PortfoliosLab logo
CAT vs. HD
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between CAT and HD is 0.57, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.0
Correlation: 0.6

Performance

CAT vs. HD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Caterpillar Inc. (CAT) and The Home Depot, Inc. (HD). The values are adjusted to include any dividend payments, if applicable.

0.00%50,000.00%100,000.00%150,000.00%200,000.00%250,000.00%NovemberDecember2025FebruaryMarchApril
12,323.98%
215,640.85%
CAT
HD

Key characteristics

Sharpe Ratio

CAT:

-0.41

HD:

0.42

Sortino Ratio

CAT:

-0.39

HD:

0.75

Omega Ratio

CAT:

0.95

HD:

1.09

Calmar Ratio

CAT:

-0.38

HD:

0.44

Martin Ratio

CAT:

-1.08

HD:

1.27

Ulcer Index

CAT:

11.86%

HD:

7.63%

Daily Std Dev

CAT:

31.42%

HD:

23.15%

Max Drawdown

CAT:

-73.43%

HD:

-70.47%

Current Drawdown

CAT:

-25.75%

HD:

-16.10%

Fundamentals

Market Cap

CAT:

$141.36B

HD:

$354.26B

EPS

CAT:

$22.06

HD:

$14.90

PE Ratio

CAT:

13.41

HD:

23.92

PEG Ratio

CAT:

1.53

HD:

4.13

PS Ratio

CAT:

2.18

HD:

2.22

PB Ratio

CAT:

7.25

HD:

53.35

Total Revenue (TTM)

CAT:

$49.01B

HD:

$159.51B

Gross Profit (TTM)

CAT:

$17.50B

HD:

$52.62B

EBITDA (TTM)

CAT:

$12.23B

HD:

$24.95B

Returns By Period

In the year-to-date period, CAT achieves a -14.68% return, which is significantly lower than HD's -6.96% return. Over the past 10 years, CAT has outperformed HD with an annualized return of 16.68%, while HD has yielded a comparatively lower 15.14% annualized return.


CAT

YTD

-14.68%

1M

-9.99%

6M

-20.03%

1Y

-14.20%

5Y*

24.50%

10Y*

16.68%

HD

YTD

-6.96%

1M

-0.37%

6M

-9.65%

1Y

10.68%

5Y*

13.88%

10Y*

15.14%

*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

CAT vs. HD — Risk-Adjusted Performance Rank

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

CAT
The Risk-Adjusted Performance Rank of CAT is 2828
Overall Rank
The Sharpe Ratio Rank of CAT is 3030
Sharpe Ratio Rank
The Sortino Ratio Rank of CAT is 2727
Sortino Ratio Rank
The Omega Ratio Rank of CAT is 2727
Omega Ratio Rank
The Calmar Ratio Rank of CAT is 2929
Calmar Ratio Rank
The Martin Ratio Rank of CAT is 2626
Martin Ratio Rank

HD
The Risk-Adjusted Performance Rank of HD is 6565
Overall Rank
The Sharpe Ratio Rank of HD is 6969
Sharpe Ratio Rank
The Sortino Ratio Rank of HD is 6060
Sortino Ratio Rank
The Omega Ratio Rank of HD is 5757
Omega Ratio Rank
The Calmar Ratio Rank of HD is 7272
Calmar Ratio Rank
The Martin Ratio Rank of HD 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.

CAT vs. HD - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Caterpillar Inc. (CAT) 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.


The chart of Sharpe ratio for CAT, currently valued at -0.41, compared to the broader market-2.00-1.000.001.002.003.00
CAT: -0.41
HD: 0.42
The chart of Sortino ratio for CAT, currently valued at -0.39, compared to the broader market-6.00-4.00-2.000.002.004.00
CAT: -0.39
HD: 0.75
The chart of Omega ratio for CAT, currently valued at 0.95, compared to the broader market0.501.001.502.00
CAT: 0.95
HD: 1.09
The chart of Calmar ratio for CAT, currently valued at -0.38, compared to the broader market0.001.002.003.004.005.00
CAT: -0.38
HD: 0.44
The chart of Martin ratio for CAT, currently valued at -1.08, compared to the broader market-10.00-5.000.005.0010.0015.0020.00
CAT: -1.08
HD: 1.27

The current CAT Sharpe Ratio is -0.41, which is lower than the HD Sharpe Ratio of 0.42. The chart below compares the historical Sharpe Ratios of CAT and HD, 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 Ratio-1.000.001.002.003.00NovemberDecember2025FebruaryMarchApril
-0.41
0.42
CAT
HD

Dividends

CAT vs. HD - Dividend Comparison

CAT's dividend yield for the trailing twelve months is around 1.84%, less than HD's 2.52% yield.


TTM20242023202220212020201920182017201620152014
CAT
Caterpillar Inc.
1.84%1.49%1.69%1.93%2.07%2.26%2.56%2.58%1.97%3.32%4.33%2.84%
HD
The Home Depot, Inc.
2.52%2.31%2.41%2.41%1.59%2.26%2.49%2.40%1.88%2.06%1.78%1.79%

Drawdowns

CAT vs. HD - Drawdown Comparison

The maximum CAT drawdown since its inception was -73.43%, roughly equal to the maximum HD drawdown of -70.47%. Use the drawdown chart below to compare losses from any high point for CAT and HD. For additional features, visit the drawdowns tool.


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-25.75%
-16.10%
CAT
HD

Volatility

CAT vs. HD - Volatility Comparison

Caterpillar Inc. (CAT) has a higher volatility of 17.12% compared to The Home Depot, Inc. (HD) at 10.34%. This indicates that CAT'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.


4.00%6.00%8.00%10.00%12.00%14.00%16.00%18.00%NovemberDecember2025FebruaryMarchApril
17.12%
10.34%
CAT
HD

Financials

CAT vs. HD - Financials Comparison

This section allows you to compare key financial metrics between Caterpillar 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.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


Values in USD except per share items