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LOW vs. SPGP
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between LOW and SPGP is 0.59, 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. SPGP - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Lowe's Companies, Inc. (LOW) and Invesco S&P 500 GARP ETF (SPGP). The values are adjusted to include any dividend payments, if applicable.

400.00%600.00%800.00%1,000.00%1,200.00%1,400.00%December2025FebruaryMarchAprilMay
1,172.44%
490.19%
LOW
SPGP

Key characteristics

Sharpe Ratio

LOW:

-0.08

SPGP:

-0.11

Sortino Ratio

LOW:

0.06

SPGP:

-0.01

Omega Ratio

LOW:

1.01

SPGP:

1.00

Calmar Ratio

LOW:

-0.08

SPGP:

-0.11

Martin Ratio

LOW:

-0.18

SPGP:

-0.37

Ulcer Index

LOW:

10.37%

SPGP:

6.67%

Daily Std Dev

LOW:

24.33%

SPGP:

21.84%

Max Drawdown

LOW:

-62.28%

SPGP:

-42.08%

Current Drawdown

LOW:

-20.22%

SPGP:

-12.59%

Returns By Period

In the year-to-date period, LOW achieves a -8.56% return, which is significantly lower than SPGP's -6.58% return. Over the past 10 years, LOW has outperformed SPGP with an annualized return of 13.89%, while SPGP has yielded a comparatively lower 12.30% annualized return.


LOW

YTD

-8.56%

1M

3.57%

6M

-13.78%

1Y

-1.61%

5Y*

16.49%

10Y*

13.89%

SPGP

YTD

-6.58%

1M

10.49%

6M

-11.37%

1Y

-3.46%

5Y*

14.84%

10Y*

12.30%

*Annualized

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Risk-Adjusted Performance

LOW vs. SPGP — 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 4444
Overall Rank
The Sharpe Ratio Rank of LOW is 4747
Sharpe Ratio Rank
The Sortino Ratio Rank of LOW is 3838
Sortino Ratio Rank
The Omega Ratio Rank of LOW is 3838
Omega Ratio Rank
The Calmar Ratio Rank of LOW is 4747
Calmar Ratio Rank
The Martin Ratio Rank of LOW is 4747
Martin Ratio Rank

SPGP
The Risk-Adjusted Performance Rank of SPGP is 1414
Overall Rank
The Sharpe Ratio Rank of SPGP is 1515
Sharpe Ratio Rank
The Sortino Ratio Rank of SPGP is 1515
Sortino Ratio Rank
The Omega Ratio Rank of SPGP is 1515
Omega Ratio Rank
The Calmar Ratio Rank of SPGP is 1313
Calmar Ratio Rank
The Martin Ratio Rank of SPGP is 1313
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. SPGP - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Lowe's Companies, Inc. (LOW) and Invesco S&P 500 GARP ETF (SPGP). 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 current LOW Sharpe Ratio is -0.08, which is higher than the SPGP Sharpe Ratio of -0.11. The chart below compares the historical Sharpe Ratios of LOW and SPGP, 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-1.00-0.500.000.501.001.502.002.50December2025FebruaryMarchAprilMay
-0.08
-0.11
LOW
SPGP

Dividends

LOW vs. SPGP - Dividend Comparison

LOW's dividend yield for the trailing twelve months is around 2.06%, more than SPGP's 1.57% yield.


TTM20242023202220212020201920182017201620152014
LOW
Lowe's Companies, Inc.
2.06%1.82%1.93%1.86%1.08%1.40%1.72%1.93%1.64%1.77%1.34%1.19%
SPGP
Invesco S&P 500 GARP ETF
1.57%1.38%1.24%1.22%0.69%1.10%0.86%0.95%0.68%0.89%1.12%1.52%

Drawdowns

LOW vs. SPGP - Drawdown Comparison

The maximum LOW drawdown since its inception was -62.28%, which is greater than SPGP's maximum drawdown of -42.08%. Use the drawdown chart below to compare losses from any high point for LOW and SPGP. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%December2025FebruaryMarchAprilMay
-20.22%
-12.59%
LOW
SPGP

Volatility

LOW vs. SPGP - Volatility Comparison

The current volatility for Lowe's Companies, Inc. (LOW) is 9.22%, while Invesco S&P 500 GARP ETF (SPGP) has a volatility of 12.51%. This indicates that LOW experiences smaller price fluctuations and is considered to be less risky than SPGP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%14.00%16.00%December2025FebruaryMarchAprilMay
9.22%
12.51%
LOW
SPGP