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

Correlation

The correlation between LOW and XLP is 0.46, 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.


-0.50.00.51.00.5

Performance

LOW vs. XLP - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Lowe's Companies, Inc. (LOW) and Consumer Staples Select Sector SPDR Fund (XLP). The values are adjusted to include any dividend payments, if applicable.

0.00%5.00%10.00%15.00%20.00%AugustSeptemberOctoberNovemberDecember2025
8.08%
0.60%
LOW
XLP

Key characteristics

Sharpe Ratio

LOW:

0.69

XLP:

0.84

Sortino Ratio

LOW:

1.11

XLP:

1.26

Omega Ratio

LOW:

1.13

XLP:

1.14

Calmar Ratio

LOW:

0.84

XLP:

1.01

Martin Ratio

LOW:

1.77

XLP:

3.60

Ulcer Index

LOW:

8.51%

XLP:

2.31%

Daily Std Dev

LOW:

21.80%

XLP:

9.90%

Max Drawdown

LOW:

-62.28%

XLP:

-35.89%

Current Drawdown

LOW:

-12.09%

XLP:

-8.07%

Returns By Period

In the year-to-date period, LOW achieves a 0.75% return, which is significantly higher than XLP's -2.72% return. Over the past 10 years, LOW has outperformed XLP with an annualized return of 15.92%, while XLP has yielded a comparatively lower 7.34% annualized return.


LOW

YTD

0.75%

1M

-5.23%

6M

8.08%

1Y

15.75%

5Y*

17.95%

10Y*

15.92%

XLP

YTD

-2.72%

1M

-6.08%

6M

0.60%

1Y

7.99%

5Y*

6.58%

10Y*

7.34%

*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. XLP — 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 7070
Overall Rank
The Sharpe Ratio Rank of LOW is 7373
Sharpe Ratio Rank
The Sortino Ratio Rank of LOW is 6666
Sortino Ratio Rank
The Omega Ratio Rank of LOW is 6464
Omega Ratio Rank
The Calmar Ratio Rank of LOW is 7979
Calmar Ratio Rank
The Martin Ratio Rank of LOW is 6868
Martin Ratio Rank

XLP
The Risk-Adjusted Performance Rank of XLP is 4545
Overall Rank
The Sharpe Ratio Rank of XLP is 4545
Sharpe Ratio Rank
The Sortino Ratio Rank of XLP is 4343
Sortino Ratio Rank
The Omega Ratio Rank of XLP is 4040
Omega Ratio Rank
The Calmar Ratio Rank of XLP is 5151
Calmar Ratio Rank
The Martin Ratio Rank of XLP is 4646
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. XLP - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Lowe's Companies, Inc. (LOW) and Consumer Staples Select Sector SPDR Fund (XLP). 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 0.69, compared to the broader market-2.000.002.000.690.84
The chart of Sortino ratio for LOW, currently valued at 1.11, compared to the broader market-4.00-2.000.002.004.001.111.26
The chart of Omega ratio for LOW, currently valued at 1.13, compared to the broader market0.501.001.502.001.131.14
The chart of Calmar ratio for LOW, currently valued at 0.84, compared to the broader market0.002.004.006.000.841.01
The chart of Martin ratio for LOW, currently valued at 1.77, compared to the broader market0.0010.0020.001.773.60
LOW
XLP

The current LOW Sharpe Ratio is 0.69, which is comparable to the XLP Sharpe Ratio of 0.84. The chart below compares the historical Sharpe Ratios of LOW and XLP, 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
0.69
0.84
LOW
XLP

Dividends

LOW vs. XLP - Dividend Comparison

LOW's dividend yield for the trailing twelve months is around 1.81%, less than XLP's 2.84% yield.


TTM20242023202220212020201920182017201620152014
LOW
Lowe's Companies, Inc.
1.81%1.82%1.93%1.86%1.08%1.40%1.72%1.93%1.64%1.77%1.34%1.19%
XLP
Consumer Staples Select Sector SPDR Fund
2.84%2.77%2.63%2.47%2.28%2.50%2.57%3.04%2.62%2.53%2.53%2.40%

Drawdowns

LOW vs. XLP - Drawdown Comparison

The maximum LOW drawdown since its inception was -62.28%, which is greater than XLP's maximum drawdown of -35.89%. Use the drawdown chart below to compare losses from any high point for LOW and XLP. For additional features, visit the drawdowns tool.


-14.00%-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-12.09%
-8.07%
LOW
XLP

Volatility

LOW vs. XLP - Volatility Comparison

Lowe's Companies, Inc. (LOW) has a higher volatility of 4.87% compared to Consumer Staples Select Sector SPDR Fund (XLP) at 2.80%. This indicates that LOW's price experiences larger fluctuations and is considered to be riskier than XLP 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
4.87%
2.80%
LOW
XLP
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 © 2025 PortfoliosLab