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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.


-0.50.00.51.0
Correlation: 0.6

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.

400.00%600.00%800.00%1,000.00%1,200.00%1,400.00%1,600.00%NovemberDecember2025FebruaryMarchApril
1,247.49%
552.28%
LOW
VOO

Key characteristics

Sharpe Ratio

LOW:

-0.07

VOO:

0.57

Sortino Ratio

LOW:

0.07

VOO:

0.92

Omega Ratio

LOW:

1.01

VOO:

1.13

Calmar Ratio

LOW:

-0.07

VOO:

0.58

Martin Ratio

LOW:

-0.18

VOO:

2.42

Ulcer Index

LOW:

9.64%

VOO:

4.51%

Daily Std Dev

LOW:

24.28%

VOO:

19.17%

Max Drawdown

LOW:

-62.29%

VOO:

-33.99%

Current Drawdown

LOW:

-20.74%

VOO:

-10.56%

Returns By Period

In the year-to-date period, LOW achieves a -9.16% return, which is significantly lower than VOO's -6.43% return. Over the past 10 years, LOW has outperformed VOO with an annualized return of 14.04%, while VOO has yielded a comparatively lower 12.02% annualized return.


LOW

YTD

-9.16%

1M

-3.24%

6M

-17.38%

1Y

-1.76%

5Y*

19.78%

10Y*

14.04%

VOO

YTD

-6.43%

1M

-4.99%

6M

-5.02%

1Y

9.61%

5Y*

15.88%

10Y*

12.02%

*Annualized

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Risk-Adjusted Performance

LOW vs. VOO — 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 4545
Overall Rank
The Sharpe Ratio Rank of LOW is 4949
Sharpe Ratio Rank
The Sortino Ratio Rank of LOW is 4040
Sortino Ratio Rank
The Omega Ratio Rank of LOW is 4040
Omega Ratio Rank
The Calmar Ratio Rank of LOW is 4848
Calmar Ratio Rank
The Martin Ratio Rank of LOW is 4949
Martin Ratio Rank

VOO
The Risk-Adjusted Performance Rank of VOO is 6666
Overall Rank
The Sharpe Ratio Rank of VOO is 6464
Sharpe Ratio Rank
The Sortino Ratio Rank of VOO is 6464
Sortino Ratio Rank
The Omega Ratio Rank of VOO is 6666
Omega Ratio Rank
The Calmar Ratio Rank of VOO is 7070
Calmar Ratio Rank
The Martin Ratio Rank of VOO is 6767
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. 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.


The chart of Sharpe ratio for LOW, currently valued at -0.07, compared to the broader market-2.00-1.000.001.002.003.00
LOW: -0.07
VOO: 0.57
The chart of Sortino ratio for LOW, currently valued at 0.07, compared to the broader market-6.00-4.00-2.000.002.004.00
LOW: 0.07
VOO: 0.92
The chart of Omega ratio for LOW, currently valued at 1.01, compared to the broader market0.501.001.502.00
LOW: 1.01
VOO: 1.13
The chart of Calmar ratio for LOW, currently valued at -0.07, compared to the broader market0.001.002.003.004.005.00
LOW: -0.07
VOO: 0.58
The chart of Martin ratio for LOW, currently valued at -0.18, compared to the broader market-10.00-5.000.005.0010.0015.0020.00
LOW: -0.18
VOO: 2.42

The current LOW Sharpe Ratio is -0.07, which is lower than the VOO Sharpe Ratio of 0.57. 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 Ratio0.001.002.003.004.00NovemberDecember2025FebruaryMarchApril
-0.07
0.57
LOW
VOO

Dividends

LOW vs. VOO - Dividend Comparison

LOW's dividend yield for the trailing twelve months is around 2.07%, more than VOO's 1.39% yield.


TTM20242023202220212020201920182017201620152014
LOW
Lowe's Companies, Inc.
2.07%1.82%1.93%1.86%1.08%1.40%1.72%1.93%1.64%1.77%1.34%1.19%
VOO
Vanguard S&P 500 ETF
1.39%1.24%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%

Drawdowns

LOW vs. VOO - Drawdown Comparison

The maximum LOW drawdown since its inception was -62.29%, 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.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-20.74%
-10.56%
LOW
VOO

Volatility

LOW vs. VOO - Volatility Comparison

The current volatility for Lowe's Companies, Inc. (LOW) is 11.24%, while Vanguard S&P 500 ETF (VOO) has a volatility of 13.97%. This indicates that LOW experiences smaller price fluctuations and is considered to be less risky 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%12.00%14.00%NovemberDecember2025FebruaryMarchApril
11.24%
13.97%
LOW
VOO