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

Correlation

The correlation between TSCO 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.


Performance

TSCO vs. LOW - Performance Comparison

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

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Key characteristics

Sharpe Ratio

TSCO:

-0.09

LOW:

0.11

Sortino Ratio

TSCO:

0.11

LOW:

0.35

Omega Ratio

TSCO:

1.01

LOW:

1.04

Calmar Ratio

TSCO:

-0.09

LOW:

0.12

Martin Ratio

TSCO:

-0.21

LOW:

0.28

Ulcer Index

TSCO:

9.28%

LOW:

10.80%

Daily Std Dev

TSCO:

29.46%

LOW:

24.75%

Max Drawdown

TSCO:

-76.15%

LOW:

-62.28%

Current Drawdown

TSCO:

-12.07%

LOW:

-16.39%

Fundamentals

Market Cap

TSCO:

$27.66B

LOW:

$130.10B

EPS

TSCO:

$2.04

LOW:

$12.23

PE Ratio

TSCO:

25.57

LOW:

19.01

PEG Ratio

TSCO:

2.42

LOW:

2.34

PS Ratio

TSCO:

1.85

LOW:

1.55

PB Ratio

TSCO:

12.17

LOW:

321.82

Total Revenue (TTM)

TSCO:

$14.96B

LOW:

$62.31B

Gross Profit (TTM)

TSCO:

$5.21B

LOW:

$20.79B

EBITDA (TTM)

TSCO:

$1.92B

LOW:

$9.33B

Returns By Period

In the year-to-date period, TSCO achieves a 0.27% return, which is significantly higher than LOW's -4.18% return. Over the past 10 years, TSCO has underperformed LOW with an annualized return of 13.04%, while LOW has yielded a comparatively higher 14.65% annualized return.


TSCO

YTD

0.27%

1M

7.35%

6M

-3.12%

1Y

-2.54%

5Y*

20.77%

10Y*

13.04%

LOW

YTD

-4.18%

1M

9.82%

6M

-12.21%

1Y

2.75%

5Y*

17.66%

10Y*

14.65%

*Annualized

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Risk-Adjusted Performance

TSCO vs. LOW — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

TSCO
The Risk-Adjusted Performance Rank of TSCO is 4343
Overall Rank
The Sharpe Ratio Rank of TSCO is 4747
Sharpe Ratio Rank
The Sortino Ratio Rank of TSCO is 3838
Sortino Ratio Rank
The Omega Ratio Rank of TSCO is 3939
Omega Ratio Rank
The Calmar Ratio Rank of TSCO is 4545
Calmar Ratio Rank
The Martin Ratio Rank of TSCO is 4646
Martin Ratio Rank

LOW
The Risk-Adjusted Performance Rank of LOW is 5252
Overall Rank
The Sharpe Ratio Rank of LOW is 5757
Sharpe Ratio Rank
The Sortino Ratio Rank of LOW is 4646
Sortino Ratio Rank
The Omega Ratio Rank of LOW is 4545
Omega Ratio Rank
The Calmar Ratio Rank of LOW is 5757
Calmar Ratio Rank
The Martin Ratio Rank of LOW is 5555
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

TSCO vs. LOW - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Tractor Supply Company (TSCO) 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.


The current TSCO Sharpe Ratio is -0.09, which is lower than the LOW Sharpe Ratio of 0.11. The chart below compares the historical Sharpe Ratios of TSCO 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.


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Dividends

TSCO vs. LOW - Dividend Comparison

TSCO's dividend yield for the trailing twelve months is around 1.68%, less than LOW's 1.96% yield.


TTM20242023202220212020201920182017201620152014
TSCO
Tractor Supply Company
1.68%1.66%1.92%1.64%0.87%1.07%1.46%1.44%1.40%1.21%0.89%0.77%
LOW
Lowe's Companies, Inc.
1.96%1.82%1.93%1.86%1.08%1.40%1.72%1.93%1.64%1.77%1.34%1.19%

Drawdowns

TSCO vs. LOW - Drawdown Comparison

The maximum TSCO drawdown since its inception was -76.15%, which is greater than LOW's maximum drawdown of -62.28%. Use the drawdown chart below to compare losses from any high point for TSCO and LOW. For additional features, visit the drawdowns tool.


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Volatility

TSCO vs. LOW - Volatility Comparison

The current volatility for Tractor Supply Company (TSCO) is 7.06%, while Lowe's Companies, Inc. (LOW) has a volatility of 7.72%. This indicates that TSCO 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.


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Financials

TSCO vs. LOW - Financials Comparison

This section allows you to compare key financial metrics between Tractor Supply 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


0.005.00B10.00B15.00B20.00B25.00B20212022202320242025
3.47B
18.55B
(TSCO) Total Revenue
(LOW) Total Revenue
Values in USD except per share items

TSCO vs. LOW - Profitability Comparison

The chart below illustrates the profitability comparison between Tractor Supply Company and Lowe's Companies, Inc. over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

30.0%31.0%32.0%33.0%34.0%35.0%36.0%37.0%20212022202320242025
36.2%
32.9%
(TSCO) Gross Margin
(LOW) Gross Margin
TSCO - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, Tractor Supply Company reported a gross profit of 1.26B and revenue of 3.47B. Therefore, the gross margin over that period was 36.2%.

LOW - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, Lowe's Companies, Inc. reported a gross profit of 6.10B and revenue of 18.55B. Therefore, the gross margin over that period was 32.9%.

TSCO - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, Tractor Supply Company reported an operating income of 249.14M and revenue of 3.47B, resulting in an operating margin of 7.2%.

LOW - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, Lowe's Companies, Inc. reported an operating income of 1.83B and revenue of 18.55B, resulting in an operating margin of 9.9%.

TSCO - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, Tractor Supply Company reported a net income of 179.37M and revenue of 3.47B, resulting in a net margin of 5.2%.

LOW - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, Lowe's Companies, Inc. reported a net income of 1.12B and revenue of 18.55B, resulting in a net margin of 6.1%.