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

Key characteristics


SONLOW
YTD Return-5.73%25.70%
1Y Return-2.43%43.75%
3Y Return (Ann)-3.17%7.21%
5Y Return (Ann)0.36%21.70%
10Y Return (Ann)5.64%18.87%
Sharpe Ratio-0.102.10
Sortino Ratio-0.012.92
Omega Ratio1.001.36
Calmar Ratio-0.092.05
Martin Ratio-0.225.97
Ulcer Index9.28%7.85%
Daily Std Dev19.58%22.23%
Max Drawdown-59.62%-62.28%
Current Drawdown-17.31%-2.95%

Fundamentals


SONLOW
Market Cap$4.98B$155.73B
EPS$2.91$12.11
PE Ratio17.4122.67
PEG Ratio1.214.23
Total Revenue (TTM)$6.57B$63.55B
Gross Profit (TTM)$1.39B$19.72B
EBITDA (TTM)$956.32M$9.33B

Correlation

-0.50.00.51.00.3

The correlation between SON and LOW is 0.31, 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

SON vs. LOW - Performance Comparison

In the year-to-date period, SON achieves a -5.73% return, which is significantly lower than LOW's 25.70% return. Over the past 10 years, SON has underperformed LOW with an annualized return of 5.64%, while LOW has yielded a comparatively higher 18.87% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-20.00%-10.00%0.00%10.00%20.00%JuneJulyAugustSeptemberOctoberNovember
-13.34%
18.90%
SON
LOW

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Risk-Adjusted Performance

SON vs. LOW - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Sonoco Products Company (SON) 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.


SON
Sharpe ratio
The chart of Sharpe ratio for SON, currently valued at -0.10, compared to the broader market-4.00-2.000.002.004.00-0.10
Sortino ratio
The chart of Sortino ratio for SON, currently valued at -0.01, compared to the broader market-4.00-2.000.002.004.006.00-0.01
Omega ratio
The chart of Omega ratio for SON, currently valued at 1.00, compared to the broader market0.501.001.502.001.00
Calmar ratio
The chart of Calmar ratio for SON, currently valued at -0.09, compared to the broader market0.002.004.006.00-0.09
Martin ratio
The chart of Martin ratio for SON, currently valued at -0.22, compared to the broader market0.0010.0020.0030.00-0.22
LOW
Sharpe ratio
The chart of Sharpe ratio for LOW, currently valued at 2.10, compared to the broader market-4.00-2.000.002.004.002.10
Sortino ratio
The chart of Sortino ratio for LOW, currently valued at 2.92, compared to the broader market-4.00-2.000.002.004.006.002.92
Omega ratio
The chart of Omega ratio for LOW, currently valued at 1.36, compared to the broader market0.501.001.502.001.36
Calmar ratio
The chart of Calmar ratio for LOW, currently valued at 2.05, compared to the broader market0.002.004.006.002.05
Martin ratio
The chart of Martin ratio for LOW, currently valued at 5.97, compared to the broader market0.0010.0020.0030.005.97

SON vs. LOW - Sharpe Ratio Comparison

The current SON Sharpe Ratio is -0.10, which is lower than the LOW Sharpe Ratio of 2.10. The chart below compares the historical Sharpe Ratios of SON 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-1.00-0.500.000.501.001.502.002.50JuneJulyAugustSeptemberOctoberNovember
-0.10
2.10
SON
LOW

Dividends

SON vs. LOW - Dividend Comparison

SON's dividend yield for the trailing twelve months is around 4.09%, more than LOW's 1.64% yield.


TTM20232022202120202019201820172016201520142013
SON
Sonoco Products Company
4.09%3.62%3.16%3.11%2.90%2.75%3.05%2.90%2.77%4.21%2.91%2.95%
LOW
Lowe's Companies, Inc.
1.64%1.93%1.86%1.08%1.40%1.72%1.93%1.64%1.77%1.34%1.19%1.37%

Drawdowns

SON vs. LOW - Drawdown Comparison

The maximum SON drawdown since its inception was -59.62%, roughly equal to the maximum LOW drawdown of -62.28%. Use the drawdown chart below to compare losses from any high point for SON and LOW. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-17.31%
-2.95%
SON
LOW

Volatility

SON vs. LOW - Volatility Comparison

The current volatility for Sonoco Products Company (SON) is 4.88%, while Lowe's Companies, Inc. (LOW) has a volatility of 6.18%. This indicates that SON 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.


3.00%4.00%5.00%6.00%7.00%8.00%9.00%10.00%JuneJulyAugustSeptemberOctoberNovember
4.88%
6.18%
SON
LOW

Financials

SON vs. LOW - Financials Comparison

This section allows you to compare key financial metrics between Sonoco Products Company 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