HD vs. DIA
HD (The Home Depot, Inc.) is a stock, while DIA (State Street SPDR Dow Jones Industrial Average ETF Trust) is Large Cap Blend Equities fund tracking the Dow Jones Industrial Average. Over the past 10 years, HD returned 12.81%/yr vs 13.40%/yr for DIA. A 0.62 correlation means they provide meaningful diversification when combined.
Performance
HD vs. DIA - Performance Comparison
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Returns By Period
In the year-to-date period, HD achieves a -3.21% return, which is significantly lower than DIA's 7.27% return. Both investments have delivered pretty close results over the past 10 years, with HD having a 12.81% annualized return and DIA not far ahead at 13.40%.
HD
- 1D
- 0.73%
- 1M
- 9.35%
- YTD
- -3.21%
- 6M
- -7.39%
- 1Y
- -7.17%
- 3Y*
- 5.70%
- 5Y*
- 3.66%
- 10Y*
- 12.81%
DIA
- 1D
- 0.73%
- 1M
- 3.26%
- YTD
- 7.27%
- 6M
- 6.43%
- 1Y
- 21.01%
- 3Y*
- 16.29%
- 5Y*
- 10.14%
- 10Y*
- 13.40%
HD vs. DIA - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
HD The Home Depot, Inc. | -3.21% | -9.33% | 15.00% | 12.77% | -21.98% | 59.51% | 24.50% | 30.56% | -7.30% | 44.61% |
DIA State Street SPDR Dow Jones Industrial Average ETF Trust | 7.27% | 14.71% | 14.82% | 16.02% | -7.02% | 20.83% | 9.59% | 24.70% | -3.74% | 28.08% |
Correlation
The correlation between HD and DIA is 0.54, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.54 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.62 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.64 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.63 |
Correlation (All Time) Calculated using the full available price history since Jan 20, 1998 | 0.62 |
The correlation between HD and DIA shifts across timeframes, from 0.54 (1 year) to 0.64 (5 years), reflecting how their relationship changes across market environments.
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Return for Risk
HD vs. DIA — Risk / Return Rank
HD
DIA
HD vs. DIA - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for The Home Depot, Inc. (HD) and State Street SPDR Dow Jones Industrial Average ETF Trust (DIA). 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 | DIA | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.99 | ||
| Sortino ratioReturn per unit of downside risk | -2.75 | ||
| Omega ratioGain probability vs. loss probability | 0.97 | 1.30 | -0.33 |
| Calmar ratioReturn relative to maximum drawdown | -0.25 | 2.16 | -2.41 |
| Martin ratioReturn relative to average drawdown | -0.50 | 8.35 | -8.85 |
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Drawdowns
HD vs. DIA - Drawdown Comparison
The maximum HD drawdown since its inception was -70.46%, which is greater than DIA's maximum drawdown of -51.87%. Use the drawdown chart below to compare losses from any high point for HD and DIA.
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Drawdown Indicators
| HD | DIA | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -70.46% | -51.87% | -18.59% |
Max Drawdown (1Y)Largest decline over 1 year | -28.81% | -9.76% | -19.05% |
Max Drawdown (3Y)Largest decline over 3 years | -28.84% | -15.95% | -12.89% |
Max Drawdown (5Y)Largest decline over 5 years | -34.73% | -20.76% | -13.97% |
Max Drawdown (10Y)Largest decline over 10 years | -37.99% | -36.70% | -1.29% |
Current DrawdownCurrent decline from peak | -20.86% | -0.70% | -20.16% |
Average DrawdownAverage peak-to-trough decline | -20.60% | -7.14% | -13.46% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 14.34% | 2.53% | +11.81% |
Volatility
HD vs. DIA - Volatility Comparison
The Home Depot, Inc. (HD) has a higher volatility of 6.82% compared to State Street SPDR Dow Jones Industrial Average ETF Trust (DIA) at 4.32%. This indicates that HD's price experiences larger fluctuations and is considered to be riskier than DIA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| HD | DIA | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.82% | 4.32% | +2.50% |
Volatility (6M)Calculated over the trailing 6-month period | 17.97% | 9.78% | +8.19% |
Volatility (1Y)Calculated over the trailing 1-year period | 23.74% | 12.52% | +11.22% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 24.12% | 14.85% | +9.27% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 24.84% | 17.56% | +7.28% |
Dividends
HD vs. DIA - Dividend Comparison
HD's dividend yield for the trailing twelve months is around 2.82%, more than DIA's 1.37% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DIA State Street SPDR Dow Jones Industrial Average ETF Trust | 1.37% | 1.43% | 1.61% | 1.81% | 1.91% | 1.58% | 1.87% | 1.85% | 2.24% | 1.97% | 2.26% | 2.33% |
HD The Home Depot, Inc. | 2.82% | 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 DIA have a correlation of 0.54, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
HD has higher volatility (6.82%) compared to DIA (4.32%). In terms of maximum drawdown, HD dropped -70.46% vs DIA's -51.87%.
DIA currently has the higher Sharpe Ratio (1.69 vs -0.30), 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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