HD vs. MA
HD (The Home Depot, Inc.) and MA (Mastercard Incorporated) are both stocks. HD operates in Home Improvement Retail (Consumer Cyclical), while MA operates in Credit Services (Financial Services). Over the past 10 years, HD returned 11.62%/yr vs 17.95%/yr for MA. At a 0.42 correlation, their price movements are largely independent.
Performance
HD vs. MA - Performance Comparison
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Returns By Period
In the year-to-date period, HD achieves a -8.44% return, which is significantly higher than MA's -17.13% return. Over the past 10 years, HD has underperformed MA with an annualized return of 11.62%, while MA has yielded a comparatively higher 17.95% annualized return.
HD
- 1D
- 0.47%
- 1M
- 0.18%
- YTD
- -8.44%
- 6M
- -11.40%
- 1Y
- -13.99%
- 3Y*
- 4.24%
- 5Y*
- 2.50%
- 10Y*
- 11.62%
MA
- 1D
- -1.28%
- 1M
- -6.58%
- YTD
- -17.13%
- 6M
- -14.57%
- 1Y
- -18.49%
- 3Y*
- 8.69%
- 5Y*
- 5.81%
- 10Y*
- 17.95%
HD vs. MA - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
HD The Home Depot, Inc. | -8.44% | -9.33% | 15.00% | 12.77% | -21.98% | 59.51% | 24.50% | 30.56% | -7.30% | 44.61% |
MA Mastercard Incorporated | -17.13% | 9.04% | 24.17% | 23.40% | -2.66% | 1.16% | 20.19% | 59.16% | 25.31% | 47.69% |
Correlation
The correlation between HD and MA is 0.23, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.23 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.37 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.43 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.43 |
Correlation (All Time) Calculated using the full available price history since May 26, 2006 | 0.42 |
The correlation between HD and MA shifts across timeframes, from 0.23 (1 year) to 0.43 (5 years), reflecting how their relationship changes across market environments.
Fundamentals
HD:
$311.72B
MA:
$421.09B
HD:
$14.08
MA:
$17.28
HD:
22.23
MA:
27.30
HD:
1.87
MA:
12.52
HD:
22.47
MA:
62.64
HD:
$166.59B
MA:
$33.94B
HD:
$55.19B
MA:
$26.70B
HD:
$23.12B
MA:
$21.23B
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Return for Risk
HD vs. MA — Risk / Return Rank
HD
MA
HD vs. MA - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for The Home Depot, Inc. (HD) and Mastercard Incorporated (MA). 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.
| HD | MA | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.24 | ||
| Sortino ratioReturn per unit of downside risk | +0.31 | ||
| Omega ratioGain probability vs. loss probability | 0.92 | 0.87 | +0.05 |
| Calmar ratioReturn relative to maximum drawdown | -0.49 | -0.89 | +0.40 |
| Martin ratioReturn relative to average drawdown | -1.01 | -1.84 | +0.83 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| HD | MA | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.60 | -0.84 | +0.24 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.10 | 0.24 | -0.14 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.47 | 0.67 | -0.20 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.68 | 0.83 | -0.15 |
Drawdowns
HD vs. MA - Drawdown Comparison
The maximum HD drawdown since its inception was -70.46%, which is greater than MA's maximum drawdown of -62.67%. Use the drawdown chart below to compare losses from any high point for HD and MA.
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Drawdown Indicators
| HD | MA | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -70.46% | -62.67% | -7.79% |
Max Drawdown (1Y)Largest decline over 1 year | -28.81% | -20.91% | -7.90% |
Max Drawdown (3Y)Largest decline over 3 years | -28.84% | -20.91% | -7.93% |
Max Drawdown (5Y)Largest decline over 5 years | -34.73% | -28.25% | -6.48% |
Max Drawdown (10Y)Largest decline over 10 years | -37.99% | -41.00% | +3.01% |
Current DrawdownCurrent decline from peak | -25.14% | -20.91% | -4.23% |
Average DrawdownAverage peak-to-trough decline | -20.60% | -9.82% | -10.78% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 13.82% | 10.06% | +3.76% |
Volatility
HD vs. MA - Volatility Comparison
The Home Depot, Inc. (HD) has a higher volatility of 7.10% compared to Mastercard Incorporated (MA) at 5.95%. This indicates that HD's price experiences larger fluctuations and is considered to be riskier than MA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| HD | MA | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.10% | 5.95% | +1.15% |
Volatility (6M)Calculated over the trailing 6-month period | 17.70% | 17.27% | +0.43% |
Volatility (1Y)Calculated over the trailing 1-year period | 23.46% | 22.03% | +1.43% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 24.05% | 23.96% | +0.09% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 24.82% | 26.91% | -2.09% |
Dividends
HD vs. MA - Dividend Comparison
HD's dividend yield for the trailing twelve months is around 2.95%, more than MA's 0.69% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
HD The Home Depot, Inc. | 2.95% | 2.67% | 2.31% | 2.41% | 2.41% | 1.59% | 2.26% | 2.49% | 2.40% | 1.88% | 2.06% | 1.78% |
MA Mastercard Incorporated | 0.69% | 0.53% | 0.50% | 0.53% | 0.56% | 0.49% | 0.45% | 0.44% | 0.53% | 0.58% | 0.74% | 0.66% |
Financials
HD vs. MA - Financials Comparison
This section allows you to compare key financial metrics between The Home Depot, Inc. and Mastercard Incorporated. 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
HD vs. MA - Profitability Comparison
HD - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, The Home Depot, Inc. reported a gross profit of 13.78B and revenue of 41.77B. Therefore, the gross margin over that period was 33.0%.
MA - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Mastercard Incorporated reported a gross profit of 4.91B and revenue of 8.40B. Therefore, the gross margin over that period was 58.4%.
HD - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, The Home Depot, Inc. reported an operating income of 4.98B and revenue of 41.77B, resulting in an operating margin of 11.9%.
MA - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Mastercard Incorporated reported an operating income of 4.91B and revenue of 8.40B, resulting in an operating margin of 58.4%.
HD - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, The Home Depot, Inc. reported a net income of 3.29B and revenue of 41.77B, resulting in a net margin of 7.9%.
MA - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Mastercard Incorporated reported a net income of 3.88B and revenue of 8.40B, resulting in a net margin of 46.2%.
Frequently Asked Questions
HD and MA have a correlation of 0.23, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
HD has higher volatility (7.10%) compared to MA (5.95%). In terms of maximum drawdown, HD dropped -70.46% vs MA's -62.67%.
HD currently has the higher Sharpe Ratio (-0.60 vs -0.84), 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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