HD vs. RVT
HD (The Home Depot, Inc.) and RVT (Royce Value Trust Inc.) are both stocks. HD operates in Home Improvement Retail (Consumer Cyclical), while RVT operates in Asset Management (Financial Services). Over the past 10 years, HD returned 12.81%/yr vs 13.17%/yr for RVT. At a 0.39 correlation, their price movements are largely independent.
Performance
HD vs. RVT - 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 RVT's 15.52% return. Both investments have delivered pretty close results over the past 10 years, with HD having a 12.81% annualized return and RVT not far ahead at 13.17%.
HD
- 1D
- 0.73%
- 1M
- 11.21%
- YTD
- -3.21%
- 6M
- -7.39%
- 1Y
- -4.95%
- 3Y*
- 5.70%
- 5Y*
- 3.66%
- 10Y*
- 12.81%
RVT
- 1D
- 2.22%
- 1M
- 1.41%
- YTD
- 15.52%
- 6M
- 15.09%
- 1Y
- 33.77%
- 3Y*
- 19.04%
- 5Y*
- 7.50%
- 10Y*
- 13.17%
HD vs. RVT - 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% |
RVT Royce Value Trust Inc. | 15.52% | 11.54% | 17.93% | 18.79% | -26.25% | 32.66% | 18.16% | 35.41% | -20.70% | 30.63% |
Correlation
The correlation between HD and RVT is 0.42, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.42 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.50 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.54 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.52 |
Correlation (All Time) Calculated using the full available price history since Dec 30, 1987 | 0.39 |
The correlation between HD and RVT shifts across timeframes, from 0.39 (all time) to 0.54 (5 years), reflecting how their relationship changes across market environments.
Fundamentals
HD:
$327.08B
RVT:
$2.16B
HD:
$14.08
RVT:
$4.02
HD:
23.33
RVT:
4.47
HD:
1.96
RVT:
12.65
HD:
23.57
RVT:
1.00
HD:
$166.59B
RVT:
$170.31M
HD:
$55.19B
RVT:
$304.06M
HD:
$23.12B
RVT:
$439.27M
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Return for Risk
HD vs. RVT — Risk / Return Rank
HD
RVT
HD vs. RVT - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for The Home Depot, Inc. (HD) and Royce Value Trust Inc. (RVT). 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 | RVT | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.01 | ||
| Sortino ratioReturn per unit of downside risk | -2.70 | ||
| Omega ratioGain probability vs. loss probability | 0.97 | 1.29 | -0.32 |
| Calmar ratioReturn relative to maximum drawdown | -0.25 | 2.58 | -2.83 |
| Martin ratioReturn relative to average drawdown | -0.50 | 9.08 | -9.58 |
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Drawdowns
HD vs. RVT - Drawdown Comparison
The maximum HD drawdown since its inception was -70.46%, roughly equal to the maximum RVT drawdown of -72.34%. Use the drawdown chart below to compare losses from any high point for HD and RVT.
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Drawdown Indicators
| HD | RVT | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -70.46% | -72.34% | +1.88% |
Max Drawdown (1Y)Largest decline over 1 year | -28.81% | -12.19% | -16.62% |
Max Drawdown (3Y)Largest decline over 3 years | -28.84% | -23.48% | -5.36% |
Max Drawdown (5Y)Largest decline over 5 years | -34.73% | -32.79% | -1.94% |
Max Drawdown (10Y)Largest decline over 10 years | -37.99% | -47.18% | +9.19% |
Current DrawdownCurrent decline from peak | -20.86% | -2.59% | -18.27% |
Average DrawdownAverage peak-to-trough decline | -20.60% | -11.29% | -9.31% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 14.34% | 3.46% | +10.88% |
Volatility
HD vs. RVT - Volatility Comparison
The Home Depot, Inc. (HD) and Royce Value Trust Inc. (RVT) have volatilities of 6.82% and 6.60%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| HD | RVT | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.82% | 6.60% | +0.22% |
Volatility (6M)Calculated over the trailing 6-month period | 17.97% | 13.90% | +4.07% |
Volatility (1Y)Calculated over the trailing 1-year period | 23.74% | 18.35% | +5.39% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 24.12% | 22.50% | +1.62% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 24.84% | 22.99% | +1.85% |
Dividends
HD vs. RVT - Dividend Comparison
HD's dividend yield for the trailing twelve months is around 2.82%, less than RVT's 8.02% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
RVT Royce Value Trust Inc. | 8.02% | 8.82% | 8.04% | 7.35% | 9.95% | 8.52% | 6.44% | 7.45% | 10.68% | 7.17% | 7.62% | 10.54% |
Financials
HD vs. RVT - Financials Comparison
This section allows you to compare key financial metrics between The Home Depot, Inc. and Royce Value Trust 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 RVT have a correlation of 0.42, 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 RVT (6.60%). In terms of maximum drawdown, HD dropped -70.46% vs RVT's -72.34%.
RVT currently has the higher Sharpe Ratio (1.71 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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