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

Correlation

The correlation between HD and LOW is 0.53, 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

HD vs. LOW - Performance Comparison

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

50,000.00%100,000.00%150,000.00%200,000.00%250,000.00%NovemberDecember2025FebruaryMarchApril
219,728.85%
45,262.61%
HD
LOW

Key characteristics

Sharpe Ratio

HD:

0.42

LOW:

-0.07

Sortino Ratio

HD:

0.75

LOW:

0.07

Omega Ratio

HD:

1.09

LOW:

1.01

Calmar Ratio

HD:

0.44

LOW:

-0.07

Martin Ratio

HD:

1.27

LOW:

-0.18

Ulcer Index

HD:

7.63%

LOW:

9.64%

Daily Std Dev

HD:

23.15%

LOW:

24.28%

Max Drawdown

HD:

-70.47%

LOW:

-62.29%

Current Drawdown

HD:

-16.10%

LOW:

-20.74%

Fundamentals

Market Cap

HD:

$354.26B

LOW:

$122.61B

EPS

HD:

$14.90

LOW:

$12.15

PE Ratio

HD:

23.92

LOW:

17.92

PEG Ratio

HD:

4.13

LOW:

2.19

PS Ratio

HD:

2.22

LOW:

1.47

PB Ratio

HD:

53.35

LOW:

321.82

Total Revenue (TTM)

HD:

$159.51B

LOW:

$83.67B

Gross Profit (TTM)

HD:

$52.62B

LOW:

$27.45B

EBITDA (TTM)

HD:

$24.95B

LOW:

$12.47B

Returns By Period

In the year-to-date period, HD achieves a -6.96% return, which is significantly higher than LOW's -9.16% return. Over the past 10 years, HD has outperformed LOW with an annualized return of 15.14%, while LOW has yielded a comparatively lower 14.04% annualized return.


HD

YTD

-6.96%

1M

-0.37%

6M

-9.65%

1Y

10.68%

5Y*

13.88%

10Y*

15.14%

LOW

YTD

-9.16%

1M

-3.24%

6M

-17.38%

1Y

-1.76%

5Y*

19.78%

10Y*

14.04%

*Annualized

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Risk-Adjusted Performance

HD vs. LOW — Risk-Adjusted Performance Rank

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

HD
The Risk-Adjusted Performance Rank of HD is 6565
Overall Rank
The Sharpe Ratio Rank of HD is 6969
Sharpe Ratio Rank
The Sortino Ratio Rank of HD is 6060
Sortino Ratio Rank
The Omega Ratio Rank of HD is 5757
Omega Ratio Rank
The Calmar Ratio Rank of HD is 7272
Calmar Ratio Rank
The Martin Ratio Rank of HD is 6868
Martin Ratio Rank

LOW
The Risk-Adjusted Performance Rank of LOW is 4545
Overall Rank
The Sharpe Ratio Rank of LOW is 4949
Sharpe Ratio Rank
The Sortino Ratio Rank of LOW is 4040
Sortino Ratio Rank
The Omega Ratio Rank of LOW is 4040
Omega Ratio Rank
The Calmar Ratio Rank of LOW is 4848
Calmar Ratio Rank
The Martin Ratio Rank of LOW is 4949
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.

HD vs. LOW - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for The Home Depot, Inc. (HD) 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 chart of Sharpe ratio for HD, currently valued at 0.42, compared to the broader market-2.00-1.000.001.002.003.00
HD: 0.42
LOW: -0.07
The chart of Sortino ratio for HD, currently valued at 0.75, compared to the broader market-6.00-4.00-2.000.002.004.00
HD: 0.75
LOW: 0.07
The chart of Omega ratio for HD, currently valued at 1.09, compared to the broader market0.501.001.502.00
HD: 1.09
LOW: 1.01
The chart of Calmar ratio for HD, currently valued at 0.44, compared to the broader market0.001.002.003.004.005.00
HD: 0.44
LOW: -0.07
The chart of Martin ratio for HD, currently valued at 1.27, compared to the broader market-10.00-5.000.005.0010.0015.0020.00
HD: 1.27
LOW: -0.18

The current HD Sharpe Ratio is 0.42, which is higher than the LOW Sharpe Ratio of -0.07. The chart below compares the historical Sharpe Ratios of HD 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 Ratio-0.500.000.501.001.502.00NovemberDecember2025FebruaryMarchApril
0.42
-0.07
HD
LOW

Dividends

HD vs. LOW - Dividend Comparison

HD's dividend yield for the trailing twelve months is around 2.52%, more than LOW's 2.07% yield.


TTM20242023202220212020201920182017201620152014
HD
The Home Depot, Inc.
2.52%2.31%2.41%2.41%1.59%2.26%2.49%2.40%1.88%2.06%1.78%1.79%
LOW
Lowe's Companies, Inc.
2.07%1.82%1.93%1.86%1.08%1.40%1.72%1.93%1.64%1.77%1.34%1.19%

Drawdowns

HD vs. LOW - Drawdown Comparison

The maximum HD drawdown since its inception was -70.47%, which is greater than LOW's maximum drawdown of -62.29%. Use the drawdown chart below to compare losses from any high point for HD and LOW. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-16.10%
-20.74%
HD
LOW

Volatility

HD vs. LOW - Volatility Comparison

The current volatility for The Home Depot, Inc. (HD) is 10.34%, while Lowe's Companies, Inc. (LOW) has a volatility of 11.24%. This indicates that HD 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.


4.00%6.00%8.00%10.00%12.00%NovemberDecember2025FebruaryMarchApril
10.34%
11.24%
HD
LOW

Financials

HD vs. LOW - Financials Comparison

This section allows you to compare key financial metrics between The Home Depot, 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


Values in USD except per share items