LOW vs. DEO

Last updated Apr 2, 2026

Compare and contrast key facts about Lowe's Companies, Inc. (LOW) and Diageo plc (DEO).

Performance

LOW vs. DEO - Performance Comparison

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

LOW vs. DEO - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
LOW Lowe's Companies, Inc.	-1.71%	-0.33%	13.01%	14.03%	-21.49%	63.34%	36.40%	32.23%	1.22%	33.29%
DEO Diageo plc	-13.49%	-29.31%	-10.09%	-16.28%	-17.40%	41.72%	-3.26%	21.39%	-0.43%	44.13%

Fundamentals

Market Cap LOW : $132.15B DEO : $41.62B
EPS LOW : $11.88 DEO : $9.85
PE Ratio LOW : 19.86 DEO : 7.57
PEG Ratio LOW : 21.70 DEO : 2.17
PS Ratio LOW : 1.53 DEO : 1.11
Total Revenue (TTM) LOW : $86.29B DEO : $37.37B
Gross Profit (TTM) LOW : $28.89B DEO : $22.42B
EBITDA (TTM) LOW : $11.97B DEO : $10.72B

Returns By Period

In the year-to-date period, LOW achieves a -1.71% return, which is significantly higher than DEO's -13.49% return. Over the past 10 years, LOW has outperformed DEO with an annualized return of 14.01%, while DEO has yielded a comparatively lower -1.13% annualized return.

LOW

• 1D: -0.13%
• 1M: -8.24%
• YTD: -1.71%
• 6M: -3.95%
• 1Y: 2.87%
• 3Y*: 7.76%
• 5Y*: 6.24%
• 10Y*: 14.01%

DEO

• 1D: 0.24%
• 1M: -13.75%
• YTD: -13.49%
• 6M: -20.67%
• 1Y: -26.72%
• 3Y*: -23.44%
• 5Y*: -12.72%
• 10Y*: -1.13%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Return for Risk

LOW vs. DEO — Risk / Return Rank

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

LOW

LOW Risk / Return Rank: 41
LOW Sharpe Ratio Rank: 45
LOW Sortino Ratio Rank: 37
LOW Omega Ratio Rank: 36
LOW Calmar Ratio Rank: 44
LOW Martin Ratio Rank: 45

DEO

DEO Risk / Return Rank: 9
DEO Sharpe Ratio Rank: 7
DEO Sortino Ratio Rank: 10
DEO Omega Ratio Rank: 10
DEO Calmar Ratio Rank: 14
DEO Martin Ratio Rank: 6

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. DEO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Lowe's Companies, Inc. (LOW) and Diageo plc (DEO). 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.

	LOW	DEO	Difference
Sharpe ratio Return per unit of total volatility	0.11	-0.84	+0.95
Sortino ratio Return per unit of downside risk	0.36	-1.04	+1.39
Omega ratio Gain probability vs. loss probability	1.04	0.86	+0.18
Calmar ratio Return relative to maximum drawdown	0.15	-0.75	+0.90
Martin ratio Return relative to average drawdown	0.37	-1.63	+2.00
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

LOW vs. DEO - Sharpe Ratio Comparison

The current LOW Sharpe Ratio is 0.11, which is higher than the DEO Sharpe Ratio of -0.84. The chart below compares the historical Sharpe Ratios of LOW and DEO, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	LOW	DEO	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.11	-0.84	+0.95
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.24	-0.53	+0.77
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.49	-0.05	+0.53
Sharpe Ratio (All Time) Calculated using the full available price history	0.47	0.28	+0.19

Correlation

The correlation between LOW and DEO is 0.26, 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.

Dividends

LOW vs. DEO - Dividend Comparison

LOW's dividend yield for the trailing twelve months is around 2.01%, less than DEO's 3.38% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
LOW Lowe's Companies, Inc.	2.01%	1.95%	1.82%	1.93%	1.86%	1.08%	1.40%	1.72%	1.93%	1.64%	1.77%	1.34%
DEO Diageo plc	3.38%	4.80%	3.26%	2.77%	2.16%	1.82%	2.29%	2.07%	2.51%	2.18%	3.00%	3.13%

Drawdowns

LOW vs. DEO - Drawdown Comparison

The maximum LOW drawdown since its inception was -62.52%, roughly equal to the maximum DEO drawdown of -63.41%. Use the drawdown chart below to compare losses from any high point for LOW and DEO.

Drawdown Indicators

	LOW	DEO	Difference
Max Drawdown Largest peak-to-trough decline	-62.52%	-63.41%	+0.89%
Max Drawdown (1Y) Largest decline over 1 year	-21.84%	-35.75%	+13.91%
Max Drawdown (5Y) Largest decline over 5 years	-33.86%	-63.41%	+29.55%
Max Drawdown (10Y) Largest decline over 10 years	-48.63%	-63.41%	+14.78%
Current Drawdown Current decline from peak	-17.89%	-62.32%	+44.43%
Average Drawdown Average peak-to-trough decline	-16.58%	-12.72%	-3.86%
Ulcer Index Depth and duration of drawdowns from previous peaks	8.61%	16.51%	-7.90%

Volatility

LOW vs. DEO - Volatility Comparison

Lowe's Companies, Inc. (LOW) has a higher volatility of 8.22% compared to Diageo plc (DEO) at 6.30%. This indicates that LOW's price experiences larger fluctuations and is considered to be riskier than DEO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	LOW	DEO	Difference
Volatility (1M) Calculated over the trailing 1-month period	8.22%	6.30%	+1.92%
Volatility (6M) Calculated over the trailing 6-month period	18.29%	26.83%	-8.54%
Volatility (1Y) Calculated over the trailing 1-year period	25.81%	31.87%	-6.06%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	25.89%	24.25%	+1.64%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	28.94%	23.13%	+5.81%

Financials

LOW vs. DEO - Profitability Comparison

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

LOW - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Apr 2026, Lowe's Companies, Inc. reported a gross profit of 8.06B and revenue of 20.58B. Therefore, the gross margin over that period was 39.2%.

DEO - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Apr 2026, Diageo plc reported a gross profit of 4.72B and revenue of 7.73B. Therefore, the gross margin over that period was 61.0%.

LOW - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Apr 2026, Lowe's Companies, Inc. reported an operating income of 1.71B and revenue of 20.58B, resulting in an operating margin of 8.3%.

DEO - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Apr 2026, Diageo plc reported an operating income of 2.41B and revenue of 7.73B, resulting in an operating margin of 31.1%.

LOW - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Apr 2026, Lowe's Companies, Inc. reported a net income of 999.00M and revenue of 20.58B, resulting in a net margin of 4.9%.

DEO - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Apr 2026, Diageo plc reported a net income of 1.48B and revenue of 7.73B, resulting in a net margin of 19.1%.