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

Correlation

The correlation between WDC and LOW is 0.24, 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.


-0.50.00.51.00.2

Performance

WDC vs. LOW - Performance Comparison

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

-5.00%0.00%5.00%10.00%15.00%20.00%25.00%30.00%SeptemberOctoberNovemberDecember2025February
11.21%
7.81%
WDC
LOW

Key characteristics

Sharpe Ratio

WDC:

0.29

LOW:

0.87

Sortino Ratio

WDC:

0.68

LOW:

1.33

Omega Ratio

WDC:

1.08

LOW:

1.16

Calmar Ratio

WDC:

0.25

LOW:

1.06

Martin Ratio

WDC:

0.78

LOW:

2.18

Ulcer Index

WDC:

14.31%

LOW:

8.70%

Daily Std Dev

WDC:

38.88%

LOW:

21.83%

Max Drawdown

WDC:

-96.20%

LOW:

-62.28%

Current Drawdown

WDC:

-34.65%

LOW:

-8.66%

Fundamentals

Market Cap

WDC:

$22.19B

LOW:

$145.24B

EPS

WDC:

$3.43

LOW:

$12.06

PE Ratio

WDC:

18.60

LOW:

21.33

PEG Ratio

WDC:

490.33

LOW:

4.95

Total Revenue (TTM)

WDC:

$15.60B

LOW:

$65.12B

Gross Profit (TTM)

WDC:

$5.82B

LOW:

$21.35B

EBITDA (TTM)

WDC:

$2.96B

LOW:

$10.10B

Returns By Period

In the year-to-date period, WDC achieves a 7.01% return, which is significantly higher than LOW's 4.68% return. Over the past 10 years, WDC has underperformed LOW with an annualized return of -3.04%, while LOW has yielded a comparatively higher 15.70% annualized return.


WDC

YTD

7.01%

1M

-0.41%

6M

11.21%

1Y

9.13%

5Y*

-1.21%

10Y*

-3.04%

LOW

YTD

4.68%

1M

3.97%

6M

7.81%

1Y

20.16%

5Y*

18.36%

10Y*

15.70%

*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

WDC vs. LOW — Risk-Adjusted Performance Rank

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

WDC
The Risk-Adjusted Performance Rank of WDC is 5555
Overall Rank
The Sharpe Ratio Rank of WDC is 5858
Sharpe Ratio Rank
The Sortino Ratio Rank of WDC is 5151
Sortino Ratio Rank
The Omega Ratio Rank of WDC is 4949
Omega Ratio Rank
The Calmar Ratio Rank of WDC is 5959
Calmar Ratio Rank
The Martin Ratio Rank of WDC is 5757
Martin Ratio Rank

LOW
The Risk-Adjusted Performance Rank of LOW is 7171
Overall Rank
The Sharpe Ratio Rank of LOW is 7575
Sharpe Ratio Rank
The Sortino Ratio Rank of LOW is 6767
Sortino Ratio Rank
The Omega Ratio Rank of LOW is 6464
Omega Ratio Rank
The Calmar Ratio Rank of LOW is 8080
Calmar Ratio Rank
The Martin Ratio Rank of LOW is 6868
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.

WDC vs. LOW - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Western Digital Corporation (WDC) 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 WDC, currently valued at 0.29, compared to the broader market-2.000.002.004.000.290.87
The chart of Sortino ratio for WDC, currently valued at 0.68, compared to the broader market-4.00-2.000.002.004.000.681.33
The chart of Omega ratio for WDC, currently valued at 1.08, compared to the broader market0.501.001.502.001.081.16
The chart of Calmar ratio for WDC, currently valued at 0.25, compared to the broader market0.002.004.006.000.251.06
The chart of Martin ratio for WDC, currently valued at 0.78, compared to the broader market-10.000.0010.0020.000.782.18
WDC
LOW

The current WDC Sharpe Ratio is 0.29, which is lower than the LOW Sharpe Ratio of 0.87. The chart below compares the historical Sharpe Ratios of WDC 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 Ratio0.000.501.001.502.00SeptemberOctoberNovemberDecember2025February
0.29
0.87
WDC
LOW

Dividends

WDC vs. LOW - Dividend Comparison

WDC has not paid dividends to shareholders, while LOW's dividend yield for the trailing twelve months is around 1.77%.


TTM20242023202220212020201920182017201620152014
WDC
Western Digital Corporation
0.00%0.00%0.00%0.00%0.00%1.81%2.36%5.41%2.51%2.94%4.00%1.36%
LOW
Lowe's Companies, Inc.
1.77%1.82%1.93%1.86%1.08%1.40%1.72%1.93%1.64%1.77%1.34%1.19%

Drawdowns

WDC vs. LOW - Drawdown Comparison

The maximum WDC drawdown since its inception was -96.20%, which is greater than LOW's maximum drawdown of -62.28%. Use the drawdown chart below to compare losses from any high point for WDC and LOW. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%SeptemberOctoberNovemberDecember2025February
-34.65%
-8.66%
WDC
LOW

Volatility

WDC vs. LOW - Volatility Comparison

Western Digital Corporation (WDC) has a higher volatility of 10.70% compared to Lowe's Companies, Inc. (LOW) at 5.60%. This indicates that WDC'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%SeptemberOctoberNovemberDecember2025February
10.70%
5.60%
WDC
LOW

Financials

WDC vs. LOW - Financials Comparison

This section allows you to compare key financial metrics between Western Digital Corporation 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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