By next month, both of them could be wearing different jerseys.
San Francisco was trying to wrap up its third championship in five years when it returned to Kansas City for Game 6 on Tuesday night. But once the Fall Classic ends, the attention will shift in a matter of days to next season, and the free agency that looms for several players from both pennant winners.
"It's the business of baseball," Royals outfielder Josh Willingham said.
Sandoval is the biggest name looming for San Francisco, but there's also World Series starters Jake Peavy and Ryan Vogelsong, reliever Sergio Romo and outfielder Michael Morse.
Shields is the most critical piece in limbo for Kansas City. Willingham and fellow outfielders Nori Aoki and Raul Ibanez also face uncertain futures. Designated hitter Billy Butler has a pricey club option for next season, so he could be hitting free agency for the first time, too.
"Everyone wants to get to free agency, to have some control over where they go and their circumstances," Willingham said. "A lot of people think it's only the money. The money is a big part, but there are other things, too, like playing in a place where you can win. I'm sure Shields and the other guys will factor those in."
Many in this year's World Series will have no shortage of suitors.
Sandoval, the MVP of the 2012 Series, has driven his stock up with another spectacular post-season, piling up eight hits and driving in four runs in the first five games against Kansas City. The Giants would love to keep him hitting in AT&T Park for the next few years, but with few quality third basemen on the market, several big-budget teams such as the Boston Red Sox figure to drive up the bidding.
Then again, the Giants tend to spend lavishly on their post-season heroes.
After their 2012 title, outfielder Angel Pagan got $40 million over four years. Last off-season, Hunter Pence inked a five-year, $90 million deal, and two-time Cy Young Award winner-turned-reliever Tim Lincecum signed a two-year, $35 million deal.
The Giants adore — and perhaps need — Sandoval as much as any of them.
"He's right up there with some of the great players I've had, the great talents," manager Bruce Bochy said. "He has that enthusiasm, that infectious laugh when he's out there in the dugout. He's a very loose guy that has a lot of fun playing. He's not a guy that puts pressure on himself, but your good players do that, and he's a really good player."
Likewise, the Royals would love to keep Shields, who bounced back from a rough post-season with a strong start in a losing effort Sunday night. But just like Sandoval, there figures to be plenty of bidding for a workhorse who has rarely missed a start over his nine-year career.
The Red Sox and Tigers, who also have deep pockets, could be in the mix.
"The only way you tilt the field in your favour, especially in these markets, is to have quality starting pitching out there every single night," said Royals general manager Dayton Moore, who plans to at least make an effort to re-sign his prized right-hander.
Still, the game's finances might force the Royals to walk away from Shields, who helped to turn around a losing clubhouse culture when he was traded from Tampa Bay two years ago.
"When I got traded over here, my mindset was just to be myself and have fun, and I feel like I take every single day like that," said Shields, who like Sandoval has skirted all questions about his uncertain future. "I came over here with one mindset and that was just to be myself."
Regardless of who stays and goes in the uncertain world of free agency, one thing has been assured: The Giants and Royals players have reveled in their wild-card rides to the World Series, even those who may be playing elsewhere next season.