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GPC vs. HD
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between GPC and HD is 0.56, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.0
Correlation: 0.6

Performance

GPC vs. HD - Performance Comparison

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

0.00%50,000.00%100,000.00%150,000.00%200,000.00%250,000.00%NovemberDecember2025FebruaryMarchApril
4,232.36%
214,405.10%
GPC
HD

Key characteristics

Sharpe Ratio

GPC:

-0.80

HD:

0.35

Sortino Ratio

GPC:

-0.92

HD:

0.66

Omega Ratio

GPC:

0.86

HD:

1.08

Calmar Ratio

GPC:

-0.66

HD:

0.37

Martin Ratio

GPC:

-1.36

HD:

1.05

Ulcer Index

GPC:

19.41%

HD:

7.69%

Daily Std Dev

GPC:

32.86%

HD:

23.09%

Max Drawdown

GPC:

-54.89%

HD:

-70.47%

Current Drawdown

GPC:

-33.70%

HD:

-16.58%

Fundamentals

Market Cap

GPC:

$16.25B

HD:

$357.46B

EPS

GPC:

$6.09

HD:

$14.91

PE Ratio

GPC:

19.15

HD:

23.98

PEG Ratio

GPC:

1.35

HD:

4.14

PS Ratio

GPC:

0.69

HD:

2.24

PB Ratio

GPC:

3.64

HD:

53.53

Total Revenue (TTM)

GPC:

$23.57B

HD:

$159.51B

Gross Profit (TTM)

GPC:

$8.52B

HD:

$52.62B

EBITDA (TTM)

GPC:

$1.65B

HD:

$24.95B

Returns By Period

In the year-to-date period, GPC achieves a 0.72% return, which is significantly higher than HD's -7.49% return. Over the past 10 years, GPC has underperformed HD with an annualized return of 5.51%, while HD has yielded a comparatively higher 15.37% annualized return.


GPC

YTD

0.72%

1M

-3.24%

6M

3.78%

1Y

-24.81%

5Y*

11.62%

10Y*

5.51%

HD

YTD

-7.49%

1M

-1.42%

6M

-9.32%

1Y

9.37%

5Y*

13.16%

10Y*

15.37%

*Annualized

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Risk-Adjusted Performance

GPC vs. HD — Risk-Adjusted Performance Rank

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

GPC
The Risk-Adjusted Performance Rank of GPC is 1212
Overall Rank
The Sharpe Ratio Rank of GPC is 1010
Sharpe Ratio Rank
The Sortino Ratio Rank of GPC is 1515
Sortino Ratio Rank
The Omega Ratio Rank of GPC is 1212
Omega Ratio Rank
The Calmar Ratio Rank of GPC is 1111
Calmar Ratio Rank
The Martin Ratio Rank of GPC is 1313
Martin Ratio Rank

HD
The Risk-Adjusted Performance Rank of HD is 6262
Overall Rank
The Sharpe Ratio Rank of HD is 6666
Sharpe Ratio Rank
The Sortino Ratio Rank of HD is 5757
Sortino Ratio Rank
The Omega Ratio Rank of HD is 5454
Omega Ratio Rank
The Calmar Ratio Rank of HD is 6969
Calmar Ratio Rank
The Martin Ratio Rank of HD is 6565
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

GPC vs. HD - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Genuine Parts Company (GPC) 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.


The chart of Sharpe ratio for GPC, currently valued at -0.80, compared to the broader market-2.00-1.000.001.002.003.00
GPC: -0.80
HD: 0.35
The chart of Sortino ratio for GPC, currently valued at -0.92, compared to the broader market-6.00-4.00-2.000.002.004.00
GPC: -0.92
HD: 0.66
The chart of Omega ratio for GPC, currently valued at 0.86, compared to the broader market0.501.001.502.00
GPC: 0.86
HD: 1.08
The chart of Calmar ratio for GPC, currently valued at -0.66, compared to the broader market0.001.002.003.004.005.00
GPC: -0.66
HD: 0.37
The chart of Martin ratio for GPC, currently valued at -1.36, compared to the broader market-5.000.005.0010.0015.0020.00
GPC: -1.36
HD: 1.05

The current GPC Sharpe Ratio is -0.80, which is lower than the HD Sharpe Ratio of 0.35. The chart below compares the historical Sharpe Ratios of GPC 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.


Rolling 12-month Sharpe Ratio-1.00-0.500.000.501.001.502.002.50NovemberDecember2025FebruaryMarchApril
-0.80
0.35
GPC
HD

Dividends

GPC vs. HD - Dividend Comparison

GPC's dividend yield for the trailing twelve months is around 3.46%, more than HD's 2.53% yield.


TTM20242023202220212020201920182017201620152014
GPC
Genuine Parts Company
3.46%3.43%2.74%2.06%2.33%3.15%2.87%3.00%2.84%2.75%2.86%2.16%
HD
The Home Depot, Inc.
2.53%2.31%2.41%2.41%1.59%2.26%2.49%2.40%1.88%2.06%1.78%1.79%

Drawdowns

GPC vs. HD - Drawdown Comparison

The maximum GPC drawdown since its inception was -54.89%, smaller than the maximum HD drawdown of -70.47%. Use the drawdown chart below to compare losses from any high point for GPC and HD. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%NovemberDecember2025FebruaryMarchApril
-33.70%
-16.58%
GPC
HD

Volatility

GPC vs. HD - Volatility Comparison

Genuine Parts Company (GPC) has a higher volatility of 12.58% compared to The Home Depot, Inc. (HD) at 10.35%. This indicates that GPC'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.


5.00%10.00%15.00%20.00%25.00%NovemberDecember2025FebruaryMarchApril
12.58%
10.35%
GPC
HD

Financials

GPC vs. HD - Financials Comparison

This section allows you to compare key financial metrics between Genuine Parts 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


Values in USD except per share items