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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.

-5.00%0.00%5.00%10.00%15.00%20.00%AugustSeptemberOctoberNovemberDecember2025
9.64%
-0.23%
LOW
TSCO

Key characteristics

Sharpe Ratio

LOW:

1.01

TSCO:

0.88

Sortino Ratio

LOW:

1.51

TSCO:

1.31

Omega Ratio

LOW:

1.19

TSCO:

1.17

Calmar Ratio

LOW:

1.23

TSCO:

1.54

Martin Ratio

LOW:

2.56

TSCO:

3.38

Ulcer Index

LOW:

8.59%

TSCO:

6.45%

Daily Std Dev

LOW:

21.82%

TSCO:

24.89%

Max Drawdown

LOW:

-62.28%

TSCO:

-76.12%

Current Drawdown

LOW:

-7.70%

TSCO:

-11.32%

Fundamentals

Market Cap

LOW:

$147.41B

TSCO:

$28.66B

EPS

LOW:

$12.11

TSCO:

$2.06

PE Ratio

LOW:

21.56

TSCO:

26.05

PEG Ratio

LOW:

5.00

TSCO:

2.52

Total Revenue (TTM)

LOW:

$83.72B

TSCO:

$11.11B

Gross Profit (TTM)

LOW:

$26.94B

TSCO:

$3.74B

EBITDA (TTM)

LOW:

$12.36B

TSCO:

$1.48B

Returns By Period

In the year-to-date period, LOW achieves a 5.78% return, which is significantly higher than TSCO's 1.13% return. Over the past 10 years, LOW has underperformed TSCO with an annualized return of 16.19%, while TSCO has yielded a comparatively higher 17.64% annualized return.


LOW

YTD

5.78%

1M

5.39%

6M

9.64%

1Y

20.92%

5Y*

18.53%

10Y*

16.19%

TSCO

YTD

1.13%

1M

-0.48%

6M

-0.23%

1Y

19.92%

5Y*

29.74%

10Y*

17.64%

*Annualized

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 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 7474
Overall Rank
The Sharpe Ratio Rank of LOW is 7878
Sharpe Ratio Rank
The Sortino Ratio Rank of LOW is 7171
Sortino Ratio Rank
The Omega Ratio Rank of LOW is 6969
Omega Ratio Rank
The Calmar Ratio Rank of LOW is 8282
Calmar Ratio Rank
The Martin Ratio Rank of LOW is 7070
Martin Ratio Rank

TSCO
The Risk-Adjusted Performance Rank of TSCO is 7474
Overall Rank
The Sharpe Ratio Rank of TSCO is 7575
Sharpe Ratio Rank
The Sortino Ratio Rank of TSCO is 6767
Sortino Ratio Rank
The Omega Ratio Rank of TSCO is 6666
Omega Ratio Rank
The Calmar Ratio Rank of TSCO is 8686
Calmar Ratio Rank
The Martin Ratio Rank of TSCO is 7575
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. 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 1.01, compared to the broader market-2.000.002.004.001.010.88
The chart of Sortino ratio for LOW, currently valued at 1.51, compared to the broader market-4.00-2.000.002.004.006.001.511.31
The chart of Omega ratio for LOW, currently valued at 1.19, compared to the broader market0.501.001.502.001.191.17
The chart of Calmar ratio for LOW, currently valued at 1.23, compared to the broader market0.002.004.006.001.231.54
The chart of Martin ratio for LOW, currently valued at 2.56, compared to the broader market-10.000.0010.0020.0030.002.563.38
LOW
TSCO

The current LOW Sharpe Ratio is 1.01, which is comparable to the TSCO Sharpe Ratio of 0.88. 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 Ratio0.000.501.001.502.002.50AugustSeptemberOctoberNovemberDecember2025
1.01
0.88
LOW
TSCO

Dividends

LOW vs. TSCO - Dividend Comparison

LOW's dividend yield for the trailing twelve months is around 1.72%, less than TSCO's 4.92% yield.


TTM20242023202220212020201920182017201620152014
LOW
Lowe's Companies, Inc.
1.72%1.82%1.93%1.86%1.08%1.40%1.72%1.93%1.64%1.77%1.34%1.19%
TSCO
Tractor Supply Company
4.92%4.98%7.66%3.27%1.74%3.06%2.95%4.22%4.13%1.21%3.51%3.87%

Drawdowns

LOW vs. TSCO - Drawdown Comparison

The maximum LOW drawdown since its inception was -62.28%, smaller than the maximum TSCO drawdown of -76.12%. 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%AugustSeptemberOctoberNovemberDecember2025
-7.70%
-11.32%
LOW
TSCO

Volatility

LOW vs. TSCO - Volatility Comparison

The current volatility for Lowe's Companies, Inc. (LOW) is 5.48%, while Tractor Supply Company (TSCO) has a volatility of 8.11%. 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%AugustSeptemberOctoberNovemberDecember2025
5.48%
8.11%
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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