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

Correlation

The correlation between SWK and LOW is 0.39, 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

SWK vs. LOW - Performance Comparison

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

0.00%10,000.00%20,000.00%30,000.00%40,000.00%50,000.00%60,000.00%JulyAugustSeptemberOctoberNovemberDecember
2,490.26%
49,974.79%
SWK
LOW

Key characteristics

Sharpe Ratio

SWK:

-0.37

LOW:

0.62

Sortino Ratio

SWK:

-0.33

LOW:

1.01

Omega Ratio

SWK:

0.96

LOW:

1.12

Calmar Ratio

SWK:

-0.19

LOW:

0.77

Martin Ratio

SWK:

-1.02

LOW:

1.69

Ulcer Index

SWK:

11.33%

LOW:

8.09%

Daily Std Dev

SWK:

31.49%

LOW:

22.07%

Max Drawdown

SWK:

-66.45%

LOW:

-62.28%

Current Drawdown

SWK:

-58.28%

LOW:

-12.42%

Fundamentals

Market Cap

SWK:

$12.67B

LOW:

$145.54B

EPS

SWK:

-$1.24

LOW:

$12.02

PEG Ratio

SWK:

1.37

LOW:

3.93

Total Revenue (TTM)

SWK:

$15.38B

LOW:

$83.72B

Gross Profit (TTM)

SWK:

$4.49B

LOW:

$26.94B

EBITDA (TTM)

SWK:

$1.15B

LOW:

$12.36B

Returns By Period

In the year-to-date period, SWK achieves a -13.37% return, which is significantly lower than LOW's 13.43% return. Over the past 10 years, SWK has underperformed LOW with an annualized return of 0.63%, while LOW has yielded a comparatively higher 15.90% annualized return.


SWK

YTD

-13.37%

1M

-5.61%

6M

-1.07%

1Y

-13.42%

5Y*

-10.83%

10Y*

0.63%

LOW

YTD

13.43%

1M

-5.82%

6M

9.36%

1Y

12.92%

5Y*

17.78%

10Y*

15.90%

Compare stocks, funds, or ETFs

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Risk-Adjusted Performance

SWK vs. LOW - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Stanley Black & Decker, Inc. (SWK) 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 SWK, currently valued at -0.37, compared to the broader market-4.00-2.000.002.00-0.370.62
The chart of Sortino ratio for SWK, currently valued at -0.33, compared to the broader market-4.00-2.000.002.004.00-0.331.01
The chart of Omega ratio for SWK, currently valued at 0.96, compared to the broader market0.501.001.502.000.961.12
The chart of Calmar ratio for SWK, currently valued at -0.19, compared to the broader market0.002.004.006.00-0.190.77
The chart of Martin ratio for SWK, currently valued at -1.02, compared to the broader market-5.000.005.0010.0015.0020.0025.00-1.021.69
SWK
LOW

The current SWK Sharpe Ratio is -0.37, which is lower than the LOW Sharpe Ratio of 0.62. The chart below compares the historical Sharpe Ratios of SWK 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-0.500.000.501.001.502.00JulyAugustSeptemberOctoberNovemberDecember
-0.37
0.62
SWK
LOW

Dividends

SWK vs. LOW - Dividend Comparison

SWK's dividend yield for the trailing twelve months is around 3.98%, more than LOW's 1.82% yield.


TTM20232022202120202019201820172016201520142013
SWK
Stanley Black & Decker, Inc.
3.98%3.28%4.23%1.58%1.56%1.63%2.15%1.43%1.97%2.01%2.12%2.45%
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

SWK vs. LOW - Drawdown Comparison

The maximum SWK drawdown since its inception was -66.45%, which is greater than LOW's maximum drawdown of -62.28%. Use the drawdown chart below to compare losses from any high point for SWK and LOW. For additional features, visit the drawdowns tool.


-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-58.28%
-12.42%
SWK
LOW

Volatility

SWK vs. LOW - Volatility Comparison

Stanley Black & Decker, Inc. (SWK) has a higher volatility of 9.06% compared to Lowe's Companies, Inc. (LOW) at 6.64%. This indicates that SWK'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%14.00%16.00%JulyAugustSeptemberOctoberNovemberDecember
9.06%
6.64%
SWK
LOW

Financials

SWK vs. LOW - Financials Comparison

This section allows you to compare key financial metrics between Stanley Black & Decker, 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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