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

Key characteristics


SNALOW
YTD Return27.65%23.79%
1Y Return34.88%34.49%
3Y Return (Ann)20.95%6.86%
5Y Return (Ann)20.36%20.74%
10Y Return (Ann)12.83%18.61%
Sharpe Ratio1.631.65
Sortino Ratio2.232.35
Omega Ratio1.361.29
Calmar Ratio2.901.71
Martin Ratio6.774.61
Ulcer Index5.75%7.86%
Daily Std Dev23.86%21.89%
Max Drawdown-65.76%-62.28%
Current Drawdown-0.16%-4.42%

Fundamentals


SNALOW
Market Cap$18.92B$153.11B
EPS$19.47$12.11
PE Ratio18.5122.29
PEG Ratio2.494.23
Total Revenue (TTM)$5.00B$63.55B
Gross Profit (TTM)$2.57B$19.72B
EBITDA (TTM)$1.45B$9.33B

Correlation

-0.50.00.51.00.4

The correlation between SNA and LOW is 0.37, 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.

Performance

SNA vs. LOW - Performance Comparison

In the year-to-date period, SNA achieves a 27.65% return, which is significantly higher than LOW's 23.79% return. Over the past 10 years, SNA has underperformed LOW with an annualized return of 12.83%, while LOW has yielded a comparatively higher 18.61% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-10.00%0.00%10.00%20.00%30.00%JuneJulyAugustSeptemberOctoberNovember
32.28%
17.46%
SNA
LOW

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Risk-Adjusted Performance

SNA vs. LOW - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Snap-on Incorporated (SNA) 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.


SNA
Sharpe ratio
The chart of Sharpe ratio for SNA, currently valued at 1.47, compared to the broader market-4.00-2.000.002.004.001.47
Sortino ratio
The chart of Sortino ratio for SNA, currently valued at 2.05, compared to the broader market-4.00-2.000.002.004.006.002.05
Omega ratio
The chart of Omega ratio for SNA, currently valued at 1.33, compared to the broader market0.501.001.502.001.33
Calmar ratio
The chart of Calmar ratio for SNA, currently valued at 2.60, compared to the broader market0.002.004.006.002.60
Martin ratio
The chart of Martin ratio for SNA, currently valued at 6.07, compared to the broader market0.0010.0020.0030.006.07
LOW
Sharpe ratio
The chart of Sharpe ratio for LOW, currently valued at 1.65, compared to the broader market-4.00-2.000.002.004.001.65
Sortino ratio
The chart of Sortino ratio for LOW, currently valued at 2.35, compared to the broader market-4.00-2.000.002.004.006.002.35
Omega ratio
The chart of Omega ratio for LOW, currently valued at 1.29, compared to the broader market0.501.001.502.001.29
Calmar ratio
The chart of Calmar ratio for LOW, currently valued at 1.71, compared to the broader market0.002.004.006.001.71
Martin ratio
The chart of Martin ratio for LOW, currently valued at 4.61, compared to the broader market0.0010.0020.0030.004.61

SNA vs. LOW - Sharpe Ratio Comparison

The current SNA Sharpe Ratio is 1.63, which is comparable to the LOW Sharpe Ratio of 1.65. The chart below compares the historical Sharpe Ratios of SNA 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 Ratio0.000.501.001.502.00JuneJulyAugustSeptemberOctoberNovember
1.47
1.65
SNA
LOW

Dividends

SNA vs. LOW - Dividend Comparison

SNA's dividend yield for the trailing twelve months is around 2.06%, more than LOW's 1.66% yield.


TTM20232022202120202019201820172016201520142013
SNA
Snap-on Incorporated
2.06%2.33%2.57%2.37%2.61%2.32%2.35%1.69%1.48%1.28%1.35%1.44%
LOW
Lowe's Companies, Inc.
1.66%1.93%1.86%1.08%1.40%1.72%1.93%1.64%1.77%1.34%1.19%1.37%

Drawdowns

SNA vs. LOW - Drawdown Comparison

The maximum SNA drawdown since its inception was -65.76%, which is greater than LOW's maximum drawdown of -62.28%. Use the drawdown chart below to compare losses from any high point for SNA and LOW. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-0.16%
-4.42%
SNA
LOW

Volatility

SNA vs. LOW - Volatility Comparison

Snap-on Incorporated (SNA) has a higher volatility of 11.08% compared to Lowe's Companies, Inc. (LOW) at 6.11%. This indicates that SNA'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.


4.00%6.00%8.00%10.00%12.00%JuneJulyAugustSeptemberOctoberNovember
11.08%
6.11%
SNA
LOW

Financials

SNA vs. LOW - Financials Comparison

This section allows you to compare key financial metrics between Snap-on Incorporated 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