HD vs. JPM
Compare and contrast key facts about The Home Depot, Inc. (HD) and JPMorgan Chase & Co. (JPM).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: HD or JPM.
Performance
HD vs. JPM - Performance Comparison
Returns By Period
In the year-to-date period, HD achieves a 21.02% return, which is significantly lower than JPM's 46.90% return. Both investments have delivered pretty close results over the past 10 years, with HD having a 18.25% annualized return and JPM not far ahead at 18.31%.
HD
21.02%
-0.83%
21.12%
37.41%
15.57%
18.25%
JPM
46.90%
8.29%
20.57%
63.51%
16.69%
18.31%
Fundamentals
| HD | JPM | |
|---|---|---|
| Market Cap | $400.38B | $674.44B |
| EPS | $14.87 | $17.99 |
| PE Ratio | 27.11 | 13.32 |
| PEG Ratio | 4.49 | 4.76 |
| Total Revenue (TTM) | $114.38B | $173.22B |
| Gross Profit (TTM) | $36.93B | $173.22B |
| EBITDA (TTM) | $18.25B | $86.50B |
Key characteristics
| HD | JPM | |
|---|---|---|
| Sharpe Ratio | 1.91 | 2.83 |
| Sortino Ratio | 2.58 | 3.63 |
| Omega Ratio | 1.32 | 1.57 |
| Calmar Ratio | 1.63 | 6.42 |
| Martin Ratio | 4.62 | 19.51 |
| Ulcer Index | 8.17% | 3.33% |
| Daily Std Dev | 19.86% | 23.00% |
| Max Drawdown | -70.47% | -74.02% |
| Current Drawdown | -1.69% | -1.22% |
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Correlation
The correlation between HD and JPM is 0.39, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Risk-Adjusted Performance
HD vs. JPM - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for The Home Depot, Inc. (HD) and JPMorgan Chase & Co. (JPM). 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.
Dividends
HD vs. JPM - Dividend Comparison
HD's dividend yield for the trailing twelve months is around 2.15%, more than JPM's 1.88% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
HD The Home Depot, Inc. | 2.15% | 2.41% | 2.41% | 1.59% | 2.26% | 2.49% | 2.40% | 1.88% | 2.06% | 1.78% | 1.79% | 1.89% |
JPM JPMorgan Chase & Co. | 1.88% | 2.38% | 2.98% | 2.34% | 2.83% | 2.37% | 2.54% | 1.91% | 2.13% | 2.54% | 2.49% | 2.33% |
Drawdowns
HD vs. JPM - Drawdown Comparison
The maximum HD drawdown since its inception was -70.47%, roughly equal to the maximum JPM drawdown of -74.02%. Use the drawdown chart below to compare losses from any high point for HD and JPM. For additional features, visit the drawdowns tool.
Volatility
HD vs. JPM - Volatility Comparison
The current volatility for The Home Depot, Inc. (HD) is 6.58%, while JPMorgan Chase & Co. (JPM) has a volatility of 12.59%. This indicates that HD experiences smaller price fluctuations and is considered to be less risky than JPM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Financials
HD vs. JPM - Financials Comparison
This section allows you to compare key financial metrics between The Home Depot, Inc. and JPMorgan Chase & Co.. 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