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LOW vs. XLP
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

LOW vs. XLP

Last updated May 12, 2025

Compare and contrast key facts about Lowe's Companies, Inc. (LOW) and Consumer Staples Select Sector SPDR Fund (XLP).

XLP is a passively managed fund by State Street that tracks the performance of the Consumer Staples Select Sector Index. It was launched on Dec 16, 1998.

Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: LOW or XLP.

Correlation

The correlation between LOW and XLP is 0.60, 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.

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.

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Key characteristics

Daily Std Dev

LOW:

12.06%

XLP:

4.82%

Max Drawdown

LOW:

-1.30%

XLP:

-0.71%

Current Drawdown

LOW:

-1.30%

XLP:

-0.71%

Returns By Period

LOW

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

XLP

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

*Annualized

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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 4242
Overall Rank
The Sharpe Ratio Rank of LOW is 4343
Sharpe Ratio Rank
The Sortino Ratio Rank of LOW is 3838
Sortino Ratio Rank
The Omega Ratio Rank of LOW is 3737
Omega Ratio Rank
The Calmar Ratio Rank of LOW is 4646
Calmar Ratio Rank
The Martin Ratio Rank of LOW is 4747
Martin Ratio Rank
XLP
The Risk-Adjusted Performance Rank of XLP is 6868
Overall Rank
The Sharpe Ratio Rank of XLP is 6464
Sharpe Ratio Rank
The Sortino Ratio Rank of XLP is 6565
Sortino Ratio Rank
The Omega Ratio Rank of XLP is 5959
Omega Ratio Rank
The Calmar Ratio Rank of XLP is 8282
Calmar Ratio Rank
The Martin Ratio Rank of XLP is 7171
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.

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Dividends

LOW vs. XLP - Dividend Comparison

LOW's dividend yield for the trailing twelve months is around 2.07%, less than XLP's 2.52% yield.

TTM20242023202220212020201920182017201620152014
LOW
Lowe's Companies, Inc.		2.07%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
XLP
Consumer Staples Select Sector SPDR Fund		2.52%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

LOW vs. XLP - Drawdown Comparison

The maximum LOW drawdown since its inception was -1.30%, which is greater than XLP's maximum drawdown of -0.71%. Use the drawdown chart below to compare losses from any high point for LOW and XLP. For additional features, visit the drawdowns tool.

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Volatility

LOW vs. XLP - Volatility Comparison

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