CHRW vs. HD
CHRW (C.H. Robinson Worldwide, Inc.) and HD (The Home Depot, Inc.) are both stocks. CHRW operates in Integrated Freight & Logistics (Industrials), while HD operates in Home Improvement Retail (Consumer Cyclical). Over the past 10 years, CHRW returned 12.90%/yr vs 12.48%/yr for HD. At a 0.37 correlation, their price movements are largely independent.
Performance
CHRW vs. HD - Performance Comparison
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Returns By Period
In the year-to-date period, CHRW achieves a 21.19% return, which is significantly higher than HD's 1.19% return. Both investments have delivered pretty close results over the past 10 years, with CHRW having a 12.90% annualized return and HD not far behind at 12.48%.
CHRW
- 1D
- 0.38%
- 1M
- -0.12%
- 6M
- 14.09%
- YTD
- 21.19%
- 1Y
- 97.75%
- 3Y*
- 28.31%
- 5Y*
- 18.43%
- 10Y*
- 12.90%
HD
- 1D
- 1.35%
- 1M
- 4.54%
- 6M
- -7.06%
- YTD
- 1.19%
- 1Y
- -4.77%
- 3Y*
- 5.70%
- 5Y*
- 3.84%
- 10Y*
- 12.48%
CHRW vs. HD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
CHRW C.H. Robinson Worldwide, Inc. | 21.19% | 59.01% | 22.89% | -3.10% | -13.09% | 17.22% | 22.95% | -4.71% | -3.63% | 24.56% |
HD The Home Depot, Inc. | 1.19% | -9.33% | 15.00% | 12.77% | -21.98% | 59.51% | 24.50% | 30.56% | -7.30% | 44.61% |
Correlation
The correlation between CHRW and HD is 0.25, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.25 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.29 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.36 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.38 |
Correlation (All Time) Calculated using the full available price history since Oct 16, 1997 | 0.37 |
The correlation between CHRW and HD shifts across timeframes, from 0.25 (1 year) to 0.38 (10 years), reflecting how their relationship changes across market environments.
Fundamentals
CHRW:
$22.81B
HD:
$342.31B
CHRW:
$4.94
HD:
$14.08
CHRW:
39.20
HD:
24.38
CHRW:
1.45
HD:
2.05
CHRW:
13.74
HD:
24.65
CHRW:
$16.20B
HD:
$166.59B
CHRW:
$1.03B
HD:
$55.19B
CHRW:
$948.77M
HD:
$23.12B
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Return for Risk
CHRW vs. HD — Risk / Return Rank
CHRW
HD
CHRW vs. HD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for C.H. Robinson Worldwide, Inc. (CHRW) 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.
| CHRW | HD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +2.47 | ||
| Sortino ratioReturn per unit of downside risk | +3.26 | ||
| Omega ratioGain probability vs. loss probability | 1.47 | 0.98 | +0.49 |
| Calmar ratioReturn relative to maximum drawdown | 4.75 | -0.19 | +4.95 |
| Martin ratioReturn relative to average drawdown | 12.18 | -0.37 | +12.56 |
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Drawdowns
CHRW vs. HD - Drawdown Comparison
The maximum CHRW drawdown since its inception was -44.54%, smaller than the maximum HD drawdown of -70.46%. Use the drawdown chart below to compare losses from any high point for CHRW and HD.
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Drawdown Indicators
| CHRW | HD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -44.54% | -70.46% | +25.92% |
Max Drawdown (1Y)Largest decline over 1 year | -20.07% | -28.81% | +8.74% |
Max Drawdown (3Y)Largest decline over 3 years | -30.86% | -28.84% | -2.02% |
Max Drawdown (5Y)Largest decline over 5 years | -40.55% | -34.73% | -5.82% |
Max Drawdown (10Y)Largest decline over 10 years | -40.55% | -37.99% | -2.56% |
Current DrawdownCurrent decline from peak | -2.87% | -17.27% | +14.40% |
Average DrawdownAverage peak-to-trough decline | -12.06% | -20.59% | +8.53% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 7.83% | 15.11% | -7.28% |
Volatility
CHRW vs. HD - Volatility Comparison
C.H. Robinson Worldwide, Inc. (CHRW) and The Home Depot, Inc. (HD) have volatilities of 9.11% and 9.17%, 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
| CHRW | HD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.11% | 9.17% | -0.06% |
Volatility (6M)Calculated over the trailing 6-month period | 30.48% | 19.48% | +11.00% |
Volatility (1Y)Calculated over the trailing 1-year period | 42.51% | 24.89% | +17.62% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 32.49% | 24.37% | +8.12% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 28.95% | 24.95% | +4.00% |
Dividends
CHRW vs. HD - Dividend Comparison
CHRW's dividend yield for the trailing twelve months is around 1.30%, less than HD's 2.70% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CHRW C.H. Robinson Worldwide, Inc. | 1.30% | 1.55% | 2.38% | 2.82% | 2.47% | 1.93% | 2.17% | 2.57% | 2.24% | 2.03% | 2.38% | 2.53% |
HD The Home Depot, Inc. | 2.70% | 2.67% | 2.31% | 2.41% | 2.41% | 1.59% | 2.26% | 2.49% | 2.40% | 1.88% | 2.06% | 1.78% |
Financials
CHRW vs. HD - Financials Comparison
This section allows you to compare key financial metrics between C.H. Robinson Worldwide, 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
CHRW vs. HD - Profitability Comparison
CHRW - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jul 2026, C.H. Robinson Worldwide, Inc. reported a gross profit of 0.00 and revenue of 4.01B. 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 Jul 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%.
CHRW - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jul 2026, C.H. Robinson Worldwide, Inc. reported an operating income of 175.69M and revenue of 4.01B, resulting in an operating margin of 4.4%.
HD - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jul 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%.
CHRW - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jul 2026, C.H. Robinson Worldwide, Inc. reported a net income of 147.23M and revenue of 4.01B, resulting in a net margin of 3.7%.
HD - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jul 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
CHRW and HD have a correlation of 0.25, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
HD has higher volatility (9.17%) compared to CHRW (9.11%). In terms of maximum drawdown, CHRW dropped -44.54% vs HD's -70.46%.
CHRW currently has the higher Sharpe Ratio (2.25 vs -0.23), 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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