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

Correlation

The correlation between DFS and LOW is 0.46, 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.


-0.50.00.51.00.5

Performance

DFS vs. LOW - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Discover Financial Services (DFS) and Lowe's Companies, Inc. (LOW). The values are adjusted to include any dividend payments, if applicable.

500.00%600.00%700.00%800.00%900.00%1,000.00%1,100.00%1,200.00%JulyAugustSeptemberOctoberNovemberDecember
735.12%
1,010.83%
DFS
LOW

Key characteristics

Sharpe Ratio

DFS:

1.61

LOW:

0.62

Sortino Ratio

DFS:

2.62

LOW:

1.01

Omega Ratio

DFS:

1.34

LOW:

1.12

Calmar Ratio

DFS:

2.52

LOW:

0.76

Martin Ratio

DFS:

11.84

LOW:

1.69

Ulcer Index

DFS:

5.13%

LOW:

8.04%

Daily Std Dev

DFS:

37.84%

LOW:

21.99%

Max Drawdown

DFS:

-81.74%

LOW:

-62.28%

Current Drawdown

DFS:

-7.89%

LOW:

-11.68%

Fundamentals

Market Cap

DFS:

$43.66B

LOW:

$145.54B

EPS

DFS:

$12.42

LOW:

$12.02

PE Ratio

DFS:

14.00

LOW:

21.44

PEG Ratio

DFS:

4.41

LOW:

3.93

Total Revenue (TTM)

DFS:

$23.16B

LOW:

$83.72B

Gross Profit (TTM)

DFS:

$23.16B

LOW:

$26.94B

EBITDA (TTM)

DFS:

$4.04B

LOW:

$12.36B

Returns By Period

In the year-to-date period, DFS achieves a 52.81% return, which is significantly higher than LOW's 14.39% return. Over the past 10 years, DFS has underperformed LOW with an annualized return of 12.44%, while LOW has yielded a comparatively higher 16.18% annualized return.


DFS

YTD

52.81%

1M

-2.47%

6M

33.80%

1Y

57.63%

5Y*

16.96%

10Y*

12.44%

LOW

YTD

14.39%

1M

-8.08%

6M

10.68%

1Y

12.93%

5Y*

18.01%

10Y*

16.18%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

DFS vs. LOW - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Discover Financial Services (DFS) 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.


Sharpe ratio
The chart of Sharpe ratio for DFS, currently valued at 1.61, compared to the broader market-4.00-2.000.002.001.610.62
The chart of Sortino ratio for DFS, currently valued at 2.62, compared to the broader market-4.00-2.000.002.004.002.621.01
The chart of Omega ratio for DFS, currently valued at 1.34, compared to the broader market0.501.001.502.001.341.12
The chart of Calmar ratio for DFS, currently valued at 2.52, compared to the broader market0.002.004.006.002.520.76
The chart of Martin ratio for DFS, currently valued at 11.84, compared to the broader market0.0010.0020.0011.841.69
DFS
LOW

The current DFS Sharpe Ratio is 1.61, which is higher than the LOW Sharpe Ratio of 0.62. The chart below compares the historical Sharpe Ratios of DFS 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 Ratio0.001.002.003.00JulyAugustSeptemberOctoberNovemberDecember
1.61
0.62
DFS
LOW

Dividends

DFS vs. LOW - Dividend Comparison

DFS's dividend yield for the trailing twelve months is around 1.66%, less than LOW's 1.80% yield.


TTM20232022202120202019201820172016201520142013
DFS
Discover Financial Services
1.66%2.40%2.35%1.63%1.94%1.98%2.54%1.69%1.61%2.01%1.40%1.07%
LOW
Lowe's Companies, Inc.
1.80%1.93%1.86%1.08%1.40%1.72%1.93%1.64%1.77%1.34%1.19%1.37%

Drawdowns

DFS vs. LOW - Drawdown Comparison

The maximum DFS drawdown since its inception was -81.74%, which is greater than LOW's maximum drawdown of -62.28%. Use the drawdown chart below to compare losses from any high point for DFS and LOW. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-7.89%
-11.68%
DFS
LOW

Volatility

DFS vs. LOW - Volatility Comparison

The current volatility for Discover Financial Services (DFS) is 6.25%, while Lowe's Companies, Inc. (LOW) has a volatility of 7.83%. This indicates that DFS experiences smaller price fluctuations and is considered to be less risky than LOW based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%JulyAugustSeptemberOctoberNovemberDecember
6.25%
7.83%
DFS
LOW

Financials

DFS vs. LOW - Financials Comparison

This section allows you to compare key financial metrics between Discover Financial Services 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
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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