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

Correlation

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.


-0.50.00.51.00.4

Performance

SNA vs. LOW - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Snap-on Incorporated (SNA) 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%40.00%JulyAugustSeptemberOctoberNovemberDecember
29.66%
9.36%
SNA
LOW

Key characteristics

Sharpe Ratio

SNA:

0.98

LOW:

0.62

Sortino Ratio

SNA:

1.46

LOW:

1.01

Omega Ratio

SNA:

1.23

LOW:

1.12

Calmar Ratio

SNA:

1.74

LOW:

0.77

Martin Ratio

SNA:

3.97

LOW:

1.69

Ulcer Index

SNA:

5.89%

LOW:

8.09%

Daily Std Dev

SNA:

23.84%

LOW:

22.07%

Max Drawdown

SNA:

-65.76%

LOW:

-62.28%

Current Drawdown

SNA:

-8.04%

LOW:

-12.42%

Fundamentals

Market Cap

SNA:

$18.31B

LOW:

$145.54B

EPS

SNA:

$19.44

LOW:

$12.02

PE Ratio

SNA:

17.94

LOW:

21.44

PEG Ratio

SNA:

2.41

LOW:

3.93

Total Revenue (TTM)

SNA:

$5.00B

LOW:

$83.72B

Gross Profit (TTM)

SNA:

$2.57B

LOW:

$26.94B

EBITDA (TTM)

SNA:

$1.50B

LOW:

$12.36B

Returns By Period

In the year-to-date period, SNA achieves a 21.39% return, which is significantly higher than LOW's 13.43% return. Over the past 10 years, SNA has underperformed LOW with an annualized return of 12.00%, while LOW has yielded a comparatively higher 15.90% annualized return.


SNA

YTD

21.39%

1M

-3.15%

6M

28.73%

1Y

23.40%

5Y*

18.10%

10Y*

12.00%

LOW

YTD

13.43%

1M

-5.82%

6M

9.36%

1Y

12.92%

5Y*

17.78%

10Y*

15.90%

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

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.


Sharpe ratio
The chart of Sharpe ratio for SNA, currently valued at 0.98, compared to the broader market-4.00-2.000.002.000.980.62
The chart of Sortino ratio for SNA, currently valued at 1.46, compared to the broader market-4.00-2.000.002.004.001.461.01
The chart of Omega ratio for SNA, currently valued at 1.23, compared to the broader market0.501.001.502.001.231.12
The chart of Calmar ratio for SNA, currently valued at 1.74, compared to the broader market0.002.004.006.001.740.77
The chart of Martin ratio for SNA, currently valued at 3.97, compared to the broader market-5.000.005.0010.0015.0020.0025.003.971.69
SNA
LOW

The current SNA Sharpe Ratio is 0.98, which is higher than the LOW Sharpe Ratio of 0.62. 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 Ratio0.000.501.001.502.00JulyAugustSeptemberOctoberNovemberDecember
0.98
0.62
SNA
LOW

Dividends

SNA vs. LOW - Dividend Comparison

SNA's dividend yield for the trailing twelve months is around 2.26%, more than LOW's 1.82% yield.


TTM20232022202120202019201820172016201520142013
SNA
Snap-on Incorporated
2.26%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.
1.82%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%JulyAugustSeptemberOctoberNovemberDecember
-8.04%
-12.42%
SNA
LOW

Volatility

SNA vs. LOW - Volatility Comparison

The current volatility for Snap-on Incorporated (SNA) is 4.69%, while Lowe's Companies, Inc. (LOW) has a volatility of 6.64%. This indicates that SNA 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.


4.00%6.00%8.00%10.00%12.00%JulyAugustSeptemberOctoberNovemberDecember
4.69%
6.64%
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
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 © 2024 PortfoliosLab