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

Correlation

The correlation between GPC and HD is 0.40, 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.


-0.50.00.51.00.4

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.

-20.00%-10.00%0.00%10.00%20.00%JulyAugustSeptemberOctoberNovemberDecember
-16.90%
11.60%
GPC
HD

Key characteristics

Sharpe Ratio

GPC:

-0.41

HD:

0.75

Sortino Ratio

GPC:

-0.34

HD:

1.15

Omega Ratio

GPC:

0.94

HD:

1.14

Calmar Ratio

GPC:

-0.35

HD:

0.87

Martin Ratio

GPC:

-0.94

HD:

1.86

Ulcer Index

GPC:

13.81%

HD:

8.25%

Daily Std Dev

GPC:

31.64%

HD:

20.45%

Max Drawdown

GPC:

-54.89%

HD:

-70.47%

Current Drawdown

GPC:

-34.76%

HD:

-8.99%

Fundamentals

Market Cap

GPC:

$16.47B

HD:

$407.98B

EPS

GPC:

$7.76

HD:

$14.74

PE Ratio

GPC:

15.27

HD:

27.86

PEG Ratio

GPC:

4.76

HD:

5.30

Total Revenue (TTM)

GPC:

$23.30B

HD:

$154.60B

Gross Profit (TTM)

GPC:

$8.30B

HD:

$51.10B

EBITDA (TTM)

GPC:

$1.89B

HD:

$24.59B

Returns By Period

In the year-to-date period, GPC achieves a -13.99% return, which is significantly lower than HD's 16.06% return. Over the past 10 years, GPC has underperformed HD with an annualized return of 3.62%, while HD has yielded a comparatively higher 16.97% annualized return.


GPC

YTD

-13.99%

1M

-3.39%

6M

-16.90%

1Y

-13.97%

5Y*

4.66%

10Y*

3.62%

HD

YTD

16.06%

1M

-1.33%

6M

11.60%

1Y

15.26%

5Y*

14.92%

10Y*

16.97%

Compare stocks, funds, or ETFs

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Risk-Adjusted Performance

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.


Sharpe ratio
The chart of Sharpe ratio for GPC, currently valued at -0.41, compared to the broader market-4.00-2.000.002.00-0.410.75
The chart of Sortino ratio for GPC, currently valued at -0.34, compared to the broader market-4.00-2.000.002.004.00-0.341.15
The chart of Omega ratio for GPC, currently valued at 0.94, compared to the broader market0.501.001.502.000.941.14
The chart of Calmar ratio for GPC, currently valued at -0.35, compared to the broader market0.002.004.006.00-0.350.87
The chart of Martin ratio for GPC, currently valued at -0.94, compared to the broader market-5.000.005.0010.0015.0020.0025.00-0.941.86
GPC
HD

The current GPC Sharpe Ratio is -0.41, which is lower than the HD Sharpe Ratio of 0.75. 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-1.00-0.500.000.501.001.502.002.50JulyAugustSeptemberOctoberNovemberDecember
-0.41
0.75
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 2.29% yield.


TTM20232022202120202019201820172016201520142013
GPC
Genuine Parts Company
3.46%2.74%2.06%2.33%3.15%2.87%3.00%2.84%2.75%2.86%2.16%2.58%
HD
The Home Depot, Inc.
2.29%2.41%2.41%1.59%2.26%2.49%2.40%1.88%2.06%1.78%1.79%1.89%

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%JulyAugustSeptemberOctoberNovemberDecember
-34.76%
-8.99%
GPC
HD

Volatility

GPC vs. HD - Volatility Comparison

Genuine Parts Company (GPC) and The Home Depot, Inc. (HD) have volatilities of 6.88% and 7.18%, 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.


5.00%10.00%15.00%20.00%25.00%JulyAugustSeptemberOctoberNovemberDecember
6.88%
7.18%
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
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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