DKS vs. HD
DKS (DICK'S Sporting Goods, Inc.) and HD (The Home Depot, Inc.) are both stocks. Both are in the Consumer Cyclical sector — DKS in Specialty Retail, HD in Home Improvement Retail. Over the past 10 years, DKS returned 20.96%/yr vs 11.84%/yr for HD. At a 0.46 correlation, their price movements are largely independent.
Performance
DKS vs. HD - Performance Comparison
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Returns By Period
In the year-to-date period, DKS achieves a 8.49% return, which is significantly higher than HD's -8.71% return. Over the past 10 years, DKS has outperformed HD with an annualized return of 20.96%, while HD has yielded a comparatively lower 11.84% annualized return.
DKS
- 1D
- -0.67%
- 1M
- -5.50%
- YTD
- 8.49%
- 6M
- -1.76%
- 1Y
- 20.92%
- 3Y*
- 19.17%
- 5Y*
- 20.14%
- 10Y*
- 20.96%
HD
- 1D
- -0.34%
- 1M
- -1.71%
- YTD
- -8.71%
- 6M
- -10.23%
- 1Y
- -13.44%
- 3Y*
- 3.97%
- 5Y*
- 2.68%
- 10Y*
- 11.84%
DKS vs. HD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DKS DICK'S Sporting Goods, Inc. | 8.49% | -11.45% | 58.91% | 25.94% | 6.61% | 116.67% | 17.94% | 63.22% | 11.35% | -44.79% |
HD The Home Depot, Inc. | -8.71% | -9.33% | 15.00% | 12.77% | -21.98% | 59.51% | 24.50% | 30.56% | -7.30% | 44.61% |
Correlation
The correlation between DKS and HD is 0.38, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.38 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.46 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.49 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.44 |
Correlation (All Time) Calculated using the full available price history since Oct 16, 2002 | 0.46 |
The correlation between DKS and HD shifts across timeframes, from 0.38 (1 year) to 0.49 (5 years), reflecting how their relationship changes across market environments.
Fundamentals
DKS:
$19.29B
HD:
$308.47B
DKS:
$3.67K
HD:
$14.08
DKS:
0.06
HD:
22.00
DKS:
0.00
HD:
1.85
DKS:
0.00
HD:
22.23
DKS:
$5.18T
HD:
$166.59B
DKS:
$1.69T
HD:
$55.19B
DKS:
$451.62B
HD:
$23.12B
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Return for Risk
DKS vs. HD — Risk / Return Rank
DKS
HD
DKS vs. HD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for DICK'S Sporting Goods, Inc. (DKS) 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.
| DKS | HD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.17 | ||
| Sortino ratioReturn per unit of downside risk | +1.84 | ||
| Omega ratioGain probability vs. loss probability | 1.13 | 0.92 | +0.20 |
| Calmar ratioReturn relative to maximum drawdown | 1.08 | -0.47 | +1.55 |
| Martin ratioReturn relative to average drawdown | 2.51 | -0.96 | +3.47 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| DKS | HD | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.59 | -0.58 | +1.17 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.47 | 0.11 | +0.35 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.46 | 0.48 | -0.01 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.51 | 0.68 | -0.17 |
Drawdowns
DKS vs. HD - Drawdown Comparison
The maximum DKS drawdown since its inception was -73.33%, roughly equal to the maximum HD drawdown of -70.46%. Use the drawdown chart below to compare losses from any high point for DKS and HD.
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Drawdown Indicators
| DKS | HD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -73.33% | -70.46% | -2.87% |
Max Drawdown (1Y)Largest decline over 1 year | -19.37% | -28.81% | +9.44% |
Max Drawdown (3Y)Largest decline over 3 years | -32.73% | -28.84% | -3.89% |
Max Drawdown (5Y)Largest decline over 5 years | -48.79% | -34.73% | -14.06% |
Max Drawdown (10Y)Largest decline over 10 years | -70.82% | -37.99% | -32.83% |
Current DrawdownCurrent decline from peak | -12.08% | -25.37% | +13.29% |
Average DrawdownAverage peak-to-trough decline | -17.97% | -20.60% | +2.63% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 8.35% | 14.08% | -5.73% |
Volatility
DKS vs. HD - Volatility Comparison
DICK'S Sporting Goods, Inc. (DKS) has a higher volatility of 13.36% compared to The Home Depot, Inc. (HD) at 6.57%. This indicates that DKS'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
| DKS | HD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 13.36% | 6.57% | +6.79% |
Volatility (6M)Calculated over the trailing 6-month period | 24.84% | 17.61% | +7.23% |
Volatility (1Y)Calculated over the trailing 1-year period | 35.64% | 23.46% | +12.18% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 43.51% | 24.05% | +19.46% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 45.34% | 24.81% | +20.53% |
Dividends
DKS vs. HD - Dividend Comparison
DKS's dividend yield for the trailing twelve months is around 2.29%, less than HD's 2.99% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DKS DICK'S Sporting Goods, Inc. | 2.29% | 2.45% | 1.92% | 2.72% | 1.62% | 6.17% | 2.22% | 2.22% | 2.88% | 2.37% | 1.14% | 1.56% |
HD The Home Depot, Inc. | 2.99% | 2.67% | 2.31% | 2.41% | 2.41% | 1.59% | 2.26% | 2.49% | 2.40% | 1.88% | 2.06% | 1.78% |
Financials
DKS vs. HD - Financials Comparison
This section allows you to compare key financial metrics between DICK'S Sporting Goods, 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
DKS vs. HD - Profitability Comparison
DKS - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, DICK'S Sporting Goods, Inc. reported a gross profit of 1.68T and revenue of 5.16T. 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 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%.
DKS - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, DICK'S Sporting Goods, Inc. reported an operating income of 450.65B and revenue of 5.16T, resulting in an operating margin of 8.7%.
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%.
DKS - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, DICK'S Sporting Goods, Inc. reported a net income of 319.82B and revenue of 5.16T, resulting in a net margin of 6.2%.
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
DKS and HD have a correlation of 0.38, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
DKS has higher volatility (13.36%) compared to HD (6.57%). In terms of maximum drawdown, DKS dropped -73.33% vs HD's -70.46%.
DKS currently has the higher Sharpe Ratio (0.59 vs -0.58), 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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