HD vs. T
HD (The Home Depot, Inc.) and T (AT&T Inc.) are both stocks. HD operates in Home Improvement Retail (Consumer Cyclical), while T operates in Telecom Services (Communication Services). Over the past 10 years, HD returned 12.81%/yr vs 3.33%/yr for T. At a 0.29 correlation, their price movements are largely independent.
Performance
HD vs. T - 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 T's -2.96% return. Over the past 10 years, HD has outperformed T with an annualized return of 12.81%, while T has yielded a comparatively lower 3.33% annualized return.
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%
T
- 1D
- 2.52%
- 1M
- -1.87%
- YTD
- -2.96%
- 6M
- -1.93%
- 1Y
- -12.71%
- 3Y*
- 20.58%
- 5Y*
- 7.38%
- 10Y*
- 3.33%
HD vs. T - 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% |
T AT&T Inc. | -2.96% | 13.97% | 44.08% | -2.74% | 5.76% | -8.09% | -21.37% | 45.55% | -22.25% | -4.01% |
Correlation
The correlation between HD and T is 0.17, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.17 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.20 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.25 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.29 |
Correlation (All Time) Calculated using the full available price history since Jul 19, 1984 | 0.29 |
The correlation between HD and T shifts across timeframes, from 0.17 (1 year) to 0.29 (10 years), reflecting how their relationship changes across market environments.
Fundamentals
HD:
$14.08
T:
$3.04
HD:
23.33
T:
7.74
HD:
1.96
T:
1.35
HD:
$166.59B
T:
$125.65B
HD:
$55.19B
T:
$105.41B
HD:
$23.12B
T:
$54.70B
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Return for Risk
HD vs. T — Risk / Return Rank
HD
T
HD vs. T - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for The Home Depot, Inc. (HD) and AT&T Inc. (T). 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 | T | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.28 | ||
| Sortino ratioReturn per unit of downside risk | +0.43 | ||
| Omega ratioGain probability vs. loss probability | 0.97 | 0.92 | +0.05 |
| Calmar ratioReturn relative to maximum drawdown | -0.25 | -0.59 | +0.34 |
| Martin ratioReturn relative to average drawdown | -0.50 | -1.22 | +0.72 |
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Drawdowns
HD vs. T - Drawdown Comparison
The maximum HD drawdown since its inception was -70.46%, which is greater than T's maximum drawdown of -64.15%. Use the drawdown chart below to compare losses from any high point for HD and T.
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Drawdown Indicators
| HD | T | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -70.46% | -64.15% | -6.31% |
Max Drawdown (1Y)Largest decline over 1 year | -28.81% | -21.87% | -6.94% |
Max Drawdown (3Y)Largest decline over 3 years | -28.84% | -21.87% | -6.97% |
Max Drawdown (5Y)Largest decline over 5 years | -34.73% | -32.01% | -2.72% |
Max Drawdown (10Y)Largest decline over 10 years | -37.99% | -42.35% | +4.36% |
Current DrawdownCurrent decline from peak | -20.86% | -18.12% | -2.74% |
Average DrawdownAverage peak-to-trough decline | -20.60% | -15.72% | -4.88% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 14.34% | 10.64% | +3.70% |
Volatility
HD vs. T - Volatility Comparison
The current volatility for The Home Depot, Inc. (HD) is 6.82%, while AT&T Inc. (T) has a volatility of 8.21%. This indicates that HD experiences smaller price fluctuations and is considered to be less risky than T based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| HD | T | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.82% | 8.21% | -1.39% |
Volatility (6M)Calculated over the trailing 6-month period | 17.97% | 17.80% | +0.17% |
Volatility (1Y)Calculated over the trailing 1-year period | 23.74% | 22.13% | +1.61% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 24.12% | 24.01% | +0.11% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 24.84% | 23.73% | +1.11% |
Dividends
HD vs. T - Dividend Comparison
HD's dividend yield for the trailing twelve months is around 2.82%, less than T's 4.71% 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% |
T AT&T Inc. | 4.71% | 4.47% | 4.87% | 6.62% | 6.66% | 8.46% | 7.23% | 5.22% | 7.01% | 5.04% | 4.51% | 5.46% |
Financials
HD vs. T - Financials Comparison
This section allows you to compare key financial metrics between The Home Depot, Inc. and AT&T 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 T have a correlation of 0.17, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
T has higher volatility (8.21%) compared to HD (6.82%). In terms of maximum drawdown, HD dropped -70.46% vs T's -64.15%.
HD currently has the higher Sharpe Ratio (-0.30 vs -0.59), 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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