HD vs. BOXX
HD (The Home Depot, Inc.) is a stock, while BOXX (Alpha Architect 1-3 Month Box ETF) is Ultrashort Bond fund tracking the Solactive 1-3 Month US T-Bill Index. Over the past 3 years, HD returned 7.14%/yr vs 4.71%/yr for BOXX. At a 0.03 correlation, their price movements are largely independent.
Performance
HD vs. BOXX - Performance Comparison
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Returns By Period
In the year-to-date period, HD achieves a 1.06% return, which is significantly lower than BOXX's 1.71% return.
HD
- 1D
- 5.67%
- 1M
- 10.34%
- YTD
- 1.06%
- 6M
- 0.12%
- 1Y
- -2.34%
- 3Y*
- 7.14%
- 5Y*
- 4.36%
- 10Y*
- 13.20%
BOXX
- 1D
- 0.01%
- 1M
- 0.17%
- YTD
- 1.71%
- 6M
- 1.83%
- 1Y
- 3.96%
- 3Y*
- 4.71%
- 5Y*
- —
- 10Y*
- —
HD vs. BOXX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
HD The Home Depot, Inc. | 1.06% | -9.33% | 15.00% | 12.77% | -1.15% |
BOXX Alpha Architect 1-3 Month Box ETF | 1.71% | 4.37% | 5.16% | 5.04% | 0.07% |
Correlation
The correlation between HD and BOXX is 0.01, 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 | 0.01 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.03 |
Correlation (All Time) Calculated using the full available price history since Dec 28, 2022 | 0.03 |
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Return for Risk
HD vs. BOXX — Risk / Return Rank
HD
BOXX
HD vs. BOXX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for The Home Depot, Inc. (HD) and Alpha Architect 1-3 Month Box ETF (BOXX). 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 | BOXX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -12.47 | ||
| Sortino ratioReturn per unit of downside risk | -34.90 | ||
| Omega ratioGain probability vs. loss probability | 1.00 | 8.67 | -7.67 |
| Calmar ratioReturn relative to maximum drawdown | -0.08 | 57.81 | -57.89 |
| Martin ratioReturn relative to average drawdown | -0.16 | 493.36 | -493.52 |
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Drawdowns
HD vs. BOXX - Drawdown Comparison
The maximum HD drawdown since its inception was -70.46%, which is greater than BOXX's maximum drawdown of -0.12%. Use the drawdown chart below to compare losses from any high point for HD and BOXX.
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Drawdown Indicators
| HD | BOXX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -70.46% | -0.12% | -70.34% |
Max Drawdown (1Y)Largest decline over 1 year | -28.81% | -0.07% | -28.74% |
Max Drawdown (3Y)Largest decline over 3 years | -28.84% | -0.12% | -28.72% |
Max Drawdown (5Y)Largest decline over 5 years | -34.73% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -37.99% | — | — |
Current DrawdownCurrent decline from peak | -17.38% | -0.01% | -17.37% |
Average DrawdownAverage peak-to-trough decline | -20.60% | -0.00% | -20.60% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 14.72% | 0.01% | +14.71% |
Volatility
HD vs. BOXX - Volatility Comparison
The Home Depot, Inc. (HD) has a higher volatility of 9.29% compared to Alpha Architect 1-3 Month Box ETF (BOXX) at 0.10%. This indicates that HD's price experiences larger fluctuations and is considered to be riskier than BOXX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| HD | BOXX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.29% | 0.10% | +9.19% |
Volatility (6M)Calculated over the trailing 6-month period | 19.03% | 0.26% | +18.77% |
Volatility (1Y)Calculated over the trailing 1-year period | 24.62% | 0.32% | +24.30% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 24.33% | 0.37% | +23.96% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 24.94% | 0.37% | +24.57% |
Dividends
HD vs. BOXX - Dividend Comparison
HD's dividend yield for the trailing twelve months is around 2.70%, while BOXX has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BOXX Alpha Architect 1-3 Month Box ETF | 0.00% | 0.00% | 0.26% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
HD The Home Depot, Inc. | 2.70% | 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 BOXX have a correlation of 0.01, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
HD has higher volatility (9.29%) compared to BOXX (0.10%). In terms of maximum drawdown, HD dropped -70.46% vs BOXX's -0.12%.
BOXX currently has the higher Sharpe Ratio (12.38 vs -0.10), 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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