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

Correlation

The correlation between LOW and TSCO is 0.35, 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.


-0.50.00.51.00.4

Performance

LOW vs. TSCO - Performance Comparison

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

-10.00%0.00%10.00%20.00%30.00%JulyAugustSeptemberOctoberNovemberDecember
8.45%
-4.61%
LOW
TSCO

Key characteristics

Sharpe Ratio

LOW:

0.48

TSCO:

1.02

Sortino Ratio

LOW:

0.82

TSCO:

1.48

Omega Ratio

LOW:

1.10

TSCO:

1.20

Calmar Ratio

LOW:

0.59

TSCO:

1.68

Martin Ratio

LOW:

1.31

TSCO:

4.42

Ulcer Index

LOW:

8.05%

TSCO:

5.65%

Daily Std Dev

LOW:

22.09%

TSCO:

24.47%

Max Drawdown

LOW:

-62.28%

TSCO:

-76.16%

Current Drawdown

LOW:

-13.55%

TSCO:

-12.35%

Fundamentals

Market Cap

LOW:

$145.54B

TSCO:

$29.40B

EPS

LOW:

$12.02

TSCO:

$10.29

PE Ratio

LOW:

21.44

TSCO:

26.75

PEG Ratio

LOW:

3.93

TSCO:

2.54

Total Revenue (TTM)

LOW:

$83.72B

TSCO:

$14.77B

Gross Profit (TTM)

LOW:

$26.94B

TSCO:

$5.03B

EBITDA (TTM)

LOW:

$12.36B

TSCO:

$1.91B

Returns By Period

In the year-to-date period, LOW achieves a 11.96% return, which is significantly lower than TSCO's 25.38% return. Over the past 10 years, LOW has outperformed TSCO with an annualized return of 15.77%, while TSCO has yielded a comparatively lower 14.93% annualized return.


LOW

YTD

11.96%

1M

-5.69%

6M

8.45%

1Y

12.24%

5Y*

17.49%

10Y*

15.77%

TSCO

YTD

25.38%

1M

-3.83%

6M

-7.81%

1Y

24.73%

5Y*

25.55%

10Y*

14.93%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

LOW vs. TSCO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Lowe's Companies, Inc. (LOW) and Tractor Supply Company (TSCO). 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.


Sharpe ratio
The chart of Sharpe ratio for LOW, currently valued at 0.48, compared to the broader market-4.00-2.000.002.000.481.01
The chart of Sortino ratio for LOW, currently valued at 0.82, compared to the broader market-4.00-2.000.002.004.000.821.47
The chart of Omega ratio for LOW, currently valued at 1.10, compared to the broader market0.501.001.502.001.101.19
The chart of Calmar ratio for LOW, currently valued at 0.59, compared to the broader market0.002.004.006.000.591.67
The chart of Martin ratio for LOW, currently valued at 1.31, compared to the broader market0.0010.0020.001.314.34
LOW
TSCO

The current LOW Sharpe Ratio is 0.48, which is lower than the TSCO Sharpe Ratio of 1.02. The chart below compares the historical Sharpe Ratios of LOW and TSCO, 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 Ratio0.000.501.001.502.00JulyAugustSeptemberOctoberNovemberDecember
0.48
1.01
LOW
TSCO

Dividends

LOW vs. TSCO - Dividend Comparison

LOW's dividend yield for the trailing twelve months is around 1.84%, more than TSCO's 1.66% yield.


TTM20232022202120202019201820172016201520142013
LOW
Lowe's Companies, Inc.
1.84%1.93%1.86%1.08%1.40%1.72%1.93%1.64%1.77%1.34%1.19%1.37%
TSCO
Tractor Supply Company
1.66%1.92%1.64%0.87%1.07%1.46%1.44%1.40%1.21%0.89%0.77%0.63%

Drawdowns

LOW vs. TSCO - Drawdown Comparison

The maximum LOW drawdown since its inception was -62.28%, smaller than the maximum TSCO drawdown of -76.16%. Use the drawdown chart below to compare losses from any high point for LOW and TSCO. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-13.55%
-12.35%
LOW
TSCO

Volatility

LOW vs. TSCO - Volatility Comparison

The current volatility for Lowe's Companies, Inc. (LOW) is 6.68%, while Tractor Supply Company (TSCO) has a volatility of 7.55%. This indicates that LOW experiences smaller price fluctuations and is considered to be less risky than TSCO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


4.00%6.00%8.00%10.00%JulyAugustSeptemberOctoberNovemberDecember
6.68%
7.55%
LOW
TSCO

Financials

LOW vs. TSCO - Financials Comparison

This section allows you to compare key financial metrics between Lowe's Companies, Inc. and Tractor Supply Company. 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
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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