SWK vs. LOW
Compare and contrast key facts about Stanley Black & Decker, Inc. (SWK) and Lowe's Companies, Inc. (LOW).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: SWK or LOW.
Performance
SWK vs. LOW - Performance Comparison
Returns By Period
In the year-to-date period, SWK achieves a -9.36% return, which is significantly lower than LOW's 24.44% return. Over the past 10 years, SWK has underperformed LOW with an annualized return of 1.36%, while LOW has yielded a comparatively higher 17.84% annualized return.
SWK
-9.36%
-18.63%
-1.61%
-2.23%
-8.46%
1.36%
LOW
24.44%
-3.10%
19.67%
35.96%
20.40%
17.84%
Fundamentals
| SWK | LOW | |
|---|---|---|
| Market Cap | $13.49B | $153.11B |
| EPS | -$1.24 | $12.11 |
| PEG Ratio | 1.37 | 4.23 |
| Total Revenue (TTM) | $15.38B | $63.55B |
| Gross Profit (TTM) | $4.49B | $19.72B |
| EBITDA (TTM) | $1.64B | $9.33B |
Key characteristics
| SWK | LOW | |
|---|---|---|
| Sharpe Ratio | -0.01 | 1.69 |
| Sortino Ratio | 0.21 | 2.40 |
| Omega Ratio | 1.03 | 1.30 |
| Calmar Ratio | -0.01 | 1.74 |
| Martin Ratio | -0.04 | 4.69 |
| Ulcer Index | 10.42% | 7.87% |
| Daily Std Dev | 31.70% | 21.87% |
| Max Drawdown | -66.45% | -62.28% |
| Current Drawdown | -56.36% | -3.92% |
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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.
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.
Dividends
SWK vs. LOW - Dividend Comparison
SWK's dividend yield for the trailing twelve months is around 3.75%, more than LOW's 1.66% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SWK Stanley Black & Decker, Inc. | 3.75% | 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. | 1.66% | 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.
Volatility
SWK vs. LOW - Volatility Comparison
Stanley Black & Decker, Inc. (SWK) has a higher volatility of 11.19% compared to Lowe's Companies, Inc. (LOW) at 6.15%. 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.
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.
Total Revenue: Total amount of money received from sales and other business activities