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CTVA vs. HD
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

CTVA vs. HD - Performance Comparison

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

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Returns By Period

In the year-to-date period, CTVA achieves a 14.11% return, which is significantly higher than HD's -3.21% return.


CTVA

1D
1.71%
1M
-7.17%
YTD
14.11%
6M
15.68%
1Y
6.14%
3Y*
10.90%
5Y*
12.53%
10Y*

HD

1D
0.73%
1M
11.21%
YTD
-3.21%
6M
-7.39%
1Y
-4.95%
3Y*
5.70%
5Y*
3.66%
10Y*
12.81%
*Multi-year figures are annualized to reflect compound growth (CAGR)

CTVA vs. HD - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
CTVA
Corteva, Inc.
14.11%18.89%20.24%-17.51%25.58%23.55%33.49%0.32%
HD
The Home Depot, Inc.
-3.21%-9.33%15.00%12.77%-21.98%59.51%24.50%15.97%

Correlation

The correlation between CTVA and HD is 0.10, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.10

Correlation (3Y)
Calculated over the trailing 3-year period

0.29

Correlation (5Y)
Calculated over the trailing 5-year period

0.30

Correlation (All Time)
Calculated using the full available price history since May 24, 2019

0.33

Over the past year, the correlation between CTVA and HD has dropped to 0.10 - well below their long-term average of 0.33, suggesting their price drivers have been diverging.

Fundamentals

Market Cap

CTVA:

$51.29B

HD:

$327.08B

EPS

CTVA:

$1.72

HD:

$14.08

PE Ratio

CTVA:

44.37

HD:

23.33

PS Ratio

CTVA:

2.88

HD:

1.96

PB Ratio

CTVA:

2.11

HD:

23.57

Total Revenue (TTM)

CTVA:

$17.89B

HD:

$166.59B

Gross Profit (TTM)

CTVA:

$6.00B

HD:

$55.19B

EBITDA (TTM)

CTVA:

$2.68B

HD:

$23.12B

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Return for Risk

CTVA vs. HD — Risk / Return Rank

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

CTVA
CTVA Risk / Return Rank: 4848
Overall Rank
CTVA Sharpe Ratio Rank: 5252
Sharpe Ratio Rank
CTVA Sortino Ratio Rank: 4444
Sortino Ratio Rank
CTVA Omega Ratio Rank: 4444
Omega Ratio Rank
CTVA Calmar Ratio Rank: 5050
Calmar Ratio Rank
CTVA Martin Ratio Rank: 5151
Martin Ratio Rank

HD
HD Risk / Return Rank: 3030
Overall Rank
HD Sharpe Ratio Rank: 3030
Sharpe Ratio Rank
HD Sortino Ratio Rank: 2626
Sortino Ratio Rank
HD Omega Ratio Rank: 2626
Omega Ratio Rank
HD Calmar Ratio Rank: 3535
Calmar Ratio Rank
HD Martin Ratio Rank: 3434
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

CTVA vs. HD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Corteva, Inc. (CTVA) 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.


CTVAHDDifference
Sharpe ratioReturn per unit of total volatility

+0.56

Sortino ratioReturn per unit of downside risk

+0.77

Omega ratioGain probability vs. loss probability

1.07

0.97

+0.10

Calmar ratioReturn relative to maximum drawdown

0.29

-0.25

+0.54

Martin ratioReturn relative to average drawdown

0.63

-0.50

+1.13

CTVA vs. HD - Sharpe Ratio Comparison

The current CTVA Sharpe Ratio is 0.26, which is higher than the HD Sharpe Ratio of -0.30. The chart below compares the historical Sharpe Ratios of CTVA and HD, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

CTVA vs. HD - Drawdown Comparison

The maximum CTVA drawdown since its inception was -34.76%, smaller than the maximum HD drawdown of -70.46%. Use the drawdown chart below to compare losses from any high point for CTVA and HD.


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Drawdown Indicators


CTVAHDDifference

Max Drawdown

Largest peak-to-trough decline

-34.76%

-70.46%

+35.70%

Max Drawdown (1Y)

Largest decline over 1 year

-20.71%

-28.81%

+8.10%

Max Drawdown (3Y)

Largest decline over 3 years

-25.41%

-28.84%

+3.43%

Max Drawdown (5Y)

Largest decline over 5 years

-34.76%

-34.73%

-0.03%

Max Drawdown (10Y)

Largest decline over 10 years

-37.99%

Current Drawdown

Current decline from peak

-10.70%

-20.86%

+10.16%

Average Drawdown

Average peak-to-trough decline

-10.54%

-20.60%

+10.06%

Ulcer Index

Depth and duration of drawdowns from previous peaks

9.61%

14.34%

-4.73%

Volatility

CTVA vs. HD - Volatility Comparison

The current volatility for Corteva, Inc. (CTVA) is 5.25%, while The Home Depot, Inc. (HD) has a volatility of 6.82%. This indicates that CTVA experiences smaller price fluctuations and is considered to be less risky 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


CTVAHDDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.25%

6.82%

-1.57%

Volatility (6M)

Calculated over the trailing 6-month period

15.43%

17.97%

-2.54%

Volatility (1Y)

Calculated over the trailing 1-year period

23.28%

23.74%

-0.46%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

26.91%

24.12%

+2.79%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

32.65%

24.84%

+7.81%

Dividends

CTVA vs. HD - Dividend Comparison

CTVA's dividend yield for the trailing twelve months is around 0.95%, less than HD's 2.82% yield.


PositionTTM20252024202320222021202020192018201720162015
CTVA
Corteva, Inc.
0.95%1.04%1.16%1.29%0.99%1.14%1.34%0.88%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

CTVA vs. HD - Financials Comparison

This section allows you to compare key financial metrics between Corteva, 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


0.0010.00B20.00B30.00B40.00B50.00B20222023202420252026
4.91B
41.77B
(CTVA) Total Revenue
(HD) Total Revenue
Values in USD except per share items

CTVA vs. HD - Profitability Comparison

The chart below illustrates the profitability comparison between Corteva, Inc. and The Home Depot, Inc. over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

0.0%10.0%20.0%30.0%40.0%50.0%202220232024202520260
33.0%
Portfolio components
CTVA - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Corteva, Inc. reported a gross profit of 0.00 and revenue of 4.91B. 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 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%.

CTVA - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Corteva, Inc. reported an operating income of 725.00M and revenue of 4.91B, resulting in an operating margin of 14.8%.

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%.

CTVA - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Corteva, Inc. reported a net income of 720.00M and revenue of 4.91B, resulting in a net margin of 14.7%.

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


CTVA and HD have a correlation of 0.10, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

HD has higher volatility (6.82%) compared to CTVA (5.25%). In terms of maximum drawdown, CTVA dropped -34.76% vs HD's -70.46%.

CTVA currently has the higher Sharpe Ratio (0.26 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.

Portfolio Optimizer

Find the right allocation for CTVA and HD

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