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

Correlation

The correlation between HD and BLDR is 0.44, 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

HD vs. BLDR - Performance Comparison

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

800.00%1,000.00%1,200.00%1,400.00%1,600.00%SeptemberOctoberNovemberDecember2025February
1,515.49%
882.53%
HD
BLDR

Key characteristics

Sharpe Ratio

HD:

0.39

BLDR:

-0.65

Sortino Ratio

HD:

0.69

BLDR:

-0.70

Omega Ratio

HD:

1.08

BLDR:

0.91

Calmar Ratio

HD:

0.46

BLDR:

-0.75

Martin Ratio

HD:

0.93

BLDR:

-1.32

Ulcer Index

HD:

8.80%

BLDR:

21.19%

Daily Std Dev

HD:

21.10%

BLDR:

43.57%

Max Drawdown

HD:

-70.47%

BLDR:

-96.78%

Current Drawdown

HD:

-8.06%

BLDR:

-34.17%

Fundamentals

Market Cap

HD:

$387.68B

BLDR:

$15.81B

EPS

HD:

$14.91

BLDR:

$9.06

PE Ratio

HD:

26.18

BLDR:

15.36

PEG Ratio

HD:

5.26

BLDR:

0.81

Total Revenue (TTM)

HD:

$159.51B

BLDR:

$16.40B

Gross Profit (TTM)

HD:

$52.62B

BLDR:

$5.38B

EBITDA (TTM)

HD:

$24.95B

BLDR:

$2.02B

Returns By Period

In the year-to-date period, HD achieves a 1.96% return, which is significantly higher than BLDR's -2.76% return. Over the past 10 years, HD has underperformed BLDR with an annualized return of 15.82%, while BLDR has yielded a comparatively higher 37.15% annualized return.


HD

YTD

1.96%

1M

-3.73%

6M

8.19%

1Y

5.69%

5Y*

14.50%

10Y*

15.82%

BLDR

YTD

-2.76%

1M

-16.91%

6M

-20.12%

1Y

-30.50%

5Y*

42.62%

10Y*

37.15%

*Annualized

Compare stocks, funds, or ETFs

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Risk-Adjusted Performance

HD vs. BLDR — Risk-Adjusted Performance Rank

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

HD
The Risk-Adjusted Performance Rank of HD is 5959
Overall Rank
The Sharpe Ratio Rank of HD is 6363
Sharpe Ratio Rank
The Sortino Ratio Rank of HD is 5353
Sortino Ratio Rank
The Omega Ratio Rank of HD is 5050
Omega Ratio Rank
The Calmar Ratio Rank of HD is 6868
Calmar Ratio Rank
The Martin Ratio Rank of HD is 5959
Martin Ratio Rank

BLDR
The Risk-Adjusted Performance Rank of BLDR is 1414
Overall Rank
The Sharpe Ratio Rank of BLDR is 1515
Sharpe Ratio Rank
The Sortino Ratio Rank of BLDR is 1717
Sortino Ratio Rank
The Omega Ratio Rank of BLDR is 1717
Omega Ratio Rank
The Calmar Ratio Rank of BLDR is 77
Calmar Ratio Rank
The Martin Ratio Rank of BLDR is 1212
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.

HD vs. BLDR - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for The Home Depot, Inc. (HD) and Builders FirstSource, Inc. (BLDR). 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 HD, currently valued at 0.39, compared to the broader market-3.00-2.00-1.000.001.002.003.000.39-0.65
The chart of Sortino ratio for HD, currently valued at 0.69, compared to the broader market-4.00-2.000.002.004.000.69-0.70
The chart of Omega ratio for HD, currently valued at 1.08, compared to the broader market0.501.001.502.001.080.91
The chart of Calmar ratio for HD, currently valued at 0.46, compared to the broader market0.001.002.003.004.005.006.000.46-0.75
The chart of Martin ratio for HD, currently valued at 0.93, compared to the broader market-5.000.005.0010.0015.0020.0025.000.93-1.32
HD
BLDR

The current HD Sharpe Ratio is 0.39, which is higher than the BLDR Sharpe Ratio of -0.65. The chart below compares the historical Sharpe Ratios of HD and BLDR, 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-1.00-0.500.000.501.001.502.002.50SeptemberOctoberNovemberDecember2025February
0.39
-0.65
HD
BLDR

Dividends

HD vs. BLDR - Dividend Comparison

HD's dividend yield for the trailing twelve months is around 2.27%, while BLDR has not paid dividends to shareholders.


TTM20242023202220212020201920182017201620152014
HD
The Home Depot, Inc.
2.27%2.31%2.41%2.41%1.59%2.26%2.49%2.40%1.88%2.06%1.78%1.79%
BLDR
Builders FirstSource, Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

HD vs. BLDR - Drawdown Comparison

The maximum HD drawdown since its inception was -70.47%, smaller than the maximum BLDR drawdown of -96.78%. Use the drawdown chart below to compare losses from any high point for HD and BLDR. For additional features, visit the drawdowns tool.


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%SeptemberOctoberNovemberDecember2025February
-8.06%
-34.17%
HD
BLDR

Volatility

HD vs. BLDR - Volatility Comparison

The current volatility for The Home Depot, Inc. (HD) is 6.26%, while Builders FirstSource, Inc. (BLDR) has a volatility of 9.82%. This indicates that HD experiences smaller price fluctuations and is considered to be less risky than BLDR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


4.00%6.00%8.00%10.00%12.00%14.00%SeptemberOctoberNovemberDecember2025February
6.26%
9.82%
HD
BLDR

Financials

HD vs. BLDR - Financials Comparison

This section allows you to compare key financial metrics between The Home Depot, Inc. and Builders FirstSource, 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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