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

Correlation

The correlation between LOW and HD is 0.53, 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.


-0.50.00.51.0
Correlation: 0.5

Performance

LOW vs. HD - Performance Comparison

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

50,000.00%100,000.00%150,000.00%200,000.00%250,000.00%NovemberDecember2025FebruaryMarchApril
44,983.67%
218,469.68%
LOW
HD

Key characteristics

Sharpe Ratio

LOW:

-0.15

HD:

0.35

Sortino Ratio

LOW:

-0.04

HD:

0.66

Omega Ratio

LOW:

0.99

HD:

1.08

Calmar Ratio

LOW:

-0.15

HD:

0.37

Martin Ratio

LOW:

-0.37

HD:

1.05

Ulcer Index

LOW:

9.73%

HD:

7.69%

Daily Std Dev

LOW:

24.25%

HD:

23.09%

Max Drawdown

LOW:

-62.28%

HD:

-70.47%

Current Drawdown

LOW:

-21.14%

HD:

-16.58%

Fundamentals

Market Cap

LOW:

$123.64B

HD:

$357.46B

EPS

LOW:

$12.23

HD:

$14.91

PE Ratio

LOW:

18.06

HD:

23.98

PEG Ratio

LOW:

2.22

HD:

4.14

PS Ratio

LOW:

1.48

HD:

2.24

PB Ratio

LOW:

321.82

HD:

53.53

Total Revenue (TTM)

LOW:

$83.67B

HD:

$159.51B

Gross Profit (TTM)

LOW:

$27.45B

HD:

$52.62B

EBITDA (TTM)

LOW:

$12.47B

HD:

$24.95B

Returns By Period

In the year-to-date period, LOW achieves a -9.62% return, which is significantly lower than HD's -7.49% return. Over the past 10 years, LOW has underperformed HD with an annualized return of 14.21%, while HD has yielded a comparatively higher 15.37% annualized return.


LOW

YTD

-9.62%

1M

-4.35%

6M

-16.66%

1Y

-2.08%

5Y*

18.88%

10Y*

14.21%

HD

YTD

-7.49%

1M

-1.42%

6M

-9.32%

1Y

9.37%

5Y*

13.16%

10Y*

15.37%

*Annualized

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Risk-Adjusted Performance

LOW vs. HD — Risk-Adjusted Performance Rank

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

LOW
The Risk-Adjusted Performance Rank of LOW is 4141
Overall Rank
The Sharpe Ratio Rank of LOW is 4444
Sharpe Ratio Rank
The Sortino Ratio Rank of LOW is 3636
Sortino Ratio Rank
The Omega Ratio Rank of LOW is 3737
Omega Ratio Rank
The Calmar Ratio Rank of LOW is 4444
Calmar Ratio Rank
The Martin Ratio Rank of LOW is 4545
Martin Ratio Rank

HD
The Risk-Adjusted Performance Rank of HD is 6262
Overall Rank
The Sharpe Ratio Rank of HD is 6666
Sharpe Ratio Rank
The Sortino Ratio Rank of HD is 5757
Sortino Ratio Rank
The Omega Ratio Rank of HD is 5454
Omega Ratio Rank
The Calmar Ratio Rank of HD is 6969
Calmar Ratio Rank
The Martin Ratio Rank of HD is 6565
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.


The chart of Sharpe ratio for LOW, currently valued at -0.15, compared to the broader market-2.00-1.000.001.002.003.00
LOW: -0.15
HD: 0.35
The chart of Sortino ratio for LOW, currently valued at -0.04, compared to the broader market-6.00-4.00-2.000.002.004.00
LOW: -0.04
HD: 0.66
The chart of Omega ratio for LOW, currently valued at 0.99, compared to the broader market0.501.001.502.00
LOW: 0.99
HD: 1.08
The chart of Calmar ratio for LOW, currently valued at -0.15, compared to the broader market0.001.002.003.004.005.00
LOW: -0.15
HD: 0.37
The chart of Martin ratio for LOW, currently valued at -0.37, compared to the broader market-5.000.005.0010.0015.0020.00
LOW: -0.37
HD: 1.05

The current LOW Sharpe Ratio is -0.15, which is lower than the HD Sharpe Ratio of 0.35. The chart below compares the historical Sharpe Ratios of LOW and HD, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-0.500.000.501.001.502.00NovemberDecember2025FebruaryMarchApril
-0.15
0.35
LOW
HD

Dividends

LOW vs. HD - Dividend Comparison

LOW's dividend yield for the trailing twelve months is around 2.08%, less than HD's 2.53% yield.


TTM20242023202220212020201920182017201620152014
LOW
Lowe's Companies, Inc.
2.08%1.82%1.93%1.86%1.08%1.40%1.72%1.93%1.64%1.77%1.34%1.19%
HD
The Home Depot, Inc.
2.53%2.31%2.41%2.41%1.59%2.26%2.49%2.40%1.88%2.06%1.78%1.79%

Drawdowns

LOW vs. HD - Drawdown Comparison

The maximum LOW drawdown since its inception was -62.28%, 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.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-21.14%
-16.58%
LOW
HD

Volatility

LOW vs. HD - Volatility Comparison

Lowe's Companies, Inc. (LOW) has a higher volatility of 11.22% compared to The Home Depot, Inc. (HD) at 10.35%. 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%6.00%8.00%10.00%12.00%NovemberDecember2025FebruaryMarchApril
11.22%
10.35%
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