EG vs. HD
EG (Everest Group Ltd) and HD (The Home Depot, Inc.) are both stocks. EG operates in Insurance - Reinsurance (Financial Services), while HD operates in Home Improvement Retail (Consumer Cyclical). Over the past 10 years, EG returned 8.37%/yr vs 11.62%/yr for HD. At a 0.29 correlation, their price movements are largely independent.
Performance
EG vs. HD - Performance Comparison
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Returns By Period
In the year-to-date period, EG achieves a -5.67% return, which is significantly higher than HD's -8.44% return. Over the past 10 years, EG has underperformed HD with an annualized return of 8.37%, while HD has yielded a comparatively higher 11.62% annualized return.
EG
- 1D
- -0.83%
- 1M
- -8.46%
- YTD
- -5.67%
- 6M
- 1.93%
- 1Y
- -7.74%
- 3Y*
- -0.56%
- 5Y*
- 6.33%
- 10Y*
- 8.37%
HD
- 1D
- 0.47%
- 1M
- 0.18%
- YTD
- -8.44%
- 6M
- -11.40%
- 1Y
- -13.99%
- 3Y*
- 4.24%
- 5Y*
- 2.50%
- 10Y*
- 11.62%
EG vs. HD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
EG Everest Group Ltd | -5.67% | -4.14% | 4.59% | 8.69% | 23.74% | 19.80% | -13.03% | 30.17% | 0.73% | 4.43% |
HD The Home Depot, Inc. | -8.44% | -9.33% | 15.00% | 12.77% | -21.98% | 59.51% | 24.50% | 30.56% | -7.30% | 44.61% |
Correlation
The correlation between EG and HD is 0.24, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.24 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.22 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.24 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.25 |
Correlation (All Time) Calculated using the full available price history since Oct 4, 1995 | 0.29 |
Fundamentals
EG:
$64.82
HD:
$14.08
EG:
4.91
HD:
22.23
EG:
0.58
HD:
1.87
EG:
$17.15B
HD:
$166.59B
EG:
$3.03B
HD:
$55.19B
EG:
$1.78B
HD:
$23.12B
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Return for Risk
EG vs. HD — Risk / Return Rank
EG
HD
EG vs. HD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Everest Group Ltd (EG) 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.
| EG | HD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.26 | ||
| Sortino ratioReturn per unit of downside risk | +0.46 | ||
| Omega ratioGain probability vs. loss probability | 0.96 | 0.92 | +0.04 |
| Calmar ratioReturn relative to maximum drawdown | -0.47 | -0.49 | +0.01 |
| Martin ratioReturn relative to average drawdown | -1.03 | -1.01 | -0.02 |
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
| EG | HD | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.34 | -0.60 | +0.26 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.25 | 0.10 | +0.14 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.31 | 0.47 | -0.16 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.38 | 0.68 | -0.30 |
Drawdowns
EG vs. HD - Drawdown Comparison
The maximum EG drawdown since its inception was -52.97%, smaller than the maximum HD drawdown of -70.46%. Use the drawdown chart below to compare losses from any high point for EG and HD.
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Drawdown Indicators
| EG | HD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -52.97% | -70.46% | +17.49% |
Max Drawdown (1Y)Largest decline over 1 year | -16.43% | -28.81% | +12.38% |
Max Drawdown (3Y)Largest decline over 3 years | -23.39% | -28.84% | +5.45% |
Max Drawdown (5Y)Largest decline over 5 years | -23.39% | -34.73% | +11.34% |
Max Drawdown (10Y)Largest decline over 10 years | -44.21% | -37.99% | -6.22% |
Current DrawdownCurrent decline from peak | -19.06% | -25.14% | +6.08% |
Average DrawdownAverage peak-to-trough decline | -12.14% | -20.60% | +8.46% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 7.67% | 13.82% | -6.15% |
Volatility
EG vs. HD - Volatility Comparison
The current volatility for Everest Group Ltd (EG) is 5.43%, while The Home Depot, Inc. (HD) has a volatility of 7.10%. This indicates that EG 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
| EG | HD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.43% | 7.10% | -1.67% |
Volatility (6M)Calculated over the trailing 6-month period | 14.11% | 17.70% | -3.59% |
Volatility (1Y)Calculated over the trailing 1-year period | 23.08% | 23.46% | -0.38% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 25.77% | 24.05% | +1.72% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 27.23% | 24.82% | +2.41% |
Dividends
EG vs. HD - Dividend Comparison
EG's dividend yield for the trailing twelve months is around 1.89%, less than HD's 2.95% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EG Everest Group Ltd | 1.89% | 2.36% | 2.14% | 1.92% | 1.96% | 2.26% | 2.65% | 2.08% | 2.43% | 2.28% | 2.17% | 2.18% |
HD The Home Depot, Inc. | 2.95% | 2.67% | 2.31% | 2.41% | 2.41% | 1.59% | 2.26% | 2.49% | 2.40% | 1.88% | 2.06% | 1.78% |
Financials
EG vs. HD - Financials Comparison
This section allows you to compare key financial metrics between Everest Group Ltd 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
EG vs. HD - Profitability Comparison
EG - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Everest Group Ltd reported a gross profit of 0.00 and revenue of 4.07B. 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%.
EG - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Everest Group Ltd reported an operating income of 0.00 and revenue of 4.07B, resulting in an operating margin of 0.0%.
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%.
EG - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Everest Group Ltd reported a net income of 653.00M and revenue of 4.07B, resulting in a net margin of 16.1%.
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
EG and HD have a correlation of 0.24, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
HD has higher volatility (7.10%) compared to EG (5.43%). In terms of maximum drawdown, EG dropped -52.97% vs HD's -70.46%.
EG currently has the higher Sharpe Ratio (-0.34 vs -0.60), 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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