PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
LOW vs. VOO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between LOW and VOO 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.


-0.50.00.51.00.6

Performance

LOW vs. VOO - Performance Comparison

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

600.00%800.00%1,000.00%1,200.00%1,400.00%1,600.00%JulyAugustSeptemberOctoberNovemberDecember
1,388.87%
602.93%
LOW
VOO

Key characteristics

Sharpe Ratio

LOW:

0.62

VOO:

2.25

Sortino Ratio

LOW:

1.01

VOO:

2.98

Omega Ratio

LOW:

1.12

VOO:

1.42

Calmar Ratio

LOW:

0.77

VOO:

3.31

Martin Ratio

LOW:

1.69

VOO:

14.77

Ulcer Index

LOW:

8.09%

VOO:

1.90%

Daily Std Dev

LOW:

22.07%

VOO:

12.46%

Max Drawdown

LOW:

-62.28%

VOO:

-33.99%

Current Drawdown

LOW:

-12.42%

VOO:

-2.47%

Returns By Period

In the year-to-date period, LOW achieves a 13.43% return, which is significantly lower than VOO's 26.02% return. Over the past 10 years, LOW has outperformed VOO with an annualized return of 15.90%, while VOO has yielded a comparatively lower 13.08% annualized return.


LOW

YTD

13.43%

1M

-5.82%

6M

9.36%

1Y

12.92%

5Y*

17.78%

10Y*

15.90%

VOO

YTD

26.02%

1M

-0.11%

6M

9.35%

1Y

26.45%

5Y*

14.79%

10Y*

13.08%

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. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Lowe's Companies, Inc. (LOW) and Vanguard S&P 500 ETF (VOO). 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 0.62, compared to the broader market-4.00-2.000.002.000.622.25
The chart of Sortino ratio for LOW, currently valued at 1.01, compared to the broader market-4.00-2.000.002.004.001.012.98
The chart of Omega ratio for LOW, currently valued at 1.12, compared to the broader market0.501.001.502.001.121.42
The chart of Calmar ratio for LOW, currently valued at 0.77, compared to the broader market0.002.004.006.000.773.31
The chart of Martin ratio for LOW, currently valued at 1.69, compared to the broader market-5.000.005.0010.0015.0020.0025.001.6914.77
LOW
VOO

The current LOW Sharpe Ratio is 0.62, which is lower than the VOO Sharpe Ratio of 2.25. The chart below compares the historical Sharpe Ratios of LOW and VOO, 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 Ratio0.001.002.003.004.00JulyAugustSeptemberOctoberNovemberDecember
0.62
2.25
LOW
VOO

Dividends

LOW vs. VOO - Dividend Comparison

LOW's dividend yield for the trailing twelve months is around 1.82%, more than VOO's 0.91% yield.


TTM20232022202120202019201820172016201520142013
LOW
Lowe's Companies, Inc.
1.82%1.93%1.86%1.08%1.40%1.72%1.93%1.64%1.77%1.34%1.19%1.37%
VOO
Vanguard S&P 500 ETF
0.91%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%1.84%

Drawdowns

LOW vs. VOO - Drawdown Comparison

The maximum LOW drawdown since its inception was -62.28%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for LOW and VOO. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-12.42%
-2.47%
LOW
VOO

Volatility

LOW vs. VOO - Volatility Comparison

Lowe's Companies, Inc. (LOW) has a higher volatility of 6.64% compared to Vanguard S&P 500 ETF (VOO) at 3.75%. This indicates that LOW's price experiences larger fluctuations and is considered to be riskier than VOO 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%JulyAugustSeptemberOctoberNovemberDecember
6.64%
3.75%
LOW
VOO
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


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.

Copyright © 2024 PortfoliosLab