AME vs. HD
AME (AMETEK, Inc.) and HD (The Home Depot, Inc.) are both stocks. AME operates in Specialty Industrial Machinery (Industrials), while HD operates in Home Improvement Retail (Consumer Cyclical). Over the past 10 years, AME returned 17.87%/yr vs 12.81%/yr for HD. At a 0.32 correlation, their price movements are largely independent.
Performance
AME vs. HD - Performance Comparison
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Returns By Period
In the year-to-date period, AME achieves a 10.80% return, which is significantly higher than HD's -3.21% return. Over the past 10 years, AME has outperformed HD with an annualized return of 17.87%, while HD has yielded a comparatively lower 12.81% annualized return.
AME
- 1D
- 0.40%
- 1M
- -0.34%
- YTD
- 10.80%
- 6M
- 12.76%
- 1Y
- 28.96%
- 3Y*
- 14.64%
- 5Y*
- 11.51%
- 10Y*
- 17.87%
HD
- 1D
- 0.73%
- 1M
- 11.21%
- YTD
- -3.21%
- 6M
- -7.39%
- 1Y
- -4.95%
- 3Y*
- 5.70%
- 5Y*
- 3.66%
- 10Y*
- 12.81%
AME vs. HD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
AME AMETEK, Inc. | 10.80% | 14.66% | 10.01% | 18.81% | -4.33% | 22.32% | 22.19% | 48.27% | -5.89% | 49.98% |
HD The Home Depot, Inc. | -3.21% | -9.33% | 15.00% | 12.77% | -21.98% | 59.51% | 24.50% | 30.56% | -7.30% | 44.61% |
Correlation
The correlation between AME and HD is 0.43, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.43 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.43 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.51 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.49 |
Correlation (All Time) Calculated using the full available price history since Jul 19, 1984 | 0.32 |
The correlation between AME and HD shifts across timeframes, from 0.32 (all time) to 0.51 (5 years), reflecting how their relationship changes across market environments.
Fundamentals
AME:
$52.20B
HD:
$327.08B
AME:
$6.62
HD:
$14.08
AME:
34.32
HD:
23.33
AME:
6.90
HD:
1.96
AME:
4.36
HD:
23.57
AME:
$7.60B
HD:
$166.59B
AME:
$2.06B
HD:
$55.19B
AME:
$2.15B
HD:
$23.12B
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Return for Risk
AME vs. HD — Risk / Return Rank
AME
HD
AME vs. HD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for AMETEK, Inc. (AME) and The Home Depot, Inc. (HD). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| AME | HD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.53 | ||
| Sortino ratioReturn per unit of downside risk | +2.28 | ||
| Omega ratioGain probability vs. loss probability | 1.23 | 0.97 | +0.26 |
| Calmar ratioReturn relative to maximum drawdown | 2.00 | -0.25 | +2.25 |
| Martin ratioReturn relative to average drawdown | 6.35 | -0.50 | +6.85 |
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Drawdowns
AME vs. HD - Drawdown Comparison
The maximum AME drawdown since its inception was -53.31%, smaller than the maximum HD drawdown of -70.46%. Use the drawdown chart below to compare losses from any high point for AME and HD.
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Drawdown Indicators
| AME | HD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -53.31% | -70.46% | +17.15% |
Max Drawdown (1Y)Largest decline over 1 year | -13.57% | -28.81% | +15.24% |
Max Drawdown (3Y)Largest decline over 3 years | -23.04% | -28.84% | +5.80% |
Max Drawdown (5Y)Largest decline over 5 years | -27.06% | -34.73% | +7.67% |
Max Drawdown (10Y)Largest decline over 10 years | -42.72% | -37.99% | -4.73% |
Current DrawdownCurrent decline from peak | -5.91% | -20.86% | +14.95% |
Average DrawdownAverage peak-to-trough decline | -11.91% | -20.60% | +8.69% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.27% | 14.34% | -10.07% |
Volatility
AME vs. HD - Volatility Comparison
AMETEK, Inc. (AME) and The Home Depot, Inc. (HD) have volatilities of 6.77% and 6.82%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| AME | HD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.77% | 6.82% | -0.05% |
Volatility (6M)Calculated over the trailing 6-month period | 16.76% | 17.97% | -1.21% |
Volatility (1Y)Calculated over the trailing 1-year period | 22.18% | 23.74% | -1.56% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.73% | 24.12% | -2.39% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 24.44% | 24.84% | -0.40% |
Dividends
AME vs. HD - Dividend Comparison
AME's dividend yield for the trailing twelve months is around 0.56%, less than HD's 2.82% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
AME AMETEK, Inc. | 0.42% | 0.60% | 0.62% | 0.61% | 0.63% | 0.54% | 0.60% | 0.56% | 0.83% | 0.50% | 0.74% | 0.67% |
HD The Home Depot, Inc. | 2.82% | 2.67% | 2.31% | 2.41% | 2.41% | 1.59% | 2.26% | 2.49% | 2.40% | 1.88% | 2.06% | 1.78% |
Financials
AME vs. HD - Financials Comparison
This section allows you to compare key financial metrics between AMETEK, Inc. and The Home Depot, 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.
Total Revenue: Total amount of money received from sales and other business activities
AME vs. HD - Profitability Comparison
AME - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, AMETEK, Inc. reported a gross profit of 0.00 and revenue of 1.93B. Therefore, the gross margin over that period was 0.0%.
HD - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, The Home Depot, Inc. reported a gross profit of 13.78B and revenue of 41.77B. Therefore, the gross margin over that period was 33.0%.
AME - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, AMETEK, Inc. reported an operating income of 514.94M and revenue of 1.93B, resulting in an operating margin of 26.7%.
HD - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, The Home Depot, Inc. reported an operating income of 4.98B and revenue of 41.77B, resulting in an operating margin of 11.9%.
AME - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, AMETEK, Inc. reported a net income of 399.36M and revenue of 1.93B, resulting in a net margin of 20.7%.
HD - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, The Home Depot, Inc. reported a net income of 3.29B and revenue of 41.77B, resulting in a net margin of 7.9%.
Frequently Asked Questions
AME and HD have a correlation of 0.43, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
HD has higher volatility (6.82%) compared to AME (6.77%). In terms of maximum drawdown, AME dropped -53.31% vs HD's -70.46%.
AME currently has the higher Sharpe Ratio (1.22 vs -0.30), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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