% 27.56% 29.89% 26.12% 27.14% 29.08%

Sharpe Ratio

Sharpe Ratio 1y Sharpe Ratio 3y Sharpe Ratio 5y Sharpe Ratio 10y Sharpe Ratio 20y Sharpe Ratio
Sherwin-Williams Co 1.32 0.4 0.67 0.77 0.79 0.75

3-Year Rolling Sharpe Ratio

The rolling Sharpe Ratio gives a clue about the continued consistency or stability of the risk-adjusted returns.

Drawdown Periods

Simply said, a drawdown is the "pain" period experienced by an investor between a peak (new highs) and subsequent valley (a low point before moving higher). In the table below are the fifth largest drawdowns encountered for the portfolio/asset in question.

Sherwin-Williams Co

start valley end days Drawdown
1998-04-03 2000-01-28 2003-10-30 2036 -52.03%
1987-03-27 1987-12-04 1990-03-21 1090 -44.63%
2022-01-03 2022-10-20 2024-03-07 794 -42.46%
2007-07-20 2009-03-06 2010-04-05 990 -38.56%
2020-01-24 2020-03-23 2020-05-29 126 -33.33%

The Sherwin-Williams Co took approximately 34 months on average to recover from a major drawdown. The longest drawdown lasted 68 months.

Underwater plot

The underwater plot shows you the drawdown periods on a chart. Whereas the performance chart usually gives you a positive viewpoint, the underwater plot gives you a pessimistic viewpoint. It helps you to visualize downtrends that occurred and how long it took for the portfolio's value to rebound to hit a new high after suffering a loss.

Other Risk Metrics

Metric Sherwin-Williams Co
Sharpe Ratio 0.75
Sortino Ratio 1.1
Adjusted Sortino (S/√2) 0.78
Calmar Ratio 0.37
Omega Ratio 1.14
Gain to Pain Ratio 0.14
Winckel Ratio 55.56
Ulcer Index 0.16
Kelly Criterion 6.55%
Skew -0.07
Kurtosis 9.03
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