MCO vs. LOW
Compare and contrast key facts about Moody's Corporation (MCO) and Lowe's Companies, Inc. (LOW).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: MCO or LOW.
Performance
MCO vs. LOW - Performance Comparison
Returns By Period
In the year-to-date period, MCO achieves a 21.94% return, which is significantly lower than LOW's 23.36% return. Both investments have delivered pretty close results over the past 10 years, with MCO having a 17.85% annualized return and LOW not far ahead at 18.64%.
MCO
21.94%
-3.41%
14.56%
34.98%
17.58%
17.85%
LOW
23.36%
-4.76%
17.63%
35.72%
20.63%
18.64%
Fundamentals
| MCO | LOW | |
|---|---|---|
| Market Cap | $86.17B | $153.11B |
| EPS | $10.94 | $12.11 |
| PE Ratio | 43.46 | 22.29 |
| PEG Ratio | 2.50 | 4.23 |
| Total Revenue (TTM) | $6.90B | $63.55B |
| Gross Profit (TTM) | $4.08B | $19.72B |
| EBITDA (TTM) | $3.33B | $9.33B |
Key characteristics
| MCO | LOW | |
|---|---|---|
| Sharpe Ratio | 1.86 | 1.56 |
| Sortino Ratio | 2.23 | 2.24 |
| Omega Ratio | 1.34 | 1.28 |
| Calmar Ratio | 3.15 | 1.60 |
| Martin Ratio | 9.89 | 4.32 |
| Ulcer Index | 3.65% | 7.87% |
| Daily Std Dev | 19.44% | 21.86% |
| Max Drawdown | -78.72% | -62.28% |
| Current Drawdown | -4.32% | -4.76% |
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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.
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.
Dividends
MCO vs. LOW - Dividend Comparison
MCO's dividend yield for the trailing twelve months is around 0.70%, less than LOW's 1.67% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MCO Moody's Corporation | 0.70% | 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. | 1.67% | 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.
Volatility
MCO vs. LOW - Volatility Comparison
Moody's Corporation (MCO) and Lowe's Companies, Inc. (LOW) have volatilities of 5.77% and 6.06%, 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.
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.
Total Revenue: Total amount of money received from sales and other business activities