AUPH vs. HD
AUPH (Aurinia Pharmaceuticals Inc.) and HD (The Home Depot, Inc.) are both stocks. AUPH operates in Biotechnology (Healthcare), while HD operates in Home Improvement Retail (Consumer Cyclical). Over the past 10 years, AUPH returned 18.49%/yr vs 12.81%/yr for HD. At a 0.19 correlation, their price movements are largely independent.
Performance
AUPH vs. HD - Performance Comparison
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Returns By Period
In the year-to-date period, AUPH achieves a -0.82% return, which is significantly higher than HD's -3.21% return. Over the past 10 years, AUPH has outperformed HD with an annualized return of 18.49%, while HD has yielded a comparatively lower 12.81% annualized return.
AUPH
- 1D
- -0.19%
- 1M
- -1.31%
- YTD
- -0.82%
- 6M
- -0.19%
- 1Y
- 92.22%
- 3Y*
- 16.72%
- 5Y*
- 4.23%
- 10Y*
- 18.49%
HD
- 1D
- 0.73%
- 1M
- 9.35%
- YTD
- -3.21%
- 6M
- -7.39%
- 1Y
- -7.17%
- 3Y*
- 5.70%
- 5Y*
- 3.66%
- 10Y*
- 12.81%
AUPH vs. HD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
AUPH Aurinia Pharmaceuticals Inc. | -0.82% | 77.62% | -0.11% | 108.10% | -81.11% | 65.37% | -31.74% | 197.07% | 50.55% | 115.71% |
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 AUPH and HD is 0.22, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.22 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.25 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.26 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.21 |
Correlation (All Time) Calculated using the full available price history since Sep 3, 2014 | 0.19 |
Fundamentals
AUPH:
$2.18B
HD:
$327.08B
AUPH:
$2.15
HD:
$14.08
AUPH:
7.37
HD:
23.33
AUPH:
7.37
HD:
1.96
AUPH:
3.84
HD:
23.57
AUPH:
$298.30M
HD:
$166.59B
AUPH:
$267.70M
HD:
$55.19B
AUPH:
$153.45M
HD:
$23.12B
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Return for Risk
AUPH vs. HD — Risk / Return Rank
AUPH
HD
AUPH vs. HD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Aurinia Pharmaceuticals Inc. (AUPH) 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.
| AUPH | HD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +2.34 | ||
| Sortino ratioReturn per unit of downside risk | +2.92 | ||
| Omega ratioGain probability vs. loss probability | 1.38 | 0.97 | +0.41 |
| Calmar ratioReturn relative to maximum drawdown | 5.83 | -0.25 | +6.08 |
| Martin ratioReturn relative to average drawdown | 12.68 | -0.50 | +13.18 |
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Drawdowns
AUPH vs. HD - Drawdown Comparison
The maximum AUPH drawdown since its inception was -87.58%, which is greater than HD's maximum drawdown of -70.46%. Use the drawdown chart below to compare losses from any high point for AUPH and HD.
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Drawdown Indicators
| AUPH | HD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -87.58% | -70.46% | -17.12% |
Max Drawdown (1Y)Largest decline over 1 year | -15.91% | -28.81% | +12.90% |
Max Drawdown (3Y)Largest decline over 3 years | -60.80% | -28.84% | -31.96% |
Max Drawdown (5Y)Largest decline over 5 years | -87.58% | -34.73% | -52.85% |
Max Drawdown (10Y)Largest decline over 10 years | -87.58% | -37.99% | -49.59% |
Current DrawdownCurrent decline from peak | -52.18% | -20.86% | -31.32% |
Average DrawdownAverage peak-to-trough decline | -49.21% | -20.60% | -28.61% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 7.30% | 14.34% | -7.04% |
Volatility
AUPH vs. HD - Volatility Comparison
Aurinia Pharmaceuticals Inc. (AUPH) has a higher volatility of 9.07% compared to The Home Depot, Inc. (HD) at 6.82%. This indicates that AUPH's price experiences larger fluctuations and is considered to be riskier than HD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| AUPH | HD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.07% | 6.82% | +2.25% |
Volatility (6M)Calculated over the trailing 6-month period | 23.92% | 17.97% | +5.95% |
Volatility (1Y)Calculated over the trailing 1-year period | 45.50% | 23.74% | +21.76% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 67.46% | 24.12% | +43.34% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 73.95% | 24.84% | +49.11% |
Dividends
AUPH vs. HD - Dividend Comparison
AUPH has not paid dividends to shareholders, while HD's dividend yield for the trailing twelve months is around 2.82%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
AUPH Aurinia Pharmaceuticals Inc. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
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
AUPH vs. HD - Financials Comparison
This section allows you to compare key financial metrics between Aurinia Pharmaceuticals 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
AUPH vs. HD - Profitability Comparison
AUPH - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Aurinia Pharmaceuticals Inc. reported a gross profit of 71.20M and revenue of 77.71M. Therefore, the gross margin over that period was 91.6%.
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%.
AUPH - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Aurinia Pharmaceuticals Inc. reported an operating income of 41.42M and revenue of 77.71M, resulting in an operating margin of 53.3%.
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%.
AUPH - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Aurinia Pharmaceuticals Inc. reported a net income of 34.36M and revenue of 77.71M, resulting in a net margin of 44.2%.
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
AUPH and HD have a correlation of 0.22, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
AUPH has higher volatility (9.07%) compared to HD (6.82%). In terms of maximum drawdown, AUPH dropped -87.58% vs HD's -70.46%.
AUPH currently has the higher Sharpe Ratio (2.04 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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