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EXPD vs. LOW
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

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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Returns By Period

In the year-to-date period, EXPD achieves a 7.05% return, which is significantly higher than LOW's -13.09% return. Over the past 10 years, EXPD has outperformed LOW with an annualized return of 13.85%, while LOW has yielded a comparatively lower 12.07% annualized return.


EXPD

1D
0.53%
1M
14.18%
YTD
7.05%
6M
7.72%
1Y
43.48%
3Y*
12.99%
5Y*
6.26%
10Y*
13.85%

LOW

1D
0.49%
1M
-7.18%
YTD
-13.09%
6M
-15.13%
1Y
-7.46%
3Y*
1.62%
5Y*
3.75%
10Y*
12.07%
*Multi-year figures are annualized to reflect compound growth (CAGR)

EXPD vs. LOW - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
EXPD
Expeditors International of Washington, Inc.
7.05%36.16%-11.86%23.86%-21.68%42.50%23.47%16.17%6.52%23.93%
LOW
Lowe's Companies, Inc.
-13.09%-0.33%13.01%14.03%-21.49%63.34%36.40%32.23%1.22%33.29%

Correlation

The correlation between EXPD and LOW is 0.25, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.25

Correlation (3Y)
Calculated over the trailing 3-year period

0.40

Correlation (5Y)
Calculated over the trailing 5-year period

0.45

Correlation (10Y)
Calculated over the trailing 10-year period

0.45

Correlation (All Time)
Calculated using the full available price history since Mar 27, 1990

0.31

The correlation between EXPD and LOW shifts across timeframes, from 0.25 (1 year) to 0.45 (5 years), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap

EXPD:

$21.28B

LOW:

$116.28B

EPS

EXPD:

$6.16

LOW:

$11.86

PE Ratio

EXPD:

25.75

LOW:

17.51

PS Ratio

EXPD:

1.93

LOW:

1.31

Total Revenue (TTM)

EXPD:

$11.19B

LOW:

$88.43B

Gross Profit (TTM)

EXPD:

$1.29B

LOW:

$29.89B

EBITDA (TTM)

EXPD:

$1.18B

LOW:

$11.50B

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Return for Risk

EXPD vs. LOW — Risk / Return Rank

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

EXPD
EXPD Risk / Return Rank: 7979
Overall Rank
EXPD Sharpe Ratio Rank: 8080
Sharpe Ratio Rank
EXPD Sortino Ratio Rank: 7373
Sortino Ratio Rank
EXPD Omega Ratio Rank: 8080
Omega Ratio Rank
EXPD Calmar Ratio Rank: 8080
Calmar Ratio Rank
EXPD Martin Ratio Rank: 8080
Martin Ratio Rank

LOW
LOW Risk / Return Rank: 2727
Overall Rank
LOW Sharpe Ratio Rank: 2828
Sharpe Ratio Rank
LOW Sortino Ratio Rank: 2424
Sortino Ratio Rank
LOW Omega Ratio Rank: 2525
Omega Ratio Rank
LOW Calmar Ratio Rank: 3131
Calmar Ratio Rank
LOW Martin Ratio Rank: 2929
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

EXPD vs. LOW - Risk-Adjusted Trends 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.


EXPDLOWDifference
Sharpe ratioReturn per unit of total volatility

+1.73

Sortino ratioReturn per unit of downside risk

+2.21

Omega ratioGain probability vs. loss probability

1.31

0.97

+0.33

Calmar ratioReturn relative to maximum drawdown

2.75

-0.27

+3.02

Martin ratioReturn relative to average drawdown

6.97

-0.64

+7.61

EXPD vs. LOW - Sharpe Ratio Comparison

The current EXPD Sharpe Ratio is 1.44, which is higher than the LOW Sharpe Ratio of -0.29. The chart below compares the historical Sharpe Ratios of EXPD and LOW, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


EXPDLOWDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.44

-0.29

+1.73

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.23

0.14

+0.09

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.55

0.42

+0.14

Sharpe Ratio (All Time)

Calculated using the full available price history

0.48

0.46

+0.02

Drawdowns

EXPD vs. LOW - Drawdown Comparison

The maximum EXPD drawdown since its inception was -58.07%, smaller than the maximum LOW drawdown of -62.52%. Use the drawdown chart below to compare losses from any high point for EXPD and LOW.


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Drawdown Indicators


EXPDLOWDifference

Max Drawdown

Largest peak-to-trough decline

-58.07%

-62.52%

+4.45%

Max Drawdown (1Y)

Largest decline over 1 year

-15.88%

-27.75%

+11.87%

Max Drawdown (3Y)

Largest decline over 3 years

-21.26%

-27.75%

+6.49%

Max Drawdown (5Y)

Largest decline over 5 years

-35.62%

-33.86%

-1.76%

Max Drawdown (10Y)

Largest decline over 10 years

-35.62%

-48.63%

+13.01%

Current Drawdown

Current decline from peak

-3.35%

-27.40%

+24.05%

Average Drawdown

Average peak-to-trough decline

-13.64%

-16.60%

+2.96%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.26%

11.62%

-5.36%

Volatility

EXPD vs. LOW - Volatility Comparison

Expeditors International of Washington, Inc. (EXPD) has a higher volatility of 10.49% compared to Lowe's Companies, Inc. (LOW) at 7.33%. 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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Volatility by Period


EXPDLOWDifference

Volatility (1M)

Calculated over the trailing 1-month period

10.49%

7.33%

+3.16%

Volatility (6M)

Calculated over the trailing 6-month period

24.22%

19.89%

+4.33%

Volatility (1Y)

Calculated over the trailing 1-year period

30.33%

25.71%

+4.62%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

26.78%

26.14%

+0.64%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

25.09%

29.14%

-4.05%

Dividends

EXPD vs. LOW - Dividend Comparison

EXPD's dividend yield for the trailing twelve months is around 1.00%, less than LOW's 2.31% yield.


PositionTTM20252024202320222021202020192018201720162015
EXPD
Expeditors International of Washington, Inc.
1.00%1.03%1.32%1.08%1.29%0.86%1.09%1.28%1.32%1.30%1.51%1.60%
LOW
Lowe's Companies, Inc.
2.31%1.95%1.82%1.93%1.86%1.08%1.40%1.72%1.93%1.64%1.77%1.34%

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


5.00B10.00B15.00B20.00B25.00B20222023202420252026
2.78B
23.08B
(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

0.0%10.0%20.0%30.0%40.0%202220232024202520260
32.7%
Portfolio components
EXPD - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Expeditors International of Washington, Inc. reported a gross profit of 0.00 and revenue of 2.78B. Therefore, the gross margin over that period was 0.0%.

LOW - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Lowe's Companies, Inc. reported a gross profit of 7.54B and revenue of 23.08B. Therefore, the gross margin over that period was 32.7%.

EXPD - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Expeditors International of Washington, Inc. reported an operating income of 294.83M and revenue of 2.78B, resulting in an operating margin of 10.6%.

LOW - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Lowe's Companies, Inc. reported an operating income of 2.55B and revenue of 23.08B, resulting in an operating margin of 11.1%.

EXPD - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Expeditors International of Washington, Inc. reported a net income of 229.61M and revenue of 2.78B, resulting in a net margin of 8.3%.

LOW - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Lowe's Companies, Inc. reported a net income of 1.63B and revenue of 23.08B, resulting in a net margin of 7.1%.


Frequently Asked Questions


EXPD and LOW have a correlation of 0.25, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

EXPD has higher volatility (10.49%) compared to LOW (7.33%). In terms of maximum drawdown, EXPD dropped -58.07% vs LOW's -62.52%.

EXPD currently has the higher Sharpe Ratio (1.44 vs -0.29), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

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