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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.


-0.50.00.51.00.6

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.

-5.00%0.00%5.00%10.00%15.00%20.00%AugustSeptemberOctoberNovemberDecember2025
9.64%
8.46%
LOW
VOO

Key characteristics

Sharpe Ratio

LOW:

1.01

VOO:

2.21

Sortino Ratio

LOW:

1.51

VOO:

2.92

Omega Ratio

LOW:

1.19

VOO:

1.41

Calmar Ratio

LOW:

1.23

VOO:

3.34

Martin Ratio

LOW:

2.56

VOO:

14.07

Ulcer Index

LOW:

8.59%

VOO:

2.01%

Daily Std Dev

LOW:

21.82%

VOO:

12.80%

Max Drawdown

LOW:

-62.28%

VOO:

-33.99%

Current Drawdown

LOW:

-7.70%

VOO:

-1.36%

Returns By Period

In the year-to-date period, LOW achieves a 5.78% return, which is significantly higher than VOO's 1.98% return. Over the past 10 years, LOW has outperformed VOO with an annualized return of 16.72%, while VOO has yielded a comparatively lower 13.52% annualized return.


LOW

YTD

5.78%

1M

4.50%

6M

10.45%

1Y

21.90%

5Y*

18.52%

10Y*

16.72%

VOO

YTD

1.98%

1M

2.24%

6M

9.59%

1Y

27.12%

5Y*

14.29%

10Y*

13.52%

*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. 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 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 8383
Calmar Ratio Rank
The Martin Ratio Rank of LOW is 7171
Martin Ratio Rank

VOO
The Risk-Adjusted Performance Rank of VOO is 8383
Overall Rank
The Sharpe Ratio Rank of VOO is 8383
Sharpe Ratio Rank
The Sortino Ratio Rank of VOO is 8080
Sortino Ratio Rank
The Omega Ratio Rank of VOO is 8383
Omega Ratio Rank
The Calmar Ratio Rank of VOO is 8282
Calmar Ratio Rank
The Martin Ratio Rank of VOO is 8585
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.


Sharpe ratio
The chart of Sharpe ratio for LOW, currently valued at 1.01, compared to the broader market-2.000.002.004.001.012.21
The chart of Sortino ratio for LOW, currently valued at 1.51, compared to the broader market-4.00-2.000.002.004.001.512.92
The chart of Omega ratio for LOW, currently valued at 1.19, compared to the broader market0.501.001.502.001.191.41
The chart of Calmar ratio for LOW, currently valued at 1.23, compared to the broader market0.002.004.006.001.233.34
The chart of Martin ratio for LOW, currently valued at 2.56, compared to the broader market-10.000.0010.0020.0030.002.5614.07
LOW
VOO

The current LOW Sharpe Ratio is 1.01, which is lower than the VOO Sharpe Ratio of 2.21. 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 Ratio0.001.002.003.004.00AugustSeptemberOctoberNovemberDecember2025
1.01
2.21
LOW
VOO

Dividends

LOW vs. VOO - Dividend Comparison

LOW's dividend yield for the trailing twelve months is around 1.72%, more than VOO's 1.22% 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%
VOO
Vanguard S&P 500 ETF
1.22%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 -62.28%, 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.


-14.00%-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-7.70%
-1.36%
LOW
VOO

Volatility

LOW vs. VOO - Volatility Comparison

Lowe's Companies, Inc. (LOW) has a higher volatility of 5.48% compared to Vanguard S&P 500 ETF (VOO) at 5.05%. 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%AugustSeptemberOctoberNovemberDecember2025
5.48%
5.05%
LOW
VOO
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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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