HD vs. PG
HD (The Home Depot, Inc.) and PG (The Procter & Gamble Company) are both stocks. HD operates in Home Improvement Retail (Consumer Cyclical), while PG operates in Household & Personal Products (Consumer Defensive). Over the past 10 years, HD returned 11.91%/yr vs 8.14%/yr for PG. Their 0.30 correlation means their historical movements had little consistent relationship.
Performance
HD vs. PG - Performance Comparison
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Returns By Period
In the year-to-date period, HD achieves a -2.15% return, which is significantly lower than PG's 3.07% return. Over the past 10 years, HD has outperformed PG with an annualized return of 11.91%, while PG has yielded a comparatively lower 8.14% annualized return.
HD
- 1D
- -0.42%
- 1M
- -5.38%
- 6M
- -10.12%
- YTD
- -2.15%
- 1Y
- -7.27%
- 3Y*
- 2.55%
- 5Y*
- 2.75%
- 10Y*
- 11.91%
- ALL TIME*
- 24.72%
PG
- 1D
- 0.37%
- 1M
- -1.26%
- 6M
- -3.36%
- YTD
- 3.07%
- 1Y
- -1.15%
- 3Y*
- 0.02%
- 5Y*
- 2.93%
- 10Y*
- 8.14%
- ALL TIME*
- 10.08%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $1.39B | $1.31B | $1.61B | |
| $1.25B | $1.28B | $1.30B |
HD vs. PG - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
HD The Home Depot, Inc. | -2.15% | -9.33% | 15.00% | 12.77% | -21.98% | 59.51% | 24.50% | 30.56% | -7.30% | 44.61% |
PG The Procter & Gamble Company | 3.07% | -12.26% | 17.25% | -0.86% | -5.05% | 20.52% | 14.15% | 39.70% | 3.57% | 12.69% |
Correlation
The correlation between HD and PG is 0.43, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.43 |
Correlation (3Y) Balances recent behavior with more history. | 0.34 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.37 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.35 |
Correlation (All Time) Calculated using the full available price history since Sep 22, 1981 | 0.30 |
The correlation between HD and PG shifts across timeframes, from 0.30 (all time) to 0.43 (1 year), reflecting how their relationship changes across market environments.
Fundamentals
HD:
$331.00B
PG:
$336.46B
HD:
$14.08
PG:
$6.62
HD:
23.58
PG:
21.84
HD:
1.98
PG:
4.03
HD:
23.83
PG:
6.44
HD:
$166.59B
PG:
$87.03B
HD:
$55.19B
PG:
$43.67B
HD:
$23.12B
PG:
$21.25B
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Return for Risk
HD vs. PG — Risk / Return Rank
HD
PG
HD vs. PG - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for The Home Depot, Inc. (HD) and The Procter & Gamble Company (PG). 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 | PG | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.23 | ||
| Sortino ratioReturn per unit of downside risk | -0.31 | ||
| Omega ratioGain probability vs. loss probability | 0.97 | 1.01 | -0.03 |
| Calmar ratioReturn relative to maximum drawdown | -0.25 | -0.07 | -0.18 |
| Martin ratioReturn relative to average drawdown | -0.46 | -0.13 | -0.33 |
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Drawdowns
HD vs. PG - Drawdown Comparison
The maximum HD drawdown since its inception was -70.46%, which is greater than PG's maximum drawdown of -54.25%. Use the drawdown chart below to compare losses from any high point for HD and PG.
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Drawdown Indicators
| HD | PG | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -70.46% | -54.25% | -16.21% |
Max Drawdown (1Y)Largest decline over 1 year | -28.81% | -15.52% | -13.29% |
Max Drawdown (3Y)Largest decline over 3 years | -28.84% | -21.15% | -7.69% |
Max Drawdown (5Y)Largest decline over 5 years | -34.73% | -23.77% | -10.96% |
Max Drawdown (10Y)Largest decline over 10 years | -37.99% | -23.77% | -14.22% |
Current DrawdownCurrent decline from peak | -20.00% | -15.63% | -4.37% |
Average DrawdownAverage peak-to-trough decline | -20.59% | -12.17% | -8.42% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 15.79% | 9.06% | +6.73% |
Volatility
HD vs. PG - Volatility Comparison
The Home Depot, Inc. (HD) has a higher volatility of 7.94% compared to The Procter & Gamble Company (PG) at 6.95%. This indicates that HD's price experiences larger fluctuations and is considered to be riskier than PG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| HD | PG | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.94% | 6.95% | +0.99% |
Volatility (6M)Calculated over the trailing 6-month period | 19.39% | 15.72% | +3.67% |
Volatility (1Y)Calculated over the trailing 1-year period | 25.28% | 19.64% | +5.64% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 24.48% | 18.08% | +6.40% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 25.02% | 19.18% | +5.84% |
Dividends
HD vs. PG - Dividend Comparison
HD's dividend yield for the trailing twelve months is around 2.79%, less than PG's 2.97% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
HD The Home Depot, Inc. | 2.79% | 2.67% | 2.31% | 2.41% | 2.41% | 1.59% | 2.26% | 2.49% | 2.40% | 1.88% | 2.06% | 1.78% |
PG The Procter & Gamble Company | 2.97% | 2.91% | 2.36% | 2.55% | 2.38% | 2.08% | 2.24% | 2.37% | 3.09% | 2.98% | 3.18% | 3.31% |
Financials
HD vs. PG - Financials Comparison
This section allows you to compare key financial metrics between The Home Depot, Inc. and The Procter & Gamble Company. 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. PG - Profitability Comparison
HD - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Aug 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%.
PG - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Aug 2026, The Procter & Gamble Company reported a gross profit of 10.28B and revenue of 21.20B. Therefore, the gross margin over that period was 48.5%.
HD - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Aug 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%.
PG - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Aug 2026, The Procter & Gamble Company reported an operating income of 3.95B and revenue of 21.20B, resulting in an operating margin of 18.6%.
HD - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Aug 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%.
PG - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Aug 2026, The Procter & Gamble Company reported a net income of 3.00B and revenue of 21.20B, resulting in a net margin of 14.1%.
Frequently Asked Questions
HD and PG have a correlation of 0.43, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
HD has higher volatility (7.94%) compared to PG (6.95%). In terms of maximum drawdown, HD dropped -70.46% vs PG's -54.25%.
PG currently has the higher Sharpe Ratio (-0.06 vs -0.29), 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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