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CCOI vs. LOW
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Key characteristics


CCOILOW
YTD Return12.12%23.25%
1Y Return30.01%41.23%
3Y Return (Ann)8.78%6.62%
5Y Return (Ann)11.67%21.27%
10Y Return (Ann)14.84%18.81%
Sharpe Ratio0.911.84
Sortino Ratio1.382.63
Omega Ratio1.181.33
Calmar Ratio0.871.68
Martin Ratio1.935.20
Ulcer Index15.31%7.82%
Daily Std Dev32.48%22.07%
Max Drawdown-96.52%-82.25%
Current Drawdown-3.97%-4.83%

Fundamentals


CCOILOW
Market Cap$4.00B$150.32B
EPS$0.77$12.24
PE Ratio105.7521.65
PEG Ratio85.894.09
Total Revenue (TTM)$798.71M$63.55B
Gross Profit (TTM)$86.33M$19.72B
EBITDA (TTM)$72.80M$9.33B

Correlation

-0.50.00.51.00.3

The correlation between CCOI and LOW is 0.26, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

Performance

CCOI vs. LOW - Performance Comparison

In the year-to-date period, CCOI achieves a 12.12% return, which is significantly lower than LOW's 23.25% return. Over the past 10 years, CCOI has underperformed LOW with an annualized return of 14.84%, while LOW has yielded a comparatively higher 18.81% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-20.00%-10.00%0.00%10.00%20.00%30.00%40.00%JuneJulyAugustSeptemberOctoberNovember
32.57%
17.05%
CCOI
LOW

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Risk-Adjusted Performance

CCOI vs. LOW - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Cogent Communications Holdings, Inc. (CCOI) and Lowe's Companies, Inc. (LOW). 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.


CCOI
Sharpe ratio
The chart of Sharpe ratio for CCOI, currently valued at 0.91, compared to the broader market-4.00-2.000.002.000.91
Sortino ratio
The chart of Sortino ratio for CCOI, currently valued at 1.38, compared to the broader market-4.00-2.000.002.004.001.38
Omega ratio
The chart of Omega ratio for CCOI, currently valued at 1.18, compared to the broader market0.501.001.502.001.18
Calmar ratio
The chart of Calmar ratio for CCOI, currently valued at 0.87, compared to the broader market0.002.004.006.000.87
Martin ratio
The chart of Martin ratio for CCOI, currently valued at 1.93, compared to the broader market-10.000.0010.0020.0030.001.93
LOW
Sharpe ratio
The chart of Sharpe ratio for LOW, currently valued at 1.84, compared to the broader market-4.00-2.000.002.001.84
Sortino ratio
The chart of Sortino ratio for LOW, currently valued at 2.63, compared to the broader market-4.00-2.000.002.004.002.63
Omega ratio
The chart of Omega ratio for LOW, currently valued at 1.33, compared to the broader market0.501.001.502.001.33
Calmar ratio
The chart of Calmar ratio for LOW, currently valued at 1.68, compared to the broader market0.002.004.006.001.68
Martin ratio
The chart of Martin ratio for LOW, currently valued at 5.20, compared to the broader market-10.000.0010.0020.0030.005.20

CCOI vs. LOW - Sharpe Ratio Comparison

The current CCOI Sharpe Ratio is 0.91, which is lower than the LOW Sharpe Ratio of 1.84. The chart below compares the historical Sharpe Ratios of CCOI and LOW, 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 Ratio-0.500.000.501.001.502.00JuneJulyAugustSeptemberOctoberNovember
0.91
1.84
CCOI
LOW

Dividends

CCOI vs. LOW - Dividend Comparison

CCOI's dividend yield for the trailing twelve months is around 4.76%, more than LOW's 1.67% yield.


TTM20232022202120202019201820172016201520142013
CCOI
Cogent Communications Holdings, Inc.
4.76%4.94%6.23%4.33%4.64%3.71%4.69%3.97%3.65%4.21%3.31%1.88%
LOW
Lowe's Companies, Inc.
1.67%1.93%1.86%1.08%1.40%1.72%1.93%1.64%1.77%1.34%1.19%1.37%

Drawdowns

CCOI vs. LOW - Drawdown Comparison

The maximum CCOI drawdown since its inception was -96.52%, which is greater than LOW's maximum drawdown of -82.25%. Use the drawdown chart below to compare losses from any high point for CCOI and LOW. For additional features, visit the drawdowns tool.


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-3.97%
-4.83%
CCOI
LOW

Volatility

CCOI vs. LOW - Volatility Comparison

Cogent Communications Holdings, Inc. (CCOI) has a higher volatility of 6.36% compared to Lowe's Companies, Inc. (LOW) at 5.49%. This indicates that CCOI's price experiences larger fluctuations and is considered to be riskier than LOW based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


4.00%6.00%8.00%10.00%12.00%14.00%16.00%JuneJulyAugustSeptemberOctoberNovember
6.36%
5.49%
CCOI
LOW

Financials

CCOI vs. LOW - Financials Comparison

This section allows you to compare key financial metrics between Cogent Communications Holdings, Inc. and Lowe's Companies, Inc.. 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



Values in USD except per share items