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LOW vs. DGRO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

LOW vs. DGRO

Last updated Jun 13, 2026

LOW (Lowe's Companies, Inc.) is a stock, while DGRO (iShares Core Dividend Growth ETF) is Large Cap Growth Equities fund tracking the Morningstar US Dividend Growth Index. Over the past 10 years, LOW returned 13.33%/yr vs 13.52%/yr for DGRO. A 0.62 correlation means they provide meaningful diversification when combined.

Performance

LOW vs. DGRO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Lowe's Companies, Inc. (LOW) and iShares Core Dividend Growth ETF (DGRO). 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 DGRO's 9.86% return. Both investments have delivered pretty close results over the past 10 years, with LOW having a 13.33% annualized return and DGRO not far ahead at 13.52%.

LOW

1D
-0.12%
1M
-1.27%
YTD
-7.60%
6M
-9.89%
1Y
3.61%
3Y*
2.50%
5Y*
4.93%
10Y*
13.33%

DGRO

1D
0.69%
1M
2.86%
YTD
9.86%
6M
9.27%
1Y
23.49%
3Y*
16.74%
5Y*
10.82%
10Y*
13.52%
*Multi-year figures are annualized to reflect compound growth (CAGR)

LOW vs. DGRO - 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%
DGRO
iShares Core Dividend Growth ETF		9.86%15.69%16.62%10.47%-7.91%26.64%9.50%29.87%-2.38%23.00%

Correlation

The correlation between LOW and DGRO is 0.56, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

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

0.56

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

0.64

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

0.65

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

0.61

Correlation (All Time)
Calculated using the full available price history since Jun 12, 2014

0.62

The correlation between LOW and DGRO has been stable across timeframes, ranging from 0.56 to 0.65 - a consistent structural relationship.

Compare stocks, funds, or ETFs

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Lowe's Companies, Inc.

iShares Core Dividend Growth ETF

Often compared with LOW:
LOW vs. HDLOW vs. SCHDLOW vs. VOOLOW vs. SPYLOW vs. COSTLOW vs. TSCOLOW vs. HSY
Often compared with DGRO:
DGRO vs. SCHDDGRO vs. VIGDGRO vs. VYMDGRO vs. VOODGRO vs. DGRWDGRO vs. DIVODGRO vs. HDV

Return for Risk

LOW vs. DGRO — 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
DGRO
DGRO Risk / Return Rank: 8282
Overall Rank
DGRO Sharpe Ratio Rank: 8484
Sharpe Ratio Rank
DGRO Sortino Ratio Rank: 8787
Sortino Ratio Rank
DGRO Omega Ratio Rank: 8282
Omega Ratio Rank
DGRO Calmar Ratio Rank: 7777
Calmar Ratio Rank
DGRO Martin Ratio Rank: 7979
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. DGRO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Lowe's Companies, Inc. (LOW) and iShares Core Dividend Growth ETF (DGRO). 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.

LOWDGRODifference
Sharpe ratioReturn per unit of total volatility
0.03
2.34

-2.31

Sortino ratioReturn per unit of downside risk
0.24
3.40

-3.16

Omega ratioGain probability vs. loss probability

1.03

1.42

-0.39

Calmar ratioReturn relative to maximum drawdown

0.03

3.46

-3.43

Martin ratioReturn relative to average drawdown

0.06

13.36

-13.31

LOW vs. DGRO - Sharpe Ratio Comparison

The current LOW Sharpe Ratio is 0.03, which is lower than the DGRO Sharpe Ratio of 2.34. The chart below compares the historical Sharpe Ratios of LOW and DGRO, 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. DGRO - Drawdown Comparison

The maximum LOW drawdown since its inception was -62.52%, which is greater than DGRO's maximum drawdown of -35.10%. Use the drawdown chart below to compare losses from any high point for LOW and DGRO.

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Drawdown Indicators

LOWDGRODifference

Max Drawdown

Largest peak-to-trough decline

-62.52%

-35.10%

-27.42%

Max Drawdown (1Y)

Largest decline over 1 year

-27.75%

-6.47%

-21.28%

Max Drawdown (3Y)

Largest decline over 3 years

-27.75%

-14.03%

-13.72%

Max Drawdown (5Y)

Largest decline over 5 years

-33.86%

-19.31%

-14.55%

Max Drawdown (10Y)

Largest decline over 10 years

-48.63%

-35.10%

-13.53%

Current Drawdown

Current decline from peak

-22.81%

0.00%

-22.81%

Average Drawdown

Average peak-to-trough decline

-16.60%

-3.44%

-13.16%

Ulcer Index

Depth and duration of drawdowns from previous peaks

12.31%

1.68%

+10.63%

Volatility

LOW vs. DGRO - Volatility Comparison

Lowe's Companies, Inc. (LOW) has a higher volatility of 8.08% compared to iShares Core Dividend Growth ETF (DGRO) at 2.64%. This indicates that LOW's price experiences larger fluctuations and is considered to be riskier than DGRO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

LOWDGRODifference

Volatility (1M)

Calculated over the trailing 1-month period

8.08%

2.64%

+5.44%

Volatility (6M)

Calculated over the trailing 6-month period

20.39%

6.96%

+13.43%

Volatility (1Y)

Calculated over the trailing 1-year period

26.16%

9.59%

+16.57%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

26.23%

13.83%

+12.40%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

29.17%

16.62%

+12.55%

Dividends

LOW vs. DGRO - Dividend Comparison

LOW's dividend yield for the trailing twelve months is around 2.17%, more than DGRO's 1.94% yield.

PositionTTM20252024202320222021202020192018201720162015
DGRO
iShares Core Dividend Growth ETF		1.94%2.09%2.26%2.45%2.34%1.93%2.30%2.21%2.44%2.03%2.27%2.52%
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%

Frequently Asked Questions

LOW and DGRO have a correlation of 0.56, 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 DGRO (2.64%). In terms of maximum drawdown, LOW dropped -62.52% vs DGRO's -35.10%.

DGRO currently has the higher Sharpe Ratio (2.34 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.

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