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

Correlation

The correlation between DFS and LOW is 0.61, 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.


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.

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Key characteristics

Sharpe Ratio

DFS:

1.37

LOW:

0.01

Sortino Ratio

DFS:

2.26

LOW:

0.27

Omega Ratio

DFS:

1.29

LOW:

1.03

Calmar Ratio

DFS:

2.35

LOW:

0.07

Martin Ratio

DFS:

7.41

LOW:

0.15

Ulcer Index

DFS:

8.70%

LOW:

10.75%

Daily Std Dev

DFS:

45.10%

LOW:

24.81%

Max Drawdown

DFS:

-81.74%

LOW:

-62.28%

Current Drawdown

DFS:

-1.76%

LOW:

-17.02%

Fundamentals

Market Cap

DFS:

$50.36B

LOW:

$127.90B

EPS

DFS:

$18.71

LOW:

$12.23

PE Ratio

DFS:

10.70

LOW:

18.68

PEG Ratio

DFS:

3.69

LOW:

2.33

PS Ratio

DFS:

3.77

LOW:

1.53

PB Ratio

DFS:

2.87

LOW:

321.82

Total Revenue (TTM)

DFS:

$20.00B

LOW:

$62.31B

Gross Profit (TTM)

DFS:

$17.55B

LOW:

$20.79B

EBITDA (TTM)

DFS:

$7.84B

LOW:

$9.33B

Returns By Period

In the year-to-date period, DFS achieves a 16.13% return, which is significantly higher than LOW's -4.90% return. Over the past 10 years, DFS has outperformed LOW with an annualized return of 15.35%, while LOW has yielded a comparatively lower 14.37% annualized return.


DFS

YTD

16.13%

1M

25.19%

6M

16.20%

1Y

61.13%

5Y*

42.88%

10Y*

15.35%

LOW

YTD

-4.90%

1M

5.97%

6M

-13.19%

1Y

0.32%

5Y*

17.49%

10Y*

14.37%

*Annualized

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Risk-Adjusted Performance

DFS vs. LOW — Risk-Adjusted Performance Rank

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

DFS
The Risk-Adjusted Performance Rank of DFS is 9090
Overall Rank
The Sharpe Ratio Rank of DFS is 9090
Sharpe Ratio Rank
The Sortino Ratio Rank of DFS is 8989
Sortino Ratio Rank
The Omega Ratio Rank of DFS is 8787
Omega Ratio Rank
The Calmar Ratio Rank of DFS is 9595
Calmar Ratio Rank
The Martin Ratio Rank of DFS is 9292
Martin Ratio Rank

LOW
The Risk-Adjusted Performance Rank of LOW is 4949
Overall Rank
The Sharpe Ratio Rank of LOW is 5252
Sharpe Ratio Rank
The Sortino Ratio Rank of LOW is 4343
Sortino Ratio Rank
The Omega Ratio Rank of LOW is 4343
Omega Ratio Rank
The Calmar Ratio Rank of LOW is 5555
Calmar Ratio Rank
The Martin Ratio Rank of LOW is 5353
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.


The current DFS Sharpe Ratio is 1.37, which is higher than the LOW Sharpe Ratio of 0.01. 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.


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Dividends

DFS vs. LOW - Dividend Comparison

DFS's dividend yield for the trailing twelve months is around 1.40%, less than LOW's 1.98% yield.


TTM20242023202220212020201920182017201620152014
DFS
Discover Financial Services
1.40%1.62%2.40%2.35%1.63%1.94%1.98%2.54%1.69%1.61%2.01%1.40%
LOW
Lowe's Companies, Inc.
1.98%1.82%1.93%1.86%1.08%1.40%1.72%1.93%1.64%1.77%1.34%1.19%

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.


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Volatility

DFS vs. LOW - Volatility Comparison

Discover Financial Services (DFS) has a higher volatility of 11.35% compared to Lowe's Companies, Inc. (LOW) at 8.36%. This indicates that DFS'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.


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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


5.00B10.00B15.00B20.00B25.00B20212022202320242025
5.49B
18.55B
(DFS) Total Revenue
(LOW) Total Revenue
Values in USD except per share items

DFS vs. LOW - Profitability Comparison

The chart below illustrates the profitability comparison between Discover Financial Services and Lowe's Companies, Inc. over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

30.0%40.0%50.0%60.0%70.0%80.0%90.0%100.0%20212022202320242025
77.4%
32.9%
(DFS) Gross Margin
(LOW) Gross Margin
DFS - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, Discover Financial Services reported a gross profit of 4.25B and revenue of 5.49B. Therefore, the gross margin over that period was 77.4%.

LOW - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, Lowe's Companies, Inc. reported a gross profit of 6.10B and revenue of 18.55B. Therefore, the gross margin over that period was 32.9%.

DFS - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, Discover Financial Services reported an operating income of 2.69B and revenue of 5.49B, resulting in an operating margin of 48.9%.

LOW - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, Lowe's Companies, Inc. reported an operating income of 1.83B and revenue of 18.55B, resulting in an operating margin of 9.9%.

DFS - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, Discover Financial Services reported a net income of 1.10B and revenue of 5.49B, resulting in a net margin of 20.1%.

LOW - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, Lowe's Companies, Inc. reported a net income of 1.12B and revenue of 18.55B, resulting in a net margin of 6.1%.