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

Correlation

The correlation between TDS and LOW is 0.27, 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.


-0.50.00.51.00.3

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.

0.00%20.00%40.00%60.00%80.00%JulyAugustSeptemberOctoberNovemberDecember
77.58%
8.45%
TDS
LOW

Key characteristics

Sharpe Ratio

TDS:

1.44

LOW:

0.48

Sortino Ratio

TDS:

2.16

LOW:

0.82

Omega Ratio

TDS:

1.33

LOW:

1.10

Calmar Ratio

TDS:

1.27

LOW:

0.59

Martin Ratio

TDS:

7.02

LOW:

1.31

Ulcer Index

TDS:

12.37%

LOW:

8.05%

Daily Std Dev

TDS:

60.34%

LOW:

22.09%

Max Drawdown

TDS:

-85.84%

LOW:

-62.28%

Current Drawdown

TDS:

-24.53%

LOW:

-13.55%

Fundamentals

Market Cap

TDS:

$3.83B

LOW:

$145.54B

EPS

TDS:

-$5.40

LOW:

$12.02

PEG Ratio

TDS:

4.56

LOW:

3.93

Total Revenue (TTM)

TDS:

$5.04B

LOW:

$83.72B

Gross Profit (TTM)

TDS:

$2.39B

LOW:

$26.94B

EBITDA (TTM)

TDS:

$630.00M

LOW:

$12.36B

Returns By Period

In the year-to-date period, TDS achieves a 83.20% return, which is significantly higher than LOW's 11.96% return. Over the past 10 years, TDS has underperformed LOW with an annualized return of 6.14%, while LOW has yielded a comparatively higher 15.77% annualized return.


TDS

YTD

83.20%

1M

6.08%

6M

71.96%

1Y

81.91%

5Y*

10.12%

10Y*

6.14%

LOW

YTD

11.96%

1M

-5.69%

6M

8.45%

1Y

12.24%

5Y*

17.49%

10Y*

15.77%

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

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 1.36, compared to the broader market-4.00-2.000.002.001.360.48
The chart of Sortino ratio for TDS, currently valued at 2.09, compared to the broader market-4.00-2.000.002.004.002.090.82
The chart of Omega ratio for TDS, currently valued at 1.32, compared to the broader market0.501.001.502.001.321.10
The chart of Calmar ratio for TDS, currently valued at 1.20, compared to the broader market0.002.004.006.001.200.59
The chart of Martin ratio for TDS, currently valued at 6.62, compared to the broader market0.0010.0020.006.621.31
TDS
LOW

The current TDS Sharpe Ratio is 1.44, which is higher than the LOW Sharpe Ratio of 0.48. 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 Ratio0.000.501.001.502.00JulyAugustSeptemberOctoberNovemberDecember
1.36
0.48
TDS
LOW

Dividends

TDS vs. LOW - Dividend Comparison

TDS's dividend yield for the trailing twelve months is around 0.94%, less than LOW's 1.84% yield.


TTM20232022202120202019201820172016201520142013
TDS
Telephone and Data Systems, Inc.
0.94%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.
1.84%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 -85.84%, 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%JulyAugustSeptemberOctoberNovemberDecember
-24.53%
-13.55%
TDS
LOW

Volatility

TDS vs. LOW - Volatility Comparison

Telephone and Data Systems, Inc. (TDS) has a higher volatility of 9.55% compared to Lowe's Companies, Inc. (LOW) at 6.68%. 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.


5.00%10.00%15.00%20.00%JulyAugustSeptemberOctoberNovemberDecember
9.55%
6.68%
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
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