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

Correlation

The correlation between EXPD 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.


Performance

EXPD vs. LOW - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Expeditors International of Washington, Inc. (EXPD) 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

EXPD:

0.07

LOW:

0.11

Sortino Ratio

EXPD:

0.28

LOW:

0.35

Omega Ratio

EXPD:

1.04

LOW:

1.04

Calmar Ratio

EXPD:

0.09

LOW:

0.12

Martin Ratio

EXPD:

0.20

LOW:

0.28

Ulcer Index

EXPD:

9.76%

LOW:

10.80%

Daily Std Dev

EXPD:

25.80%

LOW:

24.75%

Max Drawdown

EXPD:

-58.07%

LOW:

-62.28%

Current Drawdown

EXPD:

-9.55%

LOW:

-16.39%

Fundamentals

Market Cap

EXPD:

$15.75B

LOW:

$130.10B

EPS

EXPD:

$6.02

LOW:

$12.23

PE Ratio

EXPD:

19.10

LOW:

19.01

PEG Ratio

EXPD:

4.13

LOW:

2.34

PS Ratio

EXPD:

1.42

LOW:

1.55

PB Ratio

EXPD:

6.85

LOW:

321.82

Total Revenue (TTM)

EXPD:

$11.06B

LOW:

$62.31B

Gross Profit (TTM)

EXPD:

$1.42B

LOW:

$20.79B

EBITDA (TTM)

EXPD:

$1.15B

LOW:

$9.33B

Returns By Period

In the year-to-date period, EXPD achieves a 6.82% return, which is significantly higher than LOW's -4.18% return. Over the past 10 years, EXPD has underperformed LOW with an annualized return of 11.02%, while LOW has yielded a comparatively higher 14.65% annualized return.


EXPD

YTD

6.82%

1M

12.18%

6M

-0.93%

1Y

1.81%

5Y*

11.92%

10Y*

11.02%

LOW

YTD

-4.18%

1M

9.82%

6M

-12.21%

1Y

2.75%

5Y*

17.66%

10Y*

14.65%

*Annualized

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Risk-Adjusted Performance

EXPD vs. LOW — Risk-Adjusted Performance Rank

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

EXPD
The Risk-Adjusted Performance Rank of EXPD is 5050
Overall Rank
The Sharpe Ratio Rank of EXPD is 5454
Sharpe Ratio Rank
The Sortino Ratio Rank of EXPD is 4444
Sortino Ratio Rank
The Omega Ratio Rank of EXPD is 4444
Omega Ratio Rank
The Calmar Ratio Rank of EXPD is 5656
Calmar Ratio Rank
The Martin Ratio Rank of EXPD is 5353
Martin Ratio Rank

LOW
The Risk-Adjusted Performance Rank of LOW is 5252
Overall Rank
The Sharpe Ratio Rank of LOW is 5757
Sharpe Ratio Rank
The Sortino Ratio Rank of LOW is 4646
Sortino Ratio Rank
The Omega Ratio Rank of LOW is 4545
Omega Ratio Rank
The Calmar Ratio Rank of LOW is 5757
Calmar Ratio Rank
The Martin Ratio Rank of LOW is 5555
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.

EXPD vs. LOW - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Expeditors International of Washington, Inc. (EXPD) 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 EXPD Sharpe Ratio is 0.07, which is lower than the LOW Sharpe Ratio of 0.11. The chart below compares the historical Sharpe Ratios of EXPD 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

EXPD vs. LOW - Dividend Comparison

EXPD's dividend yield for the trailing twelve months is around 1.23%, less than LOW's 1.96% yield.


TTM20242023202220212020201920182017201620152014
EXPD
Expeditors International of Washington, Inc.
1.23%1.32%1.08%1.29%0.86%1.09%1.28%1.32%1.30%1.51%1.60%1.43%
LOW
Lowe's Companies, Inc.
1.96%1.82%1.93%1.86%1.08%1.40%1.72%1.93%1.64%1.77%1.34%1.19%

Drawdowns

EXPD vs. LOW - Drawdown Comparison

The maximum EXPD drawdown since its inception was -58.07%, smaller than the maximum LOW drawdown of -62.28%. Use the drawdown chart below to compare losses from any high point for EXPD and LOW. For additional features, visit the drawdowns tool.


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Volatility

EXPD vs. LOW - Volatility Comparison

Expeditors International of Washington, Inc. (EXPD) has a higher volatility of 10.91% compared to Lowe's Companies, Inc. (LOW) at 7.72%. This indicates that EXPD'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

EXPD vs. LOW - Financials Comparison

This section allows you to compare key financial metrics between Expeditors International of Washington, 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


0.005.00B10.00B15.00B20.00B25.00B20212022202320242025
2.67B
18.55B
(EXPD) Total Revenue
(LOW) Total Revenue
Values in USD except per share items

EXPD vs. LOW - Profitability Comparison

The chart below illustrates the profitability comparison between Expeditors International of Washington, Inc. 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

10.0%15.0%20.0%25.0%30.0%35.0%20212022202320242025
13.2%
32.9%
(EXPD) Gross Margin
(LOW) Gross Margin
EXPD - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, Expeditors International of Washington, Inc. reported a gross profit of 352.86M and revenue of 2.67B. Therefore, the gross margin over that period was 13.2%.

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%.

EXPD - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, Expeditors International of Washington, Inc. reported an operating income of 265.86M and revenue of 2.67B, resulting in an operating margin of 10.0%.

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%.

EXPD - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, Expeditors International of Washington, Inc. reported a net income of 203.80M and revenue of 2.67B, resulting in a net margin of 7.6%.

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%.