CHRW vs. HD
Compare and contrast key facts about C.H. Robinson Worldwide, Inc. (CHRW) and The Home Depot, Inc. (HD).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: CHRW or HD.
Key characteristics
CHRW | HD | |
---|---|---|
YTD Return | -5.55% | -2.60% |
1Y Return | -20.73% | 17.52% |
3Y Return (Ann) | -4.24% | 3.00% |
5Y Return (Ann) | 1.71% | 13.59% |
10Y Return (Ann) | 5.83% | 18.34% |
Sharpe Ratio | -0.70 | 0.88 |
Daily Std Dev | 28.84% | 19.38% |
Max Drawdown | -44.55% | -70.47% |
Current Drawdown | -29.13% | -15.10% |
Fundamentals
CHRW | HD | |
---|---|---|
Market Cap | $8.13B | $332.08B |
EPS | $2.72 | $15.11 |
PE Ratio | 25.82 | 22.18 |
PEG Ratio | 1.55 | 1.91 |
Revenue (TTM) | $17.60B | $152.67B |
Gross Profit (TTM) | $1.89B | $52.78B |
EBITDA (TTM) | $592.27M | $24.94B |
Correlation
The correlation between CHRW and HD is 0.37, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Performance
CHRW vs. HD - Performance Comparison
In the year-to-date period, CHRW achieves a -5.55% return, which is significantly lower than HD's -2.60% return. Over the past 10 years, CHRW has underperformed HD with an annualized return of 5.83%, while HD has yielded a comparatively higher 18.34% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
CHRW vs. HD - Risk-Adjusted Performance 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.
Dividends
CHRW vs. HD - Dividend Comparison
CHRW's dividend yield for the trailing twelve months is around 3.01%, more than HD's 2.54% yield.
TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
C.H. Robinson Worldwide, Inc. | 3.01% | 2.82% | 2.47% | 1.93% | 2.17% | 2.57% | 2.24% | 2.03% | 2.38% | 2.53% | 1.91% | 2.40% |
The Home Depot, Inc. | 2.54% | 2.41% | 2.41% | 1.59% | 2.26% | 2.49% | 2.40% | 1.88% | 2.06% | 1.78% | 1.79% | 1.89% |
Drawdowns
CHRW vs. HD - Drawdown Comparison
The maximum CHRW drawdown since its inception was -44.55%, smaller than the maximum HD drawdown of -70.47%. Use the drawdown chart below to compare losses from any high point for CHRW and HD. For additional features, visit the drawdowns tool.
Volatility
CHRW vs. HD - Volatility Comparison
C.H. Robinson Worldwide, Inc. (CHRW) has a higher volatility of 13.06% compared to The Home Depot, Inc. (HD) at 4.86%. This indicates that CHRW'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.
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