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

Correlation

The correlation between HD and LOW is 0.59, 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.


-0.50.00.51.00.6

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.

0.00%5.00%10.00%15.00%20.00%SeptemberOctoberNovemberDecember2025February
9.24%
3.43%
HD
LOW

Key characteristics

Sharpe Ratio

HD:

0.56

LOW:

0.49

Sortino Ratio

HD:

0.91

LOW:

0.82

Omega Ratio

HD:

1.11

LOW:

1.10

Calmar Ratio

HD:

0.65

LOW:

0.59

Martin Ratio

HD:

1.34

LOW:

1.18

Ulcer Index

HD:

8.67%

LOW:

8.97%

Daily Std Dev

HD:

20.81%

LOW:

21.79%

Max Drawdown

HD:

-70.47%

LOW:

-62.28%

Current Drawdown

HD:

-8.51%

LOW:

-12.50%

Fundamentals

Market Cap

HD:

$392.81B

LOW:

$139.29B

EPS

HD:

$14.75

LOW:

$12.01

PE Ratio

HD:

26.81

LOW:

20.54

PEG Ratio

HD:

5.10

LOW:

4.76

Total Revenue (TTM)

HD:

$119.81B

LOW:

$65.12B

Gross Profit (TTM)

HD:

$39.59B

LOW:

$21.35B

EBITDA (TTM)

HD:

$19.61B

LOW:

$10.10B

Returns By Period

In the year-to-date period, HD achieves a 1.45% return, which is significantly higher than LOW's 0.28% return. Over the past 10 years, HD has outperformed LOW with an annualized return of 16.12%, while LOW has yielded a comparatively lower 14.91% annualized return.


HD

YTD

1.45%

1M

-5.69%

6M

9.24%

1Y

11.03%

5Y*

12.70%

10Y*

16.12%

LOW

YTD

0.28%

1M

-6.38%

6M

3.43%

1Y

10.17%

5Y*

16.61%

10Y*

14.91%

*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

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 6262
Overall Rank
The Sharpe Ratio Rank of HD is 6666
Sharpe Ratio Rank
The Sortino Ratio Rank of HD is 5757
Sortino Ratio Rank
The Omega Ratio Rank of HD is 5353
Omega Ratio Rank
The Calmar Ratio Rank of HD is 7171
Calmar Ratio Rank
The Martin Ratio Rank of HD is 6161
Martin Ratio Rank

LOW
The Risk-Adjusted Performance Rank of LOW is 6060
Overall Rank
The Sharpe Ratio Rank of LOW is 6464
Sharpe Ratio Rank
The Sortino Ratio Rank of LOW is 5454
Sortino Ratio Rank
The Omega Ratio Rank of LOW is 5252
Omega Ratio Rank
The Calmar Ratio Rank of LOW is 7070
Calmar Ratio Rank
The Martin Ratio Rank of LOW is 6060
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.


Sharpe ratio
The chart of Sharpe ratio for HD, currently valued at 0.56, compared to the broader market-2.000.002.000.560.49
The chart of Sortino ratio for HD, currently valued at 0.91, compared to the broader market-4.00-2.000.002.004.006.000.910.82
The chart of Omega ratio for HD, currently valued at 1.11, compared to the broader market0.501.001.502.001.111.10
The chart of Calmar ratio for HD, currently valued at 0.65, compared to the broader market0.002.004.006.000.650.59
The chart of Martin ratio for HD, currently valued at 1.34, compared to the broader market-10.000.0010.0020.0030.001.341.18
HD
LOW

The current HD Sharpe Ratio is 0.56, which is comparable to the LOW Sharpe Ratio of 0.49. 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 Ratio0.501.001.502.00SeptemberOctoberNovemberDecember2025February
0.56
0.49
HD
LOW

Dividends

HD vs. LOW - Dividend Comparison

HD's dividend yield for the trailing twelve months is around 2.28%, more than LOW's 1.85% yield.


TTM20242023202220212020201920182017201620152014
HD
The Home Depot, Inc.
2.28%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.
1.85%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 -62.28%. Use the drawdown chart below to compare losses from any high point for HD and LOW. For additional features, visit the drawdowns tool.


-14.00%-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%SeptemberOctoberNovemberDecember2025February
-8.51%
-12.50%
HD
LOW

Volatility

HD vs. LOW - Volatility Comparison

The Home Depot, Inc. (HD) and Lowe's Companies, Inc. (LOW) have volatilities of 6.00% and 6.15%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


3.00%4.00%5.00%6.00%7.00%8.00%SeptemberOctoberNovemberDecember2025February
6.00%
6.15%
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
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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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