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

Performance

DE vs. HD - Performance Comparison

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

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DE vs. HD - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
DE
Deere & Company
21.35%11.39%7.56%-5.48%26.59%28.86%57.96%18.30%-2.90%54.83%
HD
The Home Depot, Inc.
-3.78%-9.33%15.00%12.77%-21.98%59.51%24.50%30.56%-7.30%44.61%

Fundamentals

EPS

DE:

$18.52

HD:

$14.23

PE Ratio

DE:

30.42

HD:

23.11

PS Ratio

DE:

3.42

HD:

1.99

Total Revenue (TTM)

DE:

$44.66B

HD:

$164.68B

Gross Profit (TTM)

DE:

$16.29B

HD:

$54.87B

EBITDA (TTM)

DE:

$11.66B

HD:

$24.24B

Returns By Period

In the year-to-date period, DE achieves a 21.35% return, which is significantly higher than HD's -3.78% return. Over the past 10 years, DE has outperformed HD with an annualized return of 24.09%, while HD has yielded a comparatively lower 11.97% annualized return.


DE

1D
1.70%
1M
-10.28%
YTD
21.35%
6M
23.98%
1Y
21.59%
3Y*
12.46%
5Y*
10.08%
10Y*
24.09%

HD

1D
1.67%
1M
-13.04%
YTD
-3.78%
6M
-17.76%
1Y
-7.99%
3Y*
6.33%
5Y*
3.84%
10Y*
11.97%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

DE vs. HD — Risk / Return Rank

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

DE
DE Risk / Return Rank: 6666
Overall Rank
DE Sharpe Ratio Rank: 6868
Sharpe Ratio Rank
DE Sortino Ratio Rank: 6464
Sortino Ratio Rank
DE Omega Ratio Rank: 6161
Omega Ratio Rank
DE Calmar Ratio Rank: 7070
Calmar Ratio Rank
DE Martin Ratio Rank: 6767
Martin Ratio Rank

HD
HD Risk / Return Rank: 2828
Overall Rank
HD Sharpe Ratio Rank: 2626
Sharpe Ratio Rank
HD Sortino Ratio Rank: 2323
Sortino Ratio Rank
HD Omega Ratio Rank: 2323
Omega Ratio Rank
HD Calmar Ratio Rank: 3535
Calmar Ratio Rank
HD Martin Ratio Rank: 3333
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.

DE vs. HD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Deere & Company (DE) 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.


DEHDDifference

Sharpe ratio

Return per unit of total volatility

0.72

-0.34

+1.06

Sortino ratio

Return per unit of downside risk

1.31

-0.36

+1.67

Omega ratio

Gain probability vs. loss probability

1.16

0.96

+0.20

Calmar ratio

Return relative to maximum drawdown

1.37

-0.25

+1.62

Martin ratio

Return relative to average drawdown

2.79

-0.58

+3.37

DE vs. HD - Sharpe Ratio Comparison

The current DE Sharpe Ratio is 0.72, which is higher than the HD Sharpe Ratio of -0.34. The chart below compares the historical Sharpe Ratios of DE 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.


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Sharpe Ratios by Period


DEHDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.72

-0.34

+1.06

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.35

0.16

+0.19

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.80

0.49

+0.31

Sharpe Ratio (All Time)

Calculated using the full available price history

0.39

0.69

-0.30

Correlation

The correlation between DE and HD is 0.31, 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.


Dividends

DE vs. HD - Dividend Comparison

DE's dividend yield for the trailing twelve months is around 1.15%, less than HD's 2.81% yield.


TTM20252024202320222021202020192018201720162015
DE
Deere & Company
1.15%1.39%1.42%1.33%1.05%1.14%1.13%1.75%1.84%1.53%2.33%3.15%
HD
The Home Depot, Inc.
2.81%2.67%2.31%2.41%2.41%1.59%2.26%2.49%2.40%1.88%2.06%1.78%

Drawdowns

DE vs. HD - Drawdown Comparison

The maximum DE drawdown since its inception was -73.27%, roughly equal to the maximum HD drawdown of -70.46%. Use the drawdown chart below to compare losses from any high point for DE and HD.


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Drawdown Indicators


DEHDDifference

Max Drawdown

Largest peak-to-trough decline

-73.27%

-70.46%

-2.81%

Max Drawdown (1Y)

Largest decline over 1 year

-16.83%

-23.25%

+6.42%

Max Drawdown (5Y)

Largest decline over 5 years

-33.81%

-34.73%

+0.92%

Max Drawdown (10Y)

Largest decline over 10 years

-37.91%

-37.99%

+0.08%

Current Drawdown

Current decline from peak

-14.72%

-21.33%

+6.61%

Average Drawdown

Average peak-to-trough decline

-18.64%

-20.59%

+1.95%

Ulcer Index

Depth and duration of drawdowns from previous peaks

8.26%

10.17%

-1.91%

Volatility

DE vs. HD - Volatility Comparison

Deere & Company (DE) and The Home Depot, Inc. (HD) have volatilities of 7.08% and 7.23%, 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


DEHDDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.08%

7.23%

-0.15%

Volatility (6M)

Calculated over the trailing 6-month period

21.52%

16.87%

+4.65%

Volatility (1Y)

Calculated over the trailing 1-year period

30.15%

23.38%

+6.77%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

28.87%

23.75%

+5.12%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

30.21%

24.61%

+5.60%

Financials

DE vs. HD - Financials Comparison

This section allows you to compare key financial metrics between Deere & Company 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


10.00B20.00B30.00B40.00B50.00B20222023202420252026
12.09B
38.20B
(DE) Total Revenue
(HD) Total Revenue
Values in USD except per share items

DE vs. HD - Profitability Comparison

The chart below illustrates the profitability comparison between Deere & Company 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

28.0%30.0%32.0%34.0%36.0%38.0%40.0%20222023202420252026
32.6%
32.6%
Portfolio components
DE - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Apr 2026, Deere & Company reported a gross profit of 3.94B and revenue of 12.09B. Therefore, the gross margin over that period was 32.6%.

HD - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Apr 2026, The Home Depot, Inc. reported a gross profit of 12.47B and revenue of 38.20B. Therefore, the gross margin over that period was 32.6%.

DE - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Apr 2026, Deere & Company reported an operating income of 1.90B and revenue of 12.09B, resulting in an operating margin of 15.7%.

HD - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Apr 2026, The Home Depot, Inc. reported an operating income of 3.85B and revenue of 38.20B, resulting in an operating margin of 10.1%.

DE - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Apr 2026, Deere & Company reported a net income of 1.07B and revenue of 12.09B, resulting in a net margin of 8.8%.

HD - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Apr 2026, The Home Depot, Inc. reported a net income of 2.57B and revenue of 38.20B, resulting in a net margin of 6.7%.