HD vs. TSCO
HD (The Home Depot, Inc.) and TSCO (Tractor Supply Company) are both stocks. Both are in the Consumer Cyclical sector — HD in Home Improvement Retail, TSCO in Specialty Retail. Over the past 10 years, HD returned 11.84%/yr vs 6.65%/yr for TSCO. At a 0.36 correlation, their price movements are largely independent.
Performance
HD vs. TSCO - 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 TSCO's -38.97% return. Over the past 10 years, HD has outperformed TSCO with an annualized return of 11.84%, while TSCO has yielded a comparatively lower 6.65% 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%
TSCO
- 1D
- 1.21%
- 1M
- -0.87%
- YTD
- -38.97%
- 6M
- -42.78%
- 1Y
- -39.60%
- 3Y*
- -9.81%
- 5Y*
- -1.88%
- 10Y*
- 6.65%
HD vs. TSCO - 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% |
TSCO Tractor Supply Company | -38.97% | -4.16% | 25.43% | -2.55% | -3.97% | 71.57% | 52.33% | 13.53% | 13.34% | 0.32% |
Correlation
The correlation between HD and TSCO is 0.51, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.51 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.51 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.55 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.50 |
Correlation (All Time) Calculated using the full available price history since Feb 18, 1994 | 0.36 |
The correlation between HD and TSCO shifts across timeframes, from 0.36 (all time) to 0.55 (5 years), reflecting how their relationship changes across market environments.
Fundamentals
HD:
$14.08
TSCO:
$2.06
HD:
22.00
TSCO:
14.62
HD:
1.85
TSCO:
1.03
HD:
$166.59B
TSCO:
$15.52B
HD:
$55.19B
TSCO:
$5.16B
HD:
$23.12B
TSCO:
$1.96B
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Return for Risk
HD vs. TSCO — Risk / Return Rank
HD
TSCO
HD vs. TSCO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for The Home Depot, Inc. (HD) and Tractor Supply Company (TSCO). 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 | TSCO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.72 | ||
| Sortino ratioReturn per unit of downside risk | +1.12 | ||
| Omega ratioGain probability vs. loss probability | 0.92 | 0.77 | +0.15 |
| Calmar ratioReturn relative to maximum drawdown | -0.47 | -0.75 | +0.29 |
| Martin ratioReturn relative to average drawdown | -0.96 | -1.79 | +0.84 |
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 | TSCO | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.58 | -1.30 | +0.72 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.11 | -0.07 | +0.18 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.48 | 0.23 | +0.25 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.68 | 0.43 | +0.25 |
Drawdowns
HD vs. TSCO - Drawdown Comparison
The maximum HD drawdown since its inception was -70.46%, smaller than the maximum TSCO drawdown of -76.15%. Use the drawdown chart below to compare losses from any high point for HD and TSCO.
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Drawdown Indicators
| HD | TSCO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -70.46% | -76.15% | +5.69% |
Max Drawdown (1Y)Largest decline over 1 year | -28.81% | -52.69% | +23.88% |
Max Drawdown (3Y)Largest decline over 3 years | -28.84% | -52.69% | +23.85% |
Max Drawdown (5Y)Largest decline over 5 years | -34.73% | -52.69% | +17.96% |
Max Drawdown (10Y)Largest decline over 10 years | -37.99% | -52.69% | +14.70% |
Current DrawdownCurrent decline from peak | -25.37% | -51.07% | +25.70% |
Average DrawdownAverage peak-to-trough decline | -20.60% | -17.45% | -3.15% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 14.08% | 22.12% | -8.04% |
Volatility
HD vs. TSCO - Volatility Comparison
The current volatility for The Home Depot, Inc. (HD) is 6.57%, while Tractor Supply Company (TSCO) has a volatility of 12.35%. This indicates that HD experiences smaller price fluctuations and is considered to be less risky than TSCO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| HD | TSCO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.57% | 12.35% | -5.78% |
Volatility (6M)Calculated over the trailing 6-month period | 17.61% | 26.55% | -8.94% |
Volatility (1Y)Calculated over the trailing 1-year period | 23.46% | 30.73% | -7.27% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 24.05% | 28.85% | -4.80% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 24.81% | 29.41% | -4.60% |
Dividends
HD vs. TSCO - Dividend Comparison
HD's dividend yield for the trailing twelve months is around 2.99%, less than TSCO's 3.12% yield.
| 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% |
TSCO Tractor Supply Company | 3.12% | 1.84% | 1.66% | 1.92% | 1.64% | 0.87% | 1.07% | 1.46% | 1.44% | 1.40% | 1.21% | 0.89% |
Financials
HD vs. TSCO - Financials Comparison
This section allows you to compare key financial metrics between The Home Depot, Inc. and Tractor Supply 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. TSCO - 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%.
TSCO - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Tractor Supply Company reported a gross profit of 997.97M and revenue of 3.90B. Therefore, the gross margin over that period was 25.6%.
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%.
TSCO - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Tractor Supply Company reported an operating income of 297.73M and revenue of 3.90B, resulting in an operating margin of 7.6%.
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%.
TSCO - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Tractor Supply Company reported a net income of 227.41M and revenue of 3.90B, resulting in a net margin of 5.8%.
Frequently Asked Questions
HD and TSCO have a correlation of 0.51, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
TSCO has higher volatility (12.35%) compared to HD (6.57%). In terms of maximum drawdown, HD dropped -70.46% vs TSCO's -76.15%.
HD currently has the higher Sharpe Ratio (-0.58 vs -1.30), 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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