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

Correlation

The correlation between MED and LOW is 0.18, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.00.2

Performance

MED vs. LOW - Performance Comparison

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

-20.00%-10.00%0.00%10.00%20.00%30.00%JulyAugustSeptemberOctoberNovemberDecember
-16.63%
8.45%
MED
LOW

Key characteristics

Sharpe Ratio

MED:

-1.37

LOW:

0.48

Sortino Ratio

MED:

-2.66

LOW:

0.82

Omega Ratio

MED:

0.68

LOW:

1.10

Calmar Ratio

MED:

-0.79

LOW:

0.59

Martin Ratio

MED:

-1.20

LOW:

1.31

Ulcer Index

MED:

61.78%

LOW:

8.05%

Daily Std Dev

MED:

54.22%

LOW:

22.09%

Max Drawdown

MED:

-98.33%

LOW:

-62.28%

Current Drawdown

MED:

-94.18%

LOW:

-13.55%

Fundamentals

Market Cap

MED:

$203.33M

LOW:

$145.54B

EPS

MED:

$0.67

LOW:

$12.02

PE Ratio

MED:

27.75

LOW:

21.44

PEG Ratio

MED:

1.95

LOW:

3.93

Total Revenue (TTM)

MED:

$674.48M

LOW:

$83.72B

Gross Profit (TTM)

MED:

$497.77M

LOW:

$26.94B

EBITDA (TTM)

MED:

$20.46M

LOW:

$12.36B

Returns By Period

In the year-to-date period, MED achieves a -74.50% return, which is significantly lower than LOW's 11.96% return. Over the past 10 years, MED has underperformed LOW with an annualized return of -3.78%, while LOW has yielded a comparatively higher 15.77% annualized return.


MED

YTD

-74.50%

1M

-1.04%

6M

-16.63%

1Y

-74.42%

5Y*

-27.96%

10Y*

-3.78%

LOW

YTD

11.96%

1M

-5.69%

6M

8.45%

1Y

12.24%

5Y*

17.49%

10Y*

15.77%

Compare stocks, funds, or ETFs

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Risk-Adjusted Performance

MED vs. LOW - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Medifast, Inc. (MED) 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 MED, currently valued at -1.37, compared to the broader market-4.00-2.000.002.00-1.370.48
The chart of Sortino ratio for MED, currently valued at -2.66, compared to the broader market-4.00-2.000.002.004.00-2.660.82
The chart of Omega ratio for MED, currently valued at 0.68, compared to the broader market0.501.001.502.000.681.10
The chart of Calmar ratio for MED, currently valued at -0.79, compared to the broader market0.002.004.006.00-0.790.59
The chart of Martin ratio for MED, currently valued at -1.20, compared to the broader market0.0010.0020.00-1.201.31
MED
LOW

The current MED Sharpe Ratio is -1.37, which is lower than the LOW Sharpe Ratio of 0.48. The chart below compares the historical Sharpe Ratios of MED 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-2.00-1.000.001.002.00JulyAugustSeptemberOctoberNovemberDecember
-1.37
0.48
MED
LOW

Dividends

MED vs. LOW - Dividend Comparison

MED has not paid dividends to shareholders, while LOW's dividend yield for the trailing twelve months is around 1.84%.


TTM20232022202120202019201820172016201520142013
MED
Medifast, Inc.
0.00%7.36%5.69%2.71%2.30%3.08%1.75%2.06%2.57%0.82%0.00%0.00%
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

MED vs. LOW - Drawdown Comparison

The maximum MED drawdown since its inception was -98.33%, which is greater than LOW's maximum drawdown of -62.28%. Use the drawdown chart below to compare losses from any high point for MED and LOW. For additional features, visit the drawdowns tool.


-100.00%-80.00%-60.00%-40.00%-20.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-94.18%
-13.55%
MED
LOW

Volatility

MED vs. LOW - Volatility Comparison

Medifast, Inc. (MED) has a higher volatility of 15.67% compared to Lowe's Companies, Inc. (LOW) at 6.68%. This indicates that MED's price experiences larger fluctuations and is considered to be riskier than LOW based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%JulyAugustSeptemberOctoberNovemberDecember
15.67%
6.68%
MED
LOW

Financials

MED vs. LOW - Financials Comparison

This section allows you to compare key financial metrics between Medifast, Inc. 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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