Lowe's (LOW): analysis and statistics
Return, volatility, Sharpe ratio and risk for Lowe's, a component of the S&P 500 in the Consumer Discretionary sector. Data as of 2026-09-13.
| Last close price | $196.82 |
| Sector (GICS) | Consumer Discretionary |
| Annualized return (3.0 yr) | -3.00% |
| Total return over period | -8.67% |
| Annualized volatility | 24.79% |
| Period volatility | 42.79% |
| Sharpe ratio | -0.28 |
| Sortino ratio | -0.40 |
| Max drawdown | -30.84% |
| CVaR 95% (avg. loss, worst 5% of days) | -3.35% |
| Correlation with the S&P 500 | 0.44 |
| Period range | $173.95 – $284.26 |
| Trading days analyzed | 751 |
Over the last 3.0 years, Lowe's (LOW) has posted an annualized return of -3.00% with annual volatility of 24.79%, a negative Sharpe ratio: over this period it did not beat the risk-free Treasury rate. Its worst stretch (max drawdown from a peak) was -30.84%. Its correlation with the S&P 500 is 0.44, which means it moves moderately in step with the index.
These are historical, realized metrics, not projections: they describe how the stock behaved, not how it will behave going forward. To see how LOW would fit inside an optimized portfolio alongside other stocks, try the optimizer.
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Is it part of the S&P 500?
Yes, Lowe's (LOW) is of the S&P 500.
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