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TSCO vs. LOW
Performance
Return for Risk
Dividends
Drawdowns
Volatility
Financials

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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TSCO vs. LOW - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
TSCO
Tractor Supply Company
-9.01%-4.16%25.43%-2.55%-3.97%71.57%52.33%13.53%13.34%0.32%
LOW
Lowe's Companies, Inc.
-1.58%-0.33%13.01%14.03%-21.49%63.34%36.40%32.23%1.22%33.29%

Fundamentals

EPS

TSCO:

$2.08

LOW:

$11.88

PE Ratio

TSCO:

21.83

LOW:

19.89

PEG Ratio

TSCO:

1.67

LOW:

21.72

PS Ratio

TSCO:

1.57

LOW:

1.53

Total Revenue (TTM)

TSCO:

$15.40B

LOW:

$86.29B

Gross Profit (TTM)

TSCO:

$5.49B

LOW:

$28.89B

EBITDA (TTM)

TSCO:

$1.97B

LOW:

$11.97B

Returns By Period

In the year-to-date period, TSCO achieves a -9.01% return, which is significantly lower than LOW's -1.58% return. Over the past 10 years, TSCO has underperformed LOW with an annualized return of 11.15%, while LOW has yielded a comparatively higher 14.02% annualized return.


TSCO

1D
-0.24%
1M
-12.62%
YTD
-9.01%
6M
-19.64%
1Y
-16.36%
3Y*
0.52%
5Y*
6.88%
10Y*
11.15%

LOW

1D
1.59%
1M
-10.69%
YTD
-1.58%
6M
-5.09%
1Y
3.35%
3Y*
7.81%
5Y*
6.27%
10Y*
14.02%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

TSCO vs. LOW — Risk / Return Rank

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

TSCO
TSCO Risk / Return Rank: 2020
Overall Rank
TSCO Sharpe Ratio Rank: 1616
Sharpe Ratio Rank
TSCO Sortino Ratio Rank: 1717
Sortino Ratio Rank
TSCO Omega Ratio Rank: 1818
Omega Ratio Rank
TSCO Calmar Ratio Rank: 2727
Calmar Ratio Rank
TSCO Martin Ratio Rank: 2222
Martin Ratio Rank

LOW
LOW Risk / Return Rank: 4545
Overall Rank
LOW Sharpe Ratio Rank: 4747
Sharpe Ratio Rank
LOW Sortino Ratio Rank: 4040
Sortino Ratio Rank
LOW Omega Ratio Rank: 3939
Omega Ratio Rank
LOW Calmar Ratio Rank: 4949
Calmar Ratio Rank
LOW Martin Ratio Rank: 5050
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

TSCO vs. LOW - Risk-Adjusted Trends 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.


TSCOLOWDifference

Sharpe ratio

Return per unit of total volatility

-0.59

0.13

-0.72

Sortino ratio

Return per unit of downside risk

-0.68

0.38

-1.06

Omega ratio

Gain probability vs. loss probability

0.92

1.04

-0.12

Calmar ratio

Return relative to maximum drawdown

-0.50

0.25

-0.75

Martin ratio

Return relative to average drawdown

-1.10

0.65

-1.75

TSCO vs. LOW - Sharpe Ratio Comparison

The current TSCO Sharpe Ratio is -0.59, which is lower than the LOW Sharpe Ratio of 0.13. 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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Sharpe Ratios by Period


TSCOLOWDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.59

0.13

-0.72

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.25

0.24

+0.01

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.39

0.49

-0.10

Sharpe Ratio (All Time)

Calculated using the full available price history

0.47

0.47

-0.01

Correlation

The correlation between TSCO and LOW is 0.36, 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.


Dividends

TSCO vs. LOW - Dividend Comparison

TSCO's dividend yield for the trailing twelve months is around 2.05%, more than LOW's 2.01% yield.


TTM20252024202320222021202020192018201720162015
TSCO
Tractor Supply Company
2.05%1.84%1.66%1.92%1.64%0.87%1.07%1.46%1.44%1.40%1.21%0.89%
LOW
Lowe's Companies, Inc.
2.01%1.95%1.82%1.93%1.86%1.08%1.40%1.72%1.93%1.64%1.77%1.34%

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 -62.52%. Use the drawdown chart below to compare losses from any high point for TSCO and LOW.


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Drawdown Indicators


TSCOLOWDifference

Max Drawdown

Largest peak-to-trough decline

-76.15%

-62.52%

-13.63%

Max Drawdown (1Y)

Largest decline over 1 year

-27.75%

-21.84%

-5.91%

Max Drawdown (5Y)

Largest decline over 5 years

-27.85%

-33.86%

+6.01%

Max Drawdown (10Y)

Largest decline over 10 years

-47.58%

-48.63%

+1.05%

Current Drawdown

Current decline from peak

-27.05%

-17.78%

-9.27%

Average Drawdown

Average peak-to-trough decline

-17.31%

-16.58%

-0.73%

Ulcer Index

Depth and duration of drawdowns from previous peaks

12.57%

8.53%

+4.04%

Volatility

TSCO vs. LOW - Volatility Comparison

The current volatility for Tractor Supply Company (TSCO) is 7.20%, while Lowe's Companies, Inc. (LOW) has a volatility of 8.24%. 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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Volatility by Period


TSCOLOWDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.20%

8.24%

-1.04%

Volatility (6M)

Calculated over the trailing 6-month period

19.55%

18.31%

+1.24%

Volatility (1Y)

Calculated over the trailing 1-year period

28.18%

25.89%

+2.29%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

27.75%

25.89%

+1.86%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

28.84%

28.95%

-0.11%

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


5.00B10.00B15.00B20.00B25.00BAprilJulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober2025AprilJulyOctober2026
3.72B
20.58B
(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%32.0%34.0%36.0%38.0%40.0%AprilJulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober2025AprilJulyOctober2026
37.4%
39.2%
Portfolio components
TSCO - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Apr 2026, Tractor Supply Company reported a gross profit of 1.39B and revenue of 3.72B. Therefore, the gross margin over that period was 37.4%.

LOW - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Apr 2026, Lowe's Companies, Inc. reported a gross profit of 8.06B and revenue of 20.58B. Therefore, the gross margin over that period was 39.2%.

TSCO - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Apr 2026, Tractor Supply Company reported an operating income of 342.71M and revenue of 3.72B, resulting in an operating margin of 9.2%.

LOW - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Apr 2026, Lowe's Companies, Inc. reported an operating income of 1.71B and revenue of 20.58B, resulting in an operating margin of 8.3%.

TSCO - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Apr 2026, Tractor Supply Company reported a net income of 259.27M and revenue of 3.72B, resulting in a net margin of 7.0%.

LOW - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Apr 2026, Lowe's Companies, Inc. reported a net income of 999.00M and revenue of 20.58B, resulting in a net margin of 4.9%.