HD vs. BCD
HD (The Home Depot, Inc.) is a stock, while BCD (abrdn Bloomberg All Commodity Longer Dated Strategy K-1 Free ETF) is Commodities fund actively managed by Aberdeen. Over the past 5 years, HD returned 4.16%/yr vs 10.91%/yr for BCD. At a 0.10 correlation, their price movements are largely independent.
Performance
HD vs. BCD - Performance Comparison
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Returns By Period
In the year-to-date period, HD achieves a 2.58% return, which is significantly lower than BCD's 15.08% return.
HD
- 1D
- 1.93%
- 1M
- 3.24%
- 6M
- -6.91%
- YTD
- 2.58%
- 1Y
- -0.04%
- 3Y*
- 5.91%
- 5Y*
- 4.16%
- 10Y*
- 12.51%
BCD
- 1D
- -0.95%
- 1M
- 0.68%
- 6M
- 10.82%
- YTD
- 15.08%
- 1Y
- 23.43%
- 3Y*
- 11.38%
- 5Y*
- 10.91%
- 10Y*
- —
HD vs. BCD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
HD The Home Depot, Inc. | 2.58% | -9.33% | 15.00% | 12.77% | -21.98% | 59.51% | 24.50% | 30.56% | -7.30% | 31.15% |
BCD abrdn Bloomberg All Commodity Longer Dated Strategy K-1 Free ETF | 15.08% | 15.71% | 6.20% | -7.58% | 18.38% | 31.87% | 4.76% | 7.34% | -8.65% | 3.83% |
Correlation
The correlation between HD and BCD is -0.14, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.14 |
Correlation (3Y) Calculated over the trailing 3-year period | -0.01 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.06 |
Correlation (All Time) Calculated using the full available price history since Mar 31, 2017 | 0.10 |
The correlation between HD and BCD shifts across timeframes, from -0.14 (1 year) to 0.10 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
HD vs. BCD — Risk / Return Rank
HD
BCD
HD vs. BCD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for The Home Depot, Inc. (HD) and abrdn Bloomberg All Commodity Longer Dated Strategy K-1 Free ETF (BCD). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| HD | BCD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.67 | ||
| Sortino ratioReturn per unit of downside risk | -2.06 | ||
| Omega ratioGain probability vs. loss probability | 1.02 | 1.30 | -0.28 |
| Calmar ratioReturn relative to maximum drawdown | -0.00 | 1.85 | -1.85 |
| Martin ratioReturn relative to average drawdown | -0.00 | 6.23 | -6.24 |
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Drawdowns
HD vs. BCD - Drawdown Comparison
The maximum HD drawdown since its inception was -70.46%, which is greater than BCD's maximum drawdown of -29.81%. Use the drawdown chart below to compare losses from any high point for HD and BCD.
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Drawdown Indicators
| HD | BCD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -70.46% | -29.81% | -40.65% |
Max Drawdown (1Y)Largest decline over 1 year | -28.81% | -12.70% | -16.11% |
Max Drawdown (3Y)Largest decline over 3 years | -28.84% | -12.70% | -16.14% |
Max Drawdown (5Y)Largest decline over 5 years | -34.73% | -23.03% | -11.70% |
Max Drawdown (10Y)Largest decline over 10 years | -37.99% | — | — |
Current DrawdownCurrent decline from peak | -16.13% | -7.89% | -8.24% |
Average DrawdownAverage peak-to-trough decline | -20.59% | -9.84% | -10.75% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 15.26% | 3.77% | +11.49% |
Volatility
HD vs. BCD - Volatility Comparison
The Home Depot, Inc. (HD) has a higher volatility of 9.33% compared to abrdn Bloomberg All Commodity Longer Dated Strategy K-1 Free ETF (BCD) at 4.34%. This indicates that HD's price experiences larger fluctuations and is considered to be riskier than BCD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| HD | BCD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.33% | 4.34% | +4.99% |
Volatility (6M)Calculated over the trailing 6-month period | 18.97% | 11.99% | +6.98% |
Volatility (1Y)Calculated over the trailing 1-year period | 24.84% | 14.15% | +10.69% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 24.40% | 15.40% | +9.00% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 24.96% | 13.91% | +11.05% |
Dividends
HD vs. BCD - Dividend Comparison
HD's dividend yield for the trailing twelve months is around 2.66%, less than BCD's 14.96% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BCD abrdn Bloomberg All Commodity Longer Dated Strategy K-1 Free ETF | 14.96% | 17.21% | 3.60% | 4.51% | 5.21% | 8.30% | 1.29% | 1.55% | 1.59% | 0.07% | 0.00% | 0.00% |
HD The Home Depot, Inc. | 2.66% | 2.67% | 2.31% | 2.41% | 2.41% | 1.59% | 2.26% | 2.49% | 2.40% | 1.88% | 2.06% | 1.78% |
Frequently Asked Questions
HD and BCD have a correlation of -0.14, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
HD has higher volatility (9.33%) compared to BCD (4.34%). In terms of maximum drawdown, HD dropped -70.46% vs BCD's -29.81%.
BCD currently has the higher Sharpe Ratio (1.66 vs -0.00), 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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