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

Correlation

The correlation between DFS and LOW is 0.45, 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.


-0.50.00.51.0
Correlation: 0.5

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.

600.00%700.00%800.00%900.00%1,000.00%1,100.00%1,200.00%NovemberDecember2025FebruaryMarchApril
749.21%
945.12%
DFS
LOW

Key characteristics

Sharpe Ratio

DFS:

0.84

LOW:

-0.29

Sortino Ratio

DFS:

1.57

LOW:

-0.25

Omega Ratio

DFS:

1.19

LOW:

0.97

Calmar Ratio

DFS:

1.33

LOW:

-0.31

Martin Ratio

DFS:

4.58

LOW:

-0.72

Ulcer Index

DFS:

7.09%

LOW:

8.97%

Daily Std Dev

DFS:

38.46%

LOW:

22.46%

Max Drawdown

DFS:

-81.74%

LOW:

-62.28%

Current Drawdown

DFS:

-15.82%

LOW:

-16.91%

Fundamentals

Market Cap

DFS:

$42.90B

LOW:

$130.98B

EPS

DFS:

$17.72

LOW:

$12.22

PE Ratio

DFS:

9.62

LOW:

19.15

PEG Ratio

DFS:

3.69

LOW:

2.30

Total Revenue (TTM)

DFS:

$14.50B

LOW:

$83.67B

Gross Profit (TTM)

DFS:

$13.30B

LOW:

$27.45B

EBITDA (TTM)

DFS:

$5.14B

LOW:

$12.47B

Returns By Period

In the year-to-date period, DFS achieves a -1.23% return, which is significantly higher than LOW's -4.77% return. Both investments have delivered pretty close results over the past 10 years, with DFS having a 13.86% annualized return and LOW not far ahead at 14.15%.


DFS

YTD

-1.23%

1M

-12.64%

6M

25.95%

1Y

34.23%

5Y*

44.13%

10Y*

13.86%

LOW

YTD

-4.77%

1M

-5.88%

6M

-13.43%

1Y

-4.40%

5Y*

25.42%

10Y*

14.15%

*Annualized

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 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 8181
Overall Rank
The Sharpe Ratio Rank of DFS is 8080
Sharpe Ratio Rank
The Sortino Ratio Rank of DFS is 7878
Sortino Ratio Rank
The Omega Ratio Rank of DFS is 7575
Omega Ratio Rank
The Calmar Ratio Rank of DFS is 8888
Calmar Ratio Rank
The Martin Ratio Rank of DFS is 8585
Martin Ratio Rank

LOW
The Risk-Adjusted Performance Rank of LOW is 3434
Overall Rank
The Sharpe Ratio Rank of LOW is 3737
Sharpe Ratio Rank
The Sortino Ratio Rank of LOW is 3232
Sortino Ratio Rank
The Omega Ratio Rank of LOW is 3232
Omega Ratio Rank
The Calmar Ratio Rank of LOW is 3333
Calmar Ratio Rank
The Martin Ratio Rank of LOW is 3737
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.


Sharpe ratio
The chart of Sharpe ratio for DFS, currently valued at 0.84, compared to the broader market-2.00-1.000.001.002.003.00
DFS: 0.84
LOW: -0.29
The chart of Sortino ratio for DFS, currently valued at 1.57, compared to the broader market-6.00-4.00-2.000.002.004.00
DFS: 1.57
LOW: -0.25
The chart of Omega ratio for DFS, currently valued at 1.19, compared to the broader market0.501.001.502.00
DFS: 1.19
LOW: 0.97
The chart of Calmar ratio for DFS, currently valued at 1.33, compared to the broader market0.001.002.003.004.005.00
DFS: 1.33
LOW: -0.31
The chart of Martin ratio for DFS, currently valued at 4.58, compared to the broader market-5.000.005.0010.0015.0020.00
DFS: 4.58
LOW: -0.72

The current DFS Sharpe Ratio is 0.84, which is higher than the LOW Sharpe Ratio of -0.29. 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 Ratio0.001.002.003.00NovemberDecember2025FebruaryMarchApril
0.84
-0.29
DFS
LOW

Dividends

DFS vs. LOW - Dividend Comparison

DFS's dividend yield for the trailing twelve months is around 1.64%, less than LOW's 1.94% yield.


TTM20242023202220212020201920182017201620152014
DFS
Discover Financial Services
1.64%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.
1.94%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.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-15.82%
-16.91%
DFS
LOW

Volatility

DFS vs. LOW - Volatility Comparison

Discover Financial Services (DFS) has a higher volatility of 17.36% compared to Lowe's Companies, Inc. (LOW) at 7.46%. 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.


5.00%10.00%15.00%20.00%NovemberDecember2025FebruaryMarchApril
17.36%
7.46%
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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