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

Performance

LOW vs. CVS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Lowe's Companies, Inc. (LOW) and CVS Health Corporation (CVS). 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 -7.60% return, which is significantly lower than CVS's 30.67% return. Over the past 10 years, LOW has outperformed CVS with an annualized return of 13.33%, while CVS has yielded a comparatively lower 3.70% annualized return.


LOW

1D
-0.12%
1M
1.08%
YTD
-7.60%
6M
-9.89%
1Y
3.61%
3Y*
2.50%
5Y*
4.93%
10Y*
13.33%

CVS

1D
1.47%
1M
6.33%
YTD
30.67%
6M
30.57%
1Y
56.67%
3Y*
16.60%
5Y*
7.08%
10Y*
3.70%
*Multi-year figures are annualized to reflect compound growth (CAGR)

LOW vs. CVS - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
LOW
Lowe's Companies, Inc.
-7.60%-0.33%13.01%14.03%-21.49%63.34%36.40%32.23%1.22%33.29%
CVS
CVS Health Corporation
30.67%84.35%-40.77%-12.53%-7.63%54.87%-5.14%17.26%-7.04%-5.75%

Correlation

The correlation between LOW and CVS is 0.10, 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

0.10

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

0.21

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

0.25

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

0.30

Correlation (All Time)
Calculated using the full available price history since Jul 1, 1985

0.33

Over the past year, the correlation between LOW and CVS has dropped to 0.10 - well below their long-term average of 0.33, suggesting their price drivers have been diverging.

Fundamentals

Market Cap

LOW:

$123.64B

CVS:

$130.41B

EPS

LOW:

$11.86

CVS:

$2.30

PE Ratio

LOW:

18.62

CVS:

44.29

PS Ratio

LOW:

1.40

CVS:

0.32

Total Revenue (TTM)

LOW:

$88.43B

CVS:

$407.91B

Gross Profit (TTM)

LOW:

$29.89B

CVS:

$56.59B

EBITDA (TTM)

LOW:

$11.50B

CVS:

$9.99B

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Return for Risk

LOW vs. CVS — Risk / Return Rank

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

LOW
LOW Risk / Return Rank: 4141
Overall Rank
LOW Sharpe Ratio Rank: 4444
Sharpe Ratio Rank
LOW Sortino Ratio Rank: 3838
Sortino Ratio Rank
LOW Omega Ratio Rank: 3636
Omega Ratio Rank
LOW Calmar Ratio Rank: 4343
Calmar Ratio Rank
LOW Martin Ratio Rank: 4343
Martin Ratio Rank

CVS
CVS Risk / Return Rank: 8686
Overall Rank
CVS Sharpe Ratio Rank: 8989
Sharpe Ratio Rank
CVS Sortino Ratio Rank: 8282
Sortino Ratio Rank
CVS Omega Ratio Rank: 8787
Omega Ratio Rank
CVS Calmar Ratio Rank: 8888
Calmar Ratio Rank
CVS Martin Ratio Rank: 8787
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. CVS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Lowe's Companies, Inc. (LOW) and CVS Health Corporation (CVS). 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.


LOWCVSDifference
Sharpe ratioReturn per unit of total volatility

-1.89

Sortino ratioReturn per unit of downside risk

-2.09

Omega ratioGain probability vs. loss probability

1.03

1.35

-0.33

Calmar ratioReturn relative to maximum drawdown

0.03

3.62

-3.60

Martin ratioReturn relative to average drawdown

0.06

9.33

-9.27

LOW vs. CVS - Sharpe Ratio Comparison

The current LOW Sharpe Ratio is 0.03, which is lower than the CVS Sharpe Ratio of 1.92. The chart below compares the historical Sharpe Ratios of LOW and CVS, 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. CVS - Drawdown Comparison

The maximum LOW drawdown since its inception was -62.52%, roughly equal to the maximum CVS drawdown of -64.07%. Use the drawdown chart below to compare losses from any high point for LOW and CVS.


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Drawdown Indicators


LOWCVSDifference

Max Drawdown

Largest peak-to-trough decline

-62.52%

-64.07%

+1.55%

Max Drawdown (1Y)

Largest decline over 1 year

-27.75%

-16.44%

-11.31%

Max Drawdown (3Y)

Largest decline over 3 years

-27.75%

-43.98%

+16.23%

Max Drawdown (5Y)

Largest decline over 5 years

-33.86%

-56.79%

+22.93%

Max Drawdown (10Y)

Largest decline over 10 years

-48.63%

-56.79%

+8.16%

Current Drawdown

Current decline from peak

-22.81%

0.00%

-22.81%

Average Drawdown

Average peak-to-trough decline

-16.60%

-19.54%

+2.94%

Ulcer Index

Depth and duration of drawdowns from previous peaks

12.31%

6.38%

+5.93%

Volatility

LOW vs. CVS - Volatility Comparison

Lowe's Companies, Inc. (LOW) has a higher volatility of 8.08% compared to CVS Health Corporation (CVS) at 7.50%. This indicates that LOW's price experiences larger fluctuations and is considered to be riskier than CVS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


LOWCVSDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.08%

7.50%

+0.58%

Volatility (6M)

Calculated over the trailing 6-month period

20.39%

25.88%

-5.49%

Volatility (1Y)

Calculated over the trailing 1-year period

26.16%

31.05%

-4.89%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

26.23%

29.98%

-3.75%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

29.17%

29.30%

-0.13%

Dividends

LOW vs. CVS - Dividend Comparison

LOW's dividend yield for the trailing twelve months is around 2.17%, less than CVS's 2.61% yield.


PositionTTM20252024202320222021202020192018201720162015
CVS
CVS Health Corporation
2.61%3.35%5.93%3.06%2.36%1.94%2.93%2.69%3.05%2.76%2.15%1.43%
LOW
Lowe's Companies, Inc.
2.17%1.95%1.82%1.93%1.86%1.08%1.40%1.72%1.93%1.64%1.77%1.34%

Financials

LOW vs. CVS - Financials Comparison

This section allows you to compare key financial metrics between Lowe's Companies, Inc. and CVS Health Corporation. 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


20.00B40.00B60.00B80.00B100.00B20222023202420252026
23.08B
100.43B
(LOW) Total Revenue
(CVS) Total Revenue
Values in USD except per share items

LOW vs. CVS - Profitability Comparison

The chart below illustrates the profitability comparison between Lowe's Companies, Inc. and CVS Health Corporation over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

15.0%20.0%25.0%30.0%35.0%40.0%20222023202420252026
32.7%
15.6%
Portfolio components
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%.

CVS - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, CVS Health Corporation reported a gross profit of 15.62B and revenue of 100.43B. Therefore, the gross margin over that period was 15.6%.

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%.

CVS - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, CVS Health Corporation reported an operating income of 4.68B and revenue of 100.43B, resulting in an operating margin of 4.7%.

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%.

CVS - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, CVS Health Corporation reported a net income of 2.94B and revenue of 100.43B, resulting in a net margin of 2.9%.


Frequently Asked Questions


LOW and CVS have a correlation of 0.10, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

LOW has higher volatility (8.08%) compared to CVS (7.50%). In terms of maximum drawdown, LOW dropped -62.52% vs CVS's -64.07%.

CVS currently has the higher Sharpe Ratio (1.92 vs 0.03), 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

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