HD vs. MSTR
HD (The Home Depot, Inc.) and MSTR (Strategy Inc) are both stocks. HD operates in Home Improvement Retail (Consumer Cyclical), while MSTR operates in Software - Application (Technology). Over the past 10 years, HD returned 11.84%/yr vs 21.08%/yr for MSTR. At a 0.29 correlation, their price movements are largely independent.
Performance
HD vs. MSTR - Performance Comparison
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Returns By Period
In the year-to-date period, HD achieves a -8.71% return, which is significantly higher than MSTR's -16.29% return. Over the past 10 years, HD has underperformed MSTR with an annualized return of 11.84%, while MSTR has yielded a comparatively higher 21.08% annualized return.
HD
- 1D
- -0.34%
- 1M
- -1.71%
- YTD
- -8.71%
- 6M
- -10.23%
- 1Y
- -13.44%
- 3Y*
- 3.97%
- 5Y*
- 2.68%
- 10Y*
- 11.84%
MSTR
- 1D
- 5.61%
- 1M
- -32.19%
- YTD
- -16.29%
- 6M
- -30.75%
- 1Y
- -66.03%
- 3Y*
- 65.16%
- 5Y*
- 19.92%
- 10Y*
- 21.08%
HD vs. MSTR - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
HD The Home Depot, Inc. | -8.71% | -9.33% | 15.00% | 12.77% | -21.98% | 59.51% | 24.50% | 30.56% | -7.30% | 44.61% |
MSTR Strategy Inc | -16.29% | -47.53% | 358.54% | 346.15% | -74.00% | 40.13% | 172.42% | 11.65% | -2.70% | -33.49% |
Correlation
The correlation between HD and MSTR is 0.03, 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 | 0.03 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.19 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.28 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.28 |
Correlation (All Time) Calculated using the full available price history since Jun 12, 1998 | 0.29 |
Over the past year, the correlation between HD and MSTR has dropped to 0.03 - well below their long-term average of 0.29, suggesting their price drivers have been diverging.
Fundamentals
HD:
$308.47B
MSTR:
$42.47B
HD:
$14.08
MSTR:
-$40.19
HD:
1.85
MSTR:
79.74
HD:
22.23
MSTR:
1.16
HD:
$166.59B
MSTR:
$490.47M
HD:
$55.19B
MSTR:
$334.08M
HD:
$23.12B
MSTR:
$466.93M
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Return for Risk
HD vs. MSTR — Risk / Return Rank
HD
MSTR
HD vs. MSTR - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for The Home Depot, Inc. (HD) and Strategy Inc (MSTR). 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 | MSTR | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.36 | ||
| Sortino ratioReturn per unit of downside risk | +0.94 | ||
| Omega ratioGain probability vs. loss probability | 0.92 | 0.82 | +0.10 |
| Calmar ratioReturn relative to maximum drawdown | -0.47 | -0.86 | +0.40 |
| Martin ratioReturn relative to average drawdown | -0.96 | -1.27 | +0.31 |
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 | MSTR | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.58 | -0.94 | +0.36 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.11 | 0.22 | -0.11 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.48 | 0.29 | +0.19 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.68 | 0.12 | +0.56 |
Drawdowns
HD vs. MSTR - Drawdown Comparison
The maximum HD drawdown since its inception was -70.46%, smaller than the maximum MSTR drawdown of -99.86%. Use the drawdown chart below to compare losses from any high point for HD and MSTR.
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Drawdown Indicators
| HD | MSTR | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -70.46% | -99.86% | +29.40% |
Max Drawdown (1Y)Largest decline over 1 year | -28.81% | -76.53% | +47.72% |
Max Drawdown (3Y)Largest decline over 3 years | -28.84% | -77.42% | +48.58% |
Max Drawdown (5Y)Largest decline over 5 years | -34.73% | -84.11% | +49.38% |
Max Drawdown (10Y)Largest decline over 10 years | -37.99% | -89.27% | +51.28% |
Current DrawdownCurrent decline from peak | -25.37% | -73.15% | +47.78% |
Average DrawdownAverage peak-to-trough decline | -20.60% | -86.47% | +65.87% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 14.08% | 52.19% | -38.11% |
Volatility
HD vs. MSTR - Volatility Comparison
The current volatility for The Home Depot, Inc. (HD) is 6.57%, while Strategy Inc (MSTR) has a volatility of 21.43%. This indicates that HD experiences smaller price fluctuations and is considered to be less risky than MSTR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| HD | MSTR | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.57% | 21.43% | -14.86% |
Volatility (6M)Calculated over the trailing 6-month period | 17.61% | 56.80% | -39.19% |
Volatility (1Y)Calculated over the trailing 1-year period | 23.46% | 70.82% | -47.36% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 24.05% | 90.87% | -66.82% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 24.81% | 73.77% | -48.96% |
Dividends
HD vs. MSTR - Dividend Comparison
HD's dividend yield for the trailing twelve months is around 2.99%, while MSTR has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
HD The Home Depot, Inc. | 2.99% | 2.67% | 2.31% | 2.41% | 2.41% | 1.59% | 2.26% | 2.49% | 2.40% | 1.88% | 2.06% | 1.78% |
MSTR Strategy 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% |
Financials
HD vs. MSTR - Financials Comparison
This section allows you to compare key financial metrics between The Home Depot, Inc. and Strategy 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.
Total Revenue: Total amount of money received from sales and other business activities
Frequently Asked Questions
HD and MSTR have a correlation of 0.03, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
MSTR has higher volatility (21.43%) compared to HD (6.57%). In terms of maximum drawdown, HD dropped -70.46% vs MSTR's -99.86%.
HD currently has the higher Sharpe Ratio (-0.58 vs -0.94), 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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