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

Performance

TDS vs. LOW - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Telephone and Data Systems, Inc. (TDS) and Lowe's Companies, Inc. (LOW). The values are adjusted to include any dividend payments, if applicable.

-20.00%0.00%20.00%40.00%60.00%80.00%JuneJulyAugustSeptemberOctoberNovember
65.34%
20.03%
TDS
LOW

Returns By Period

In the year-to-date period, TDS achieves a 75.52% return, which is significantly higher than LOW's 20.44% return. Over the past 10 years, TDS has underperformed LOW with an annualized return of 5.55%, while LOW has yielded a comparatively higher 17.44% annualized return.


TDS

YTD

75.52%

1M

12.01%

6M

65.34%

1Y

68.72%

5Y (annualized)

10.61%

10Y (annualized)

5.55%

LOW

YTD

20.44%

1M

-4.59%

6M

20.03%

1Y

35.33%

5Y (annualized)

19.54%

10Y (annualized)

17.44%

Fundamentals


TDSLOW
Market Cap$3.60B$149.22B
EPS-$5.40$12.03
PEG Ratio4.564.10
Total Revenue (TTM)$5.04B$83.72B
Gross Profit (TTM)$2.39B$27.36B
EBITDA (TTM)$630.00M$12.36B

Key characteristics


TDSLOW
Sharpe Ratio1.071.39
Sortino Ratio1.812.00
Omega Ratio1.261.25
Calmar Ratio0.961.47
Martin Ratio4.503.94
Ulcer Index14.51%7.89%
Daily Std Dev61.22%22.37%
Max Drawdown-85.77%-62.28%
Current Drawdown-27.34%-7.01%

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Correlation

-0.50.00.51.00.3

The correlation between TDS and LOW is 0.28, 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

TDS vs. LOW - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Telephone and Data Systems, Inc. (TDS) 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 TDS, currently valued at 1.07, compared to the broader market-4.00-2.000.002.004.001.071.39
The chart of Sortino ratio for TDS, currently valued at 1.81, compared to the broader market-4.00-2.000.002.004.001.812.00
The chart of Omega ratio for TDS, currently valued at 1.26, compared to the broader market0.501.001.502.001.261.25
The chart of Calmar ratio for TDS, currently valued at 0.96, compared to the broader market0.002.004.006.000.961.47
The chart of Martin ratio for TDS, currently valued at 4.50, compared to the broader market-10.000.0010.0020.0030.004.503.94
TDS
LOW

The current TDS Sharpe Ratio is 1.07, which is comparable to the LOW Sharpe Ratio of 1.39. The chart below compares the historical Sharpe Ratios of TDS 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
1.07
1.39
TDS
LOW

Dividends

TDS vs. LOW - Dividend Comparison

TDS's dividend yield for the trailing twelve months is around 1.43%, less than LOW's 1.71% yield.


TTM20232022202120202019201820172016201520142013
TDS
Telephone and Data Systems, Inc.
1.43%4.03%6.86%3.47%3.66%2.60%1.97%2.23%2.05%2.18%2.12%1.99%
LOW
Lowe's Companies, Inc.
1.71%1.93%1.86%1.08%1.40%1.72%1.93%1.64%1.77%1.34%1.19%1.37%

Drawdowns

TDS vs. LOW - Drawdown Comparison

The maximum TDS drawdown since its inception was -85.77%, which is greater than LOW's maximum drawdown of -62.28%. Use the drawdown chart below to compare losses from any high point for TDS and LOW. For additional features, visit the drawdowns tool.


-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-27.34%
-7.01%
TDS
LOW

Volatility

TDS vs. LOW - Volatility Comparison

Telephone and Data Systems, Inc. (TDS) has a higher volatility of 17.06% compared to Lowe's Companies, Inc. (LOW) at 7.57%. This indicates that TDS'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.


0.00%10.00%20.00%30.00%40.00%JuneJulyAugustSeptemberOctoberNovember
17.06%
7.57%
TDS
LOW

Financials

TDS vs. LOW - Financials Comparison

This section allows you to compare key financial metrics between Telephone and Data Systems, 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