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LOW vs. BOXX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

LOW vs. BOXX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Lowe's Companies, Inc. (LOW) and Alpha Architect 1-3 Month Box ETF (BOXX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, LOW achieves a -10.63% return, which is significantly lower than BOXX's 1.70% return.


LOW

1D
-0.40%
1M
-0.69%
YTD
-10.63%
6M
-10.99%
1Y
-0.38%
3Y*
1.70%
5Y*
4.13%
10Y*
12.81%

BOXX

1D
-0.02%
1M
0.16%
YTD
1.70%
6M
1.82%
1Y
3.98%
3Y*
4.70%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

LOW vs. BOXX - Yearly Performance Comparison


2026 (YTD)2025202420232022
LOW
Lowe's Companies, Inc.
-10.63%-0.33%13.01%14.03%-1.22%
BOXX
Alpha Architect 1-3 Month Box ETF
1.70%4.37%5.16%5.04%0.07%

Correlation

The correlation between LOW and BOXX is -0.02, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


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

-0.02

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

0.02

Correlation (All Time)
Calculated using the full available price history since Dec 28, 2022

0.01

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Return for Risk

LOW vs. BOXX — Risk / Return Rank

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

LOW
LOW Risk / Return Rank: 3939
Overall Rank
LOW Sharpe Ratio Rank: 4242
Sharpe Ratio Rank
LOW Sortino Ratio Rank: 3636
Sortino Ratio Rank
LOW Omega Ratio Rank: 3535
Omega Ratio Rank
LOW Calmar Ratio Rank: 4242
Calmar Ratio Rank
LOW Martin Ratio Rank: 4141
Martin Ratio Rank

BOXX
BOXX Risk / Return Rank: 100100
Overall Rank
BOXX Sharpe Ratio Rank: 100100
Sharpe Ratio Rank
BOXX Sortino Ratio Rank: 9999
Sortino Ratio Rank
BOXX Omega Ratio Rank: 9999
Omega Ratio Rank
BOXX Calmar Ratio Rank: 9999
Calmar Ratio Rank
BOXX Martin Ratio Rank: 100100
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.

LOW vs. BOXX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Lowe's Companies, Inc. (LOW) and Alpha Architect 1-3 Month Box ETF (BOXX). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


LOWBOXXDifference
Sharpe ratioReturn per unit of total volatility

-12.45

Sortino ratioReturn per unit of downside risk

-34.93

Omega ratioGain probability vs. loss probability

1.02

8.71

-7.69

Calmar ratioReturn relative to maximum drawdown

-0.01

58.08

-58.09

Martin ratioReturn relative to average drawdown

-0.03

496.82

-496.85

LOW vs. BOXX - Sharpe Ratio Comparison

The current LOW Sharpe Ratio is -0.01, which is lower than the BOXX Sharpe Ratio of 12.43. The chart below compares the historical Sharpe Ratios of LOW and BOXX, 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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Drawdowns

LOW vs. BOXX - Drawdown Comparison

The maximum LOW drawdown since its inception was -62.52%, which is greater than BOXX's maximum drawdown of -0.12%. Use the drawdown chart below to compare losses from any high point for LOW and BOXX.


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Drawdown Indicators


LOWBOXXDifference

Max Drawdown

Largest peak-to-trough decline

-62.52%

-0.12%

-62.40%

Max Drawdown (1Y)

Largest decline over 1 year

-27.75%

-0.07%

-27.68%

Max Drawdown (3Y)

Largest decline over 3 years

-27.75%

-0.12%

-27.63%

Max Drawdown (5Y)

Largest decline over 5 years

-33.86%

Max Drawdown (10Y)

Largest decline over 10 years

-48.63%

Current Drawdown

Current decline from peak

-25.34%

-0.02%

-25.32%

Average Drawdown

Average peak-to-trough decline

-16.60%

-0.00%

-16.60%

Ulcer Index

Depth and duration of drawdowns from previous peaks

12.82%

0.01%

+12.81%

Volatility

LOW vs. BOXX - Volatility Comparison

Lowe's Companies, Inc. (LOW) has a higher volatility of 9.20% compared to Alpha Architect 1-3 Month Box ETF (BOXX) at 0.12%. This indicates that LOW's price experiences larger fluctuations and is considered to be riskier than BOXX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


LOWBOXXDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.20%

0.12%

+9.08%

Volatility (6M)

Calculated over the trailing 6-month period

21.05%

0.26%

+20.79%

Volatility (1Y)

Calculated over the trailing 1-year period

26.47%

0.32%

+26.15%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

26.35%

0.37%

+25.98%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

29.22%

0.37%

+28.85%

Dividends

LOW vs. BOXX - Dividend Comparison

LOW's dividend yield for the trailing twelve months is around 2.25%, while BOXX has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
BOXX
Alpha Architect 1-3 Month Box ETF
0.00%0.00%0.26%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
LOW
Lowe's Companies, Inc.
2.25%1.95%1.82%1.93%1.86%1.08%1.40%1.72%1.93%1.64%1.77%1.34%

Frequently Asked Questions


LOW and BOXX have a correlation of -0.02, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

LOW has higher volatility (9.20%) compared to BOXX (0.12%). In terms of maximum drawdown, LOW dropped -62.52% vs BOXX's -0.12%.

BOXX currently has the higher Sharpe Ratio (12.43 vs -0.01), 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.

Portfolio Optimizer

Find the right allocation for LOW and BOXX

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