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 10.53%/yr vs 11.91%/yr for HD. Their 0.36 correlation means their historical movements had little consistent relationship.
Performance
CHRW vs. HD - Performance Comparison
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Returns By Period
In the year-to-date period, CHRW achieves a -7.48% return, which is significantly lower than HD's -2.15% return. Over the past 10 years, CHRW has underperformed HD with an annualized return of 10.53%, while HD has yielded a comparatively higher 11.91% annualized return.
CHRW
- 1D
- 0.55%
- 1M
- -22.19%
- 6M
- -23.70%
- YTD
- -7.48%
- 1Y
- 31.80%
- 3Y*
- 16.80%
- 5Y*
- 13.19%
- 10Y*
- 10.53%
- ALL TIME*
- 13.99%
HD
- 1D
- -0.42%
- 1M
- -7.25%
- 6M
- -10.12%
- YTD
- -2.15%
- 1Y
- -8.80%
- 3Y*
- 2.55%
- 5Y*
- 2.75%
- 10Y*
- 11.91%
- ALL TIME*
- 24.72%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $526.07M | $418.85M | $344.02M | |
| $1.39B | $1.31B | $1.61B |
CHRW vs. HD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
CHRW C.H. Robinson Worldwide, Inc. | -7.48% | 59.01% | 22.89% | -3.10% | -13.09% | 17.22% | 22.95% | -4.71% | -3.63% | 24.56% |
HD The Home Depot, Inc. | -2.15% | -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 0.21, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.21 |
Correlation (3Y) Balances recent behavior with more history. | 0.28 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.35 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.37 |
Correlation (All Time) Calculated using the full available price history since Oct 16, 1997 | 0.36 |
The correlation between CHRW and HD shifts across timeframes, from 0.21 (1 year) to 0.37 (10 years), reflecting how their relationship changes across market environments.
Fundamentals
CHRW:
$17.41B
HD:
$331.00B
CHRW:
$5.23
HD:
$14.08
CHRW:
28.25
HD:
23.58
CHRW:
1.05
HD:
1.98
CHRW:
10.92
HD:
23.83
CHRW:
$17.00B
HD:
$166.59B
CHRW:
$676.81M
HD:
$55.19B
CHRW:
$909.95M
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 | +0.99 | ||
| Sortino ratioReturn per unit of downside risk | +1.42 | ||
| Omega ratioGain probability vs. loss probability | 1.19 | 0.97 | +0.22 |
| Calmar ratioReturn relative to maximum drawdown | 1.01 | -0.25 | +1.27 |
| Martin ratioReturn relative to average drawdown | 3.56 | -0.46 | +4.02 |
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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 | -29.84% | -28.81% | -1.03% |
Max Drawdown (3Y)Largest decline over 3 years | -30.59% | -28.84% | -1.75% |
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 | -29.46% | -20.00% | -9.46% |
Average DrawdownAverage peak-to-trough decline | -12.06% | -20.59% | +8.53% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 8.49% | 15.79% | -7.30% |
Volatility
CHRW vs. HD - Volatility Comparison
C.H. Robinson Worldwide, Inc. (CHRW) has a higher volatility of 21.50% compared to The Home Depot, Inc. (HD) at 7.94%. 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.
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Volatility by Period
| CHRW | HD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 21.50% | 7.94% | +13.56% |
Volatility (6M)Calculated over the trailing 6-month period | 36.66% | 19.39% | +17.27% |
Volatility (1Y)Calculated over the trailing 1-year period | 46.91% | 25.28% | +21.63% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 33.69% | 24.48% | +9.21% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 29.60% | 25.02% | +4.58% |
Dividends
CHRW vs. HD - Dividend Comparison
CHRW's dividend yield for the trailing twelve months is around 1.70%, less than HD's 2.79% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CHRW C.H. Robinson Worldwide, Inc. | 1.70% | 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. | 2.79% | 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 Aug 2026, C.H. Robinson Worldwide, Inc. reported a gross profit of -307.77M and revenue of 4.93B. Therefore, the gross margin over that period was -6.2%.
HD - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Aug 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 Aug 2026, C.H. Robinson Worldwide, Inc. reported an operating income of 255.74M and revenue of 4.93B, resulting in an operating margin of 5.2%.
HD - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Aug 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 Aug 2026, C.H. Robinson Worldwide, Inc. reported a net income of 186.79M and revenue of 4.93B, resulting in a net margin of 3.8%.
HD - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Aug 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 0.21, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
CHRW has higher volatility (21.50%) compared to HD (7.94%). In terms of maximum drawdown, CHRW dropped -44.54% vs HD's -70.46%.
CHRW currently has the higher Sharpe Ratio (0.70 vs -0.29), 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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