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

Correlation

The correlation between TSCO and LOW is 0.35, 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

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.

-10.00%-5.00%0.00%5.00%10.00%15.00%AugustSeptemberOctoberNovemberDecember2025
-4.01%
6.59%
TSCO
LOW

Key characteristics

Sharpe Ratio

TSCO:

0.83

LOW:

0.89

Sortino Ratio

TSCO:

1.26

LOW:

1.37

Omega Ratio

TSCO:

1.16

LOW:

1.17

Calmar Ratio

TSCO:

1.46

LOW:

1.09

Martin Ratio

TSCO:

3.25

LOW:

2.28

Ulcer Index

TSCO:

6.37%

LOW:

8.56%

Daily Std Dev

TSCO:

24.88%

LOW:

21.83%

Max Drawdown

TSCO:

-76.14%

LOW:

-62.28%

Current Drawdown

TSCO:

-12.25%

LOW:

-9.24%

Fundamentals

Market Cap

TSCO:

$28.37B

LOW:

$144.96B

EPS

TSCO:

$2.05

LOW:

$12.01

PE Ratio

TSCO:

25.90

LOW:

21.38

PEG Ratio

TSCO:

2.50

LOW:

4.85

Total Revenue (TTM)

TSCO:

$11.11B

LOW:

$83.72B

Gross Profit (TTM)

TSCO:

$3.74B

LOW:

$26.94B

EBITDA (TTM)

TSCO:

$1.48B

LOW:

$12.36B

Returns By Period

In the year-to-date period, TSCO achieves a 0.08% return, which is significantly lower than LOW's 4.02% return. Over the past 10 years, TSCO has underperformed LOW with an annualized return of 14.92%, while LOW has yielded a comparatively higher 16.27% annualized return.


TSCO

YTD

0.08%

1M

-3.99%

6M

-4.01%

1Y

20.35%

5Y*

25.44%

10Y*

14.92%

LOW

YTD

4.02%

1M

-1.30%

6M

6.59%

1Y

18.68%

5Y*

18.15%

10Y*

16.27%

*Annualized

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

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 7474
Overall Rank
The Sharpe Ratio Rank of TSCO is 7676
Sharpe Ratio Rank
The Sortino Ratio Rank of TSCO is 6767
Sortino Ratio Rank
The Omega Ratio Rank of TSCO is 6767
Omega Ratio Rank
The Calmar Ratio Rank of TSCO is 8686
Calmar Ratio Rank
The Martin Ratio Rank of TSCO is 7575
Martin Ratio Rank

LOW
The Risk-Adjusted Performance Rank of LOW is 7474
Overall Rank
The Sharpe Ratio Rank of LOW is 7878
Sharpe Ratio Rank
The Sortino Ratio Rank of LOW is 7070
Sortino Ratio Rank
The Omega Ratio Rank of LOW is 6868
Omega Ratio Rank
The Calmar Ratio Rank of LOW is 8282
Calmar Ratio Rank
The Martin Ratio Rank of LOW is 7070
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.


Sharpe ratio
The chart of Sharpe ratio for TSCO, currently valued at 0.83, compared to the broader market-2.000.002.000.830.89
The chart of Sortino ratio for TSCO, currently valued at 1.26, compared to the broader market-4.00-2.000.002.004.001.261.37
The chart of Omega ratio for TSCO, currently valued at 1.16, compared to the broader market0.501.001.502.001.161.17
The chart of Calmar ratio for TSCO, currently valued at 1.46, compared to the broader market0.002.004.006.001.461.09
The chart of Martin ratio for TSCO, currently valued at 3.25, compared to the broader market-30.00-20.00-10.000.0010.0020.003.252.28
TSCO
LOW

The current TSCO Sharpe Ratio is 0.83, which is comparable to the LOW Sharpe Ratio of 0.89. 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.


Rolling 12-month Sharpe Ratio0.000.501.001.502.00AugustSeptemberOctoberNovemberDecember2025
0.83
0.89
TSCO
LOW

Dividends

TSCO vs. LOW - Dividend Comparison

TSCO's dividend yield for the trailing twelve months is around 1.66%, less than LOW's 1.75% yield.


TTM20242023202220212020201920182017201620152014
TSCO
Tractor Supply Company
1.66%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.
1.75%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 -76.14%, 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.


-15.00%-10.00%-5.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-12.25%
-9.24%
TSCO
LOW

Volatility

TSCO vs. LOW - Volatility Comparison

Tractor Supply Company (TSCO) has a higher volatility of 8.57% compared to Lowe's Companies, Inc. (LOW) at 5.41%. This indicates that TSCO'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%AugustSeptemberOctoberNovemberDecember2025
8.57%
5.41%
TSCO
LOW

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


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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