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

Correlation

The correlation between MCO and LOW is 0.42, 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.


-0.50.00.51.00.4

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.

-10.00%0.00%10.00%20.00%30.00%JulyAugustSeptemberOctoberNovemberDecember
9.71%
8.45%
MCO
LOW

Key characteristics

Sharpe Ratio

MCO:

0.97

LOW:

0.48

Sortino Ratio

MCO:

1.28

LOW:

0.82

Omega Ratio

MCO:

1.19

LOW:

1.10

Calmar Ratio

MCO:

2.02

LOW:

0.59

Martin Ratio

MCO:

5.14

LOW:

1.31

Ulcer Index

MCO:

3.75%

LOW:

8.05%

Daily Std Dev

MCO:

19.91%

LOW:

22.09%

Max Drawdown

MCO:

-78.72%

LOW:

-62.28%

Current Drawdown

MCO:

-7.74%

LOW:

-13.55%

Fundamentals

Market Cap

MCO:

$88.01B

LOW:

$145.54B

EPS

MCO:

$10.93

LOW:

$12.02

PE Ratio

MCO:

44.43

LOW:

21.44

PEG Ratio

MCO:

2.51

LOW:

3.93

Total Revenue (TTM)

MCO:

$6.90B

LOW:

$83.72B

Gross Profit (TTM)

MCO:

$4.61B

LOW:

$26.94B

EBITDA (TTM)

MCO:

$3.30B

LOW:

$12.36B

Returns By Period

In the year-to-date period, MCO achieves a 19.26% return, which is significantly higher than LOW's 11.96% return. Over the past 10 years, MCO has outperformed LOW with an annualized return of 17.99%, while LOW has yielded a comparatively lower 15.77% annualized return.


MCO

YTD

19.26%

1M

-1.25%

6M

9.71%

1Y

21.79%

5Y*

15.19%

10Y*

17.99%

LOW

YTD

11.96%

1M

-5.69%

6M

8.45%

1Y

12.24%

5Y*

17.49%

10Y*

15.77%

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

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.


Sharpe ratio
The chart of Sharpe ratio for MCO, currently valued at 0.97, compared to the broader market-4.00-2.000.002.000.970.48
The chart of Sortino ratio for MCO, currently valued at 1.28, compared to the broader market-4.00-2.000.002.004.001.280.82
The chart of Omega ratio for MCO, currently valued at 1.19, compared to the broader market0.501.001.502.001.191.10
The chart of Calmar ratio for MCO, currently valued at 2.02, compared to the broader market0.002.004.006.002.020.59
The chart of Martin ratio for MCO, currently valued at 5.14, compared to the broader market0.0010.0020.005.141.31
MCO
LOW

The current MCO Sharpe Ratio is 0.97, which is higher than the LOW Sharpe Ratio of 0.48. 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.


Rolling 12-month Sharpe Ratio-0.500.000.501.001.502.002.503.00JulyAugustSeptemberOctoberNovemberDecember
0.97
0.48
MCO
LOW

Dividends

MCO vs. LOW - Dividend Comparison

MCO's dividend yield for the trailing twelve months is around 0.74%, less than LOW's 1.84% yield.


TTM20232022202120202019201820172016201520142013
MCO
Moody's Corporation
0.74%0.79%1.00%0.63%0.77%0.84%1.26%1.03%1.57%1.36%1.17%1.15%
LOW
Lowe's Companies, Inc.
1.84%1.93%1.86%1.08%1.40%1.72%1.93%1.64%1.77%1.34%1.19%1.37%

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.


-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-7.74%
-13.55%
MCO
LOW

Volatility

MCO vs. LOW - Volatility Comparison

The current volatility for Moody's Corporation (MCO) is 5.94%, while Lowe's Companies, Inc. (LOW) has a volatility of 6.68%. This indicates that MCO experiences smaller price fluctuations and is considered to be less risky than LOW based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


3.00%4.00%5.00%6.00%7.00%8.00%9.00%10.00%JulyAugustSeptemberOctoberNovemberDecember
5.94%
6.68%
MCO
LOW

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


Values in USD except per share items
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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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