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

Key characteristics


LOWHD
YTD Return16.46%11.75%
1Y Return12.92%18.27%
3Y Return (Ann)9.86%7.16%
5Y Return (Ann)19.82%12.92%
10Y Return (Ann)19.03%18.22%
Sharpe Ratio0.610.95
Daily Std Dev23.01%20.75%
Max Drawdown-62.29%-70.47%
Current Drawdown-1.20%-2.59%

Fundamentals


LOWHD
Market Cap$144.89B$371.92B
EPS$12.10$14.86
PE Ratio21.1125.20
PEG Ratio1.972.31
Total Revenue (TTM)$84.02B$152.09B
Gross Profit (TTM)$26.61B$49.67B
EBITDA (TTM)$12.51B$24.54B

Correlation

-0.50.00.51.00.5

The correlation between LOW and HD is 0.54, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

Performance

LOW vs. HD - Performance Comparison

In the year-to-date period, LOW achieves a 16.46% return, which is significantly higher than HD's 11.75% return. Both investments have delivered pretty close results over the past 10 years, with LOW having a 19.03% annualized return and HD not far behind at 18.22%. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


0.00%500,000.00%1,000,000.00%1,500,000.00%2,000,000.00%AprilMayJuneJulyAugustSeptember
72,604.24%
2,183,750.57%
LOW
HD

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Risk-Adjusted Performance

LOW vs. HD - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Lowe's Companies, Inc. (LOW) and The Home Depot, Inc. (HD). 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
Sharpe ratio
The chart of Sharpe ratio for LOW, currently valued at 0.61, compared to the broader market-4.00-2.000.002.000.61
Sortino ratio
The chart of Sortino ratio for LOW, currently valued at 1.01, compared to the broader market-6.00-4.00-2.000.002.004.001.01
Omega ratio
The chart of Omega ratio for LOW, currently valued at 1.12, compared to the broader market0.501.001.502.001.12
Calmar ratio
The chart of Calmar ratio for LOW, currently valued at 0.52, compared to the broader market0.001.002.003.004.005.000.52
Martin ratio
The chart of Martin ratio for LOW, currently valued at 1.36, compared to the broader market-10.00-5.000.005.0010.0015.0020.001.36
HD
Sharpe ratio
The chart of Sharpe ratio for HD, currently valued at 0.95, compared to the broader market-4.00-2.000.002.000.95
Sortino ratio
The chart of Sortino ratio for HD, currently valued at 1.46, compared to the broader market-6.00-4.00-2.000.002.004.001.46
Omega ratio
The chart of Omega ratio for HD, currently valued at 1.17, compared to the broader market0.501.001.502.001.17
Calmar ratio
The chart of Calmar ratio for HD, currently valued at 0.64, compared to the broader market0.001.002.003.004.005.000.64
Martin ratio
The chart of Martin ratio for HD, currently valued at 2.11, compared to the broader market-10.00-5.000.005.0010.0015.0020.002.11

LOW vs. HD - Sharpe Ratio Comparison

The current LOW Sharpe Ratio is 0.61, which is lower than the HD Sharpe Ratio of 0.95. The chart below compares the 12-month rolling Sharpe Ratio of LOW and HD.


Rolling 12-month Sharpe Ratio0.000.501.001.502.00AprilMayJuneJulyAugustSeptember
0.61
0.95
LOW
HD

Dividends

LOW vs. HD - Dividend Comparison

LOW's dividend yield for the trailing twelve months is around 1.74%, less than HD's 2.33% yield.


TTM20232022202120202019201820172016201520142013
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%
HD
The Home Depot, Inc.
2.33%2.41%2.41%1.59%2.26%2.49%2.40%1.88%2.06%1.78%1.79%1.89%

Drawdowns

LOW vs. HD - Drawdown Comparison

The maximum LOW drawdown since its inception was -62.29%, smaller than the maximum HD drawdown of -70.47%. Use the drawdown chart below to compare losses from any high point for LOW and HD. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%AprilMayJuneJulyAugustSeptember
-1.20%
-2.59%
LOW
HD

Volatility

LOW vs. HD - Volatility Comparison

Lowe's Companies, Inc. (LOW) has a higher volatility of 5.47% compared to The Home Depot, Inc. (HD) at 4.79%. This indicates that LOW's price experiences larger fluctuations and is considered to be riskier than HD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


4.00%5.00%6.00%7.00%8.00%9.00%10.00%AprilMayJuneJulyAugustSeptember
5.47%
4.79%
LOW
HD

Financials

LOW vs. HD - Financials Comparison

This section allows you to compare key financial metrics between Lowe's Companies, Inc. and The Home Depot, 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