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

Correlation

The correlation between MCO and LOW is 0.43, 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.

-5.00%0.00%5.00%10.00%15.00%20.00%SeptemberOctoberNovemberDecember2025February
9.92%
5.22%
MCO
LOW

Key characteristics

Sharpe Ratio

MCO:

2.24

LOW:

0.58

Sortino Ratio

MCO:

2.81

LOW:

0.94

Omega Ratio

MCO:

1.39

LOW:

1.11

Calmar Ratio

MCO:

4.47

LOW:

0.70

Martin Ratio

MCO:

12.92

LOW:

1.41

Ulcer Index

MCO:

3.32%

LOW:

8.90%

Daily Std Dev

MCO:

19.14%

LOW:

21.78%

Max Drawdown

MCO:

-78.72%

LOW:

-62.28%

Current Drawdown

MCO:

-1.50%

LOW:

-10.98%

Fundamentals

Market Cap

MCO:

$93.68B

LOW:

$141.56B

EPS

MCO:

$11.27

LOW:

$12.01

PE Ratio

MCO:

46.10

LOW:

20.88

PEG Ratio

MCO:

2.16

LOW:

4.86

Total Revenue (TTM)

MCO:

$7.09B

LOW:

$65.12B

Gross Profit (TTM)

MCO:

$4.82B

LOW:

$21.35B

EBITDA (TTM)

MCO:

$3.26B

LOW:

$10.10B

Returns By Period

In the year-to-date period, MCO achieves a 9.76% return, which is significantly higher than LOW's 2.03% return. Over the past 10 years, MCO has outperformed LOW with an annualized return of 19.52%, while LOW has yielded a comparatively lower 15.14% annualized return.


MCO

YTD

9.76%

1M

9.19%

6M

9.92%

1Y

41.26%

5Y*

14.28%

10Y*

19.52%

LOW

YTD

2.03%

1M

-3.54%

6M

5.22%

1Y

12.55%

5Y*

16.79%

10Y*

15.14%

*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

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 9393
Overall Rank
The Sharpe Ratio Rank of MCO is 9494
Sharpe Ratio Rank
The Sortino Ratio Rank of MCO is 8989
Sortino Ratio Rank
The Omega Ratio Rank of MCO is 8989
Omega Ratio Rank
The Calmar Ratio Rank of MCO is 9797
Calmar Ratio Rank
The Martin Ratio Rank of MCO is 9494
Martin Ratio Rank

LOW
The Risk-Adjusted Performance Rank of LOW is 6161
Overall Rank
The Sharpe Ratio Rank of LOW is 6666
Sharpe Ratio Rank
The Sortino Ratio Rank of LOW is 5656
Sortino Ratio Rank
The Omega Ratio Rank of LOW is 5353
Omega Ratio Rank
The Calmar Ratio Rank of LOW is 7272
Calmar Ratio Rank
The Martin Ratio Rank of LOW is 6060
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.


Sharpe ratio
The chart of Sharpe ratio for MCO, currently valued at 2.24, compared to the broader market-2.000.002.004.002.240.58
The chart of Sortino ratio for MCO, currently valued at 2.81, compared to the broader market-6.00-4.00-2.000.002.004.006.002.810.94
The chart of Omega ratio for MCO, currently valued at 1.39, compared to the broader market0.501.001.502.001.391.11
The chart of Calmar ratio for MCO, currently valued at 4.47, compared to the broader market0.002.004.006.004.470.70
The chart of Martin ratio for MCO, currently valued at 12.92, compared to the broader market0.0010.0020.0030.0012.921.41
MCO
LOW

The current MCO Sharpe Ratio is 2.24, which is higher than the LOW Sharpe Ratio of 0.58. 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 Ratio0.501.001.502.002.503.00SeptemberOctoberNovemberDecember2025February
2.24
0.58
MCO
LOW

Dividends

MCO vs. LOW - Dividend Comparison

MCO's dividend yield for the trailing twelve months is around 0.65%, less than LOW's 1.81% yield.


TTM20242023202220212020201920182017201620152014
MCO
Moody's Corporation
0.65%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.
1.81%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.


-14.00%-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%SeptemberOctoberNovemberDecember2025February
-1.50%
-10.98%
MCO
LOW

Volatility

MCO vs. LOW - Volatility Comparison

Moody's Corporation (MCO) and Lowe's Companies, Inc. (LOW) have volatilities of 5.99% and 6.27%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


3.00%4.00%5.00%6.00%7.00%8.00%SeptemberOctoberNovemberDecember2025February
5.99%
6.27%
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
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