The Home Depot, Inc. (HD) - Risk-Adjusted Returns & Sharpe Ratio | pfolio
The Home Depot, Inc. (HD): 1Y return -20.5%, Sharpe ratio -0.74, volatility 25.4%, max drawdown -26.5%. A Stock in the Equity asset class. Compare HD with other assets and invest through your own broker with pfolio.
The Home Depot, Inc. (HD) Overview
- Type: Stock
- Asset Class: Equity
- Region: Americas
- Country: US (Developed)
- Currency: USD
HD Performance
- MTD
- Return: 2.2%, Sharpe: 2.73, Volatility: 25.7%, Max Drawdown: -1.6%
- YTD
- Return: -13.7%, Sharpe: -0.58, Volatility: 25.9%, Max Drawdown: -26.5%
- 1Y
- Return: -20.5%, Sharpe: -0.74, Volatility: 25.4%, Max Drawdown: -26.5%
- 5Y
- Return: -2.3%, Sharpe: 0.10, Volatility: 24.2%, Max Drawdown: -34.7%
- 10Y
- Return: 192.8%, Sharpe: 0.54, Volatility: 24.7%, Max Drawdown: -38.0%
Frequently Asked Questions
- What is The Home Depot, Inc. (HD)?
- The Home Depot, Inc. (HD) is a Stock in the Equity asset class. pfolio shows its cumulative return, volatility, Sharpe ratio, and max drawdown across MTD, YTD, 1Y, 5Y, 10Y, 20Y, and all-time periods.
- How does HD compare to other assets?
- You can compare HD with any other asset using pfolio's comparison tool, which ranks assets side-by-side by risk-adjusted returns.
- Can I invest in HD through pfolio?
- pfolio helps you build diversified portfolios that may include HD. You invest through your own broker — pfolio provides the analytics.