HCXY vs. HD
HCXY (Hercules Capital, Inc.) and HD (The Home Depot, Inc.) are both stocks. Over the past 5 years, HCXY returned 4.68%/yr vs 2.50%/yr for HD. At a 0.09 correlation, their price movements are largely independent.
Performance
HCXY vs. HD - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, HCXY achieves a 0.99% return, which is significantly higher than HD's -8.44% return.
HCXY
- 1D
- 0.00%
- 1M
- 0.36%
- YTD
- 0.99%
- 6M
- 1.74%
- 1Y
- 7.47%
- 3Y*
- 8.01%
- 5Y*
- 4.68%
- 10Y*
- —
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%
HCXY vs. HD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
HCXY Hercules Capital, Inc. | 0.99% | 7.78% | 6.10% | 9.52% | -1.82% | 5.48% | 8.24% | 20.03% | -2.27% |
HD The Home Depot, Inc. | -8.44% | -9.33% | 15.00% | 12.77% | -21.98% | 59.51% | 24.50% | 30.56% | -16.43% |
Correlation
The correlation between HCXY and HD is 0.00, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.00 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.04 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.09 |
Correlation (All Time) Calculated using the full available price history since Sep 28, 2018 | 0.09 |
Fundamentals
HCXY:
$4.91B
HD:
$311.72B
HCXY:
$1.50
HD:
$14.08
HCXY:
16.66
HD:
22.23
HCXY:
9.70
HD:
1.87
HCXY:
2.21
HD:
22.47
HCXY:
$495.86M
HD:
$166.59B
HCXY:
$531.61M
HD:
$55.19B
HCXY:
$398.04M
HD:
$23.12B
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
HCXY vs. HD — Risk / Return Rank
HCXY
HD
HCXY vs. HD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Hercules Capital, Inc. (HCXY) 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.
| HCXY | HD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.54 | ||
| Sortino ratioReturn per unit of downside risk | +2.18 | ||
| Omega ratioGain probability vs. loss probability | 1.19 | 0.92 | +0.27 |
| Calmar ratioReturn relative to maximum drawdown | 2.34 | -0.49 | +2.83 |
| Martin ratioReturn relative to average drawdown | 6.03 | -1.01 | +7.04 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| HCXY | HD | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.94 | -0.60 | +1.54 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.35 | 0.10 | +0.25 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.47 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.39 | 0.68 | -0.29 |
Drawdowns
HCXY vs. HD - Drawdown Comparison
The maximum HCXY drawdown since its inception was -34.76%, smaller than the maximum HD drawdown of -70.46%. Use the drawdown chart below to compare losses from any high point for HCXY and HD.
Loading charts...
Drawdown Indicators
| HCXY | HD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -34.76% | -70.46% | +35.70% |
Max Drawdown (1Y)Largest decline over 1 year | -3.20% | -28.81% | +25.61% |
Max Drawdown (3Y)Largest decline over 3 years | -7.43% | -28.84% | +21.41% |
Max Drawdown (5Y)Largest decline over 5 years | -15.23% | -34.73% | +19.50% |
Max Drawdown (10Y)Largest decline over 10 years | — | -37.99% | — |
Current DrawdownCurrent decline from peak | -1.00% | -25.14% | +24.14% |
Average DrawdownAverage peak-to-trough decline | -2.70% | -20.60% | +17.90% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.24% | 13.82% | -12.58% |
Volatility
HCXY vs. HD - Volatility Comparison
The current volatility for Hercules Capital, Inc. (HCXY) is 2.05%, while The Home Depot, Inc. (HD) has a volatility of 7.10%. This indicates that HCXY 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.
Loading charts...
Volatility by Period
| HCXY | HD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.05% | 7.10% | -5.05% |
Volatility (6M)Calculated over the trailing 6-month period | 4.99% | 17.70% | -12.71% |
Volatility (1Y)Calculated over the trailing 1-year period | 7.98% | 23.46% | -15.48% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.31% | 24.05% | -10.74% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.45% | 24.82% | -7.37% |
Dividends
HCXY vs. HD - Dividend Comparison
HCXY's dividend yield for the trailing twelve months is around 6.26%, more than HD's 2.95% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
HCXY Hercules Capital, Inc. | 6.26% | 6.13% | 6.21% | 6.19% | 6.35% | 5.86% | 5.83% | 5.93% | 0.67% | 0.00% | 0.00% | 0.00% |
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
HCXY vs. HD - Financials Comparison
This section allows you to compare key financial metrics between Hercules Capital, 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
HCXY vs. HD - Profitability Comparison
HCXY - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Hercules Capital, Inc. reported a gross profit of 106.20M and revenue of 123.49M. Therefore, the gross margin over that period was 86.0%.
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%.
HCXY - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Hercules Capital, Inc. reported an operating income of 65.43M and revenue of 123.49M, resulting in an operating margin of 53.0%.
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%.
HCXY - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Hercules Capital, Inc. reported a net income of 0.00 and revenue of 123.49M, resulting in a net margin of 0.0%.
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
HCXY and HD have a correlation of 0.00, 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 HCXY (2.05%). In terms of maximum drawdown, HCXY dropped -34.76% vs HD's -70.46%.
HCXY currently has the higher Sharpe Ratio (0.94 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.
Find the right allocation for HCXY and HD
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer