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MCO vs. LOW
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between MCO and LOW 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

MCO vs. LOW - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Moody's Corporation (MCO) and Lowe's Companies, Inc. (LOW). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

MCO:

0.70

LOW:

-0.17

Sortino Ratio

MCO:

1.19

LOW:

0.04

Omega Ratio

MCO:

1.17

LOW:

1.01

Calmar Ratio

MCO:

0.83

LOW:

-0.09

Martin Ratio

MCO:

2.78

LOW:

-0.21

Ulcer Index

MCO:

7.34%

LOW:

10.52%

Daily Std Dev

MCO:

26.15%

LOW:

24.35%

Max Drawdown

MCO:

-78.72%

LOW:

-62.28%

Current Drawdown

MCO:

-10.60%

LOW:

-20.66%

Fundamentals

Market Cap

MCO:

$83.61B

LOW:

$126.04B

EPS

MCO:

$11.57

LOW:

$12.23

PE Ratio

MCO:

40.16

LOW:

18.41

PEG Ratio

MCO:

2.57

LOW:

2.29

PS Ratio

MCO:

11.57

LOW:

1.51

PB Ratio

MCO:

22.60

LOW:

321.82

Total Revenue (TTM)

MCO:

$7.23B

LOW:

$62.31B

Gross Profit (TTM)

MCO:

$5.04B

LOW:

$20.79B

EBITDA (TTM)

MCO:

$2.91B

LOW:

$9.33B

Returns By Period

In the year-to-date period, MCO achieves a -0.38% return, which is significantly higher than LOW's -9.07% return. Over the past 10 years, MCO has outperformed LOW with an annualized return of 17.27%, while LOW has yielded a comparatively lower 13.76% annualized return.


MCO

YTD

-0.38%

1M

7.31%

6M

-1.00%

1Y

18.11%

5Y*

14.33%

10Y*

17.27%

LOW

YTD

-9.07%

1M

0.10%

6M

-17.22%

1Y

-4.10%

5Y*

16.33%

10Y*

13.76%

*Annualized

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Risk-Adjusted Performance

MCO vs. LOW — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

MCO
The Risk-Adjusted Performance Rank of MCO is 7676
Overall Rank
The Sharpe Ratio Rank of MCO is 7777
Sharpe Ratio Rank
The Sortino Ratio Rank of MCO is 7171
Sortino Ratio Rank
The Omega Ratio Rank of MCO is 7272
Omega Ratio Rank
The Calmar Ratio Rank of MCO is 8181
Calmar Ratio Rank
The Martin Ratio Rank of MCO is 7878
Martin Ratio Rank

LOW
The Risk-Adjusted Performance Rank of LOW is 4343
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 3838
Omega Ratio Rank
The Calmar Ratio Rank of LOW is 4646
Calmar Ratio Rank
The Martin Ratio Rank of LOW is 4848
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.

MCO vs. LOW - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Moody's Corporation (MCO) and Lowe's Companies, Inc. (LOW). 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 current MCO Sharpe Ratio is 0.70, which is higher than the LOW Sharpe Ratio of -0.17. The chart below compares the historical Sharpe Ratios of MCO and LOW, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Dividends

MCO vs. LOW - Dividend Comparison

MCO's dividend yield for the trailing twelve months is around 0.74%, less than LOW's 2.07% yield.


TTM20242023202220212020201920182017201620152014
MCO
Moody's Corporation
0.74%0.72%0.79%1.00%0.63%0.77%0.84%1.26%1.03%1.57%1.36%1.17%
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%

Drawdowns

MCO vs. LOW - Drawdown Comparison

The maximum MCO drawdown since its inception was -78.72%, which is greater than LOW's maximum drawdown of -62.28%. Use the drawdown chart below to compare losses from any high point for MCO and LOW. For additional features, visit the drawdowns tool.


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Volatility

MCO vs. LOW - Volatility Comparison


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Financials

MCO vs. LOW - Financials Comparison

This section allows you to compare key financial metrics between Moody's Corporation and Lowe's Companies, Inc.. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


0.005.00B10.00B15.00B20.00B25.00B20212022202320242025
1.92B
18.55B
(MCO) Total Revenue
(LOW) Total Revenue
Values in USD except per share items

MCO vs. LOW - Profitability Comparison

The chart below illustrates the profitability comparison between Moody's Corporation and Lowe's Companies, Inc. over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

30.0%40.0%50.0%60.0%70.0%80.0%20212022202320242025
74.5%
32.9%
(MCO) Gross Margin
(LOW) Gross Margin
MCO - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, Moody's Corporation reported a gross profit of 1.43B and revenue of 1.92B. Therefore, the gross margin over that period was 74.5%.

LOW - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, Lowe's Companies, Inc. reported a gross profit of 6.10B and revenue of 18.55B. Therefore, the gross margin over that period was 32.9%.

MCO - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, Moody's Corporation reported an operating income of 846.00M and revenue of 1.92B, resulting in an operating margin of 44.0%.

LOW - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, Lowe's Companies, Inc. reported an operating income of 1.83B and revenue of 18.55B, resulting in an operating margin of 9.9%.

MCO - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, Moody's Corporation reported a net income of 625.00M and revenue of 1.92B, resulting in a net margin of 32.5%.

LOW - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, Lowe's Companies, Inc. reported a net income of 1.12B and revenue of 18.55B, resulting in a net margin of 6.1%.