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

Performance

INGR vs. LOW - Performance Comparison

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

-10.00%0.00%10.00%20.00%30.00%JuneJulyAugustSeptemberOctoberNovember
21.02%
16.35%
INGR
LOW

Returns By Period

In the year-to-date period, INGR achieves a 33.37% return, which is significantly higher than LOW's 18.71% return. Over the past 10 years, INGR has underperformed LOW with an annualized return of 8.30%, while LOW has yielded a comparatively higher 17.27% annualized return.


INGR

YTD

33.37%

1M

5.75%

6M

21.02%

1Y

41.53%

5Y (annualized)

14.44%

10Y (annualized)

8.30%

LOW

YTD

18.71%

1M

-7.56%

6M

16.35%

1Y

29.23%

5Y (annualized)

19.44%

10Y (annualized)

17.27%

Fundamentals


INGRLOW
Market Cap$9.18B$153.11B
EPS$10.27$12.11
PE Ratio13.5222.29
PEG Ratio2.064.23
Total Revenue (TTM)$7.55B$63.55B
Gross Profit (TTM)$1.88B$19.72B
EBITDA (TTM)$1.24B$9.33B

Key characteristics


INGRLOW
Sharpe Ratio1.781.33
Sortino Ratio3.381.92
Omega Ratio1.431.24
Calmar Ratio2.261.40
Martin Ratio15.223.76
Ulcer Index2.71%7.89%
Daily Std Dev23.18%22.33%
Max Drawdown-64.20%-62.28%
Current Drawdown-8.32%-8.34%

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Correlation

-0.50.00.51.00.3

The correlation between INGR and LOW is 0.29, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

Risk-Adjusted Performance

INGR vs. LOW - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Ingredion Incorporated (INGR) 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 INGR, currently valued at 1.78, compared to the broader market-4.00-2.000.002.004.001.781.33
The chart of Sortino ratio for INGR, currently valued at 3.38, compared to the broader market-4.00-2.000.002.004.003.381.92
The chart of Omega ratio for INGR, currently valued at 1.43, compared to the broader market0.501.001.502.001.431.24
The chart of Calmar ratio for INGR, currently valued at 2.26, compared to the broader market0.002.004.006.002.261.40
The chart of Martin ratio for INGR, currently valued at 15.22, compared to the broader market-10.000.0010.0020.0030.0015.223.76
INGR
LOW

The current INGR Sharpe Ratio is 1.78, which is higher than the LOW Sharpe Ratio of 1.33. The chart below compares the historical Sharpe Ratios of INGR 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 Ratio0.001.002.003.00JuneJulyAugustSeptemberOctoberNovember
1.78
1.33
INGR
LOW

Dividends

INGR vs. LOW - Dividend Comparison

INGR's dividend yield for the trailing twelve months is around 2.21%, more than LOW's 1.74% yield.


TTM20232022202120202019201820172016201520142013
INGR
Ingredion Incorporated
2.21%2.75%2.78%2.67%3.23%2.70%2.68%1.57%1.52%1.82%1.98%2.28%
LOW
Lowe's Companies, Inc.
1.74%1.93%1.86%1.08%1.40%1.72%1.93%1.64%1.77%1.34%1.19%1.37%

Drawdowns

INGR vs. LOW - Drawdown Comparison

The maximum INGR drawdown since its inception was -64.20%, roughly equal to the maximum LOW drawdown of -62.28%. Use the drawdown chart below to compare losses from any high point for INGR and LOW. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-8.32%
-8.34%
INGR
LOW

Volatility

INGR vs. LOW - Volatility Comparison

Ingredion Incorporated (INGR) has a higher volatility of 16.60% compared to Lowe's Companies, Inc. (LOW) at 7.53%. This indicates that INGR'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.


0.00%5.00%10.00%15.00%JuneJulyAugustSeptemberOctoberNovember
16.60%
7.53%
INGR
LOW

Financials

INGR vs. LOW - Financials Comparison

This section allows you to compare key financial metrics between Ingredion Incorporated 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