HD vs. USD
HD (The Home Depot, Inc.) is a stock, while USD (ProShares Ultra Semiconductors) is Leveraged Equities fund tracking the Dow Jones U.S. Semiconductors Index (200%). Over the past 10 years, HD returned 13.20%/yr vs 60.90%/yr for USD. At a 0.44 correlation, their price movements are largely independent.
Performance
HD vs. USD - Performance Comparison
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Returns By Period
In the year-to-date period, HD achieves a 1.06% return, which is significantly lower than USD's 83.22% return. Over the past 10 years, HD has underperformed USD with an annualized return of 13.20%, while USD has yielded a comparatively higher 60.90% annualized return.
HD
- 1D
- 5.67%
- 1M
- 10.34%
- YTD
- 1.06%
- 6M
- 0.12%
- 1Y
- -2.34%
- 3Y*
- 7.14%
- 5Y*
- 4.36%
- 10Y*
- 13.20%
USD
- 1D
- -0.77%
- 1M
- 0.95%
- YTD
- 83.22%
- 6M
- 78.17%
- 1Y
- 185.84%
- 3Y*
- 113.73%
- 5Y*
- 63.17%
- 10Y*
- 60.90%
HD vs. USD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
HD The Home Depot, Inc. | 1.06% | -9.33% | 15.00% | 12.77% | -21.98% | 59.51% | 24.50% | 30.56% | -7.30% | 44.61% |
USD ProShares Ultra Semiconductors | 83.22% | 62.08% | 139.64% | 228.79% | -68.57% | 104.27% | 68.16% | 110.37% | -26.88% | 81.72% |
Correlation
The correlation between HD and USD 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 | 0.18 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.33 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.38 |
Correlation (All Time) Calculated using the full available price history since Feb 1, 2007 | 0.44 |
The correlation between HD and USD shifts across timeframes, from -0.03 (1 year) to 0.44 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
HD vs. USD — Risk / Return Rank
HD
USD
HD vs. USD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for The Home Depot, Inc. (HD) and ProShares Ultra Semiconductors (USD). 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 | USD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.86 | ||
| Sortino ratioReturn per unit of downside risk | -2.74 | ||
| Omega ratioGain probability vs. loss probability | 1.00 | 1.38 | -0.38 |
| Calmar ratioReturn relative to maximum drawdown | -0.08 | 5.88 | -5.96 |
| Martin ratioReturn relative to average drawdown | -0.16 | 16.26 | -16.42 |
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Drawdowns
HD vs. USD - Drawdown Comparison
The maximum HD drawdown since its inception was -70.46%, smaller than the maximum USD drawdown of -88.63%. Use the drawdown chart below to compare losses from any high point for HD and USD.
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Drawdown Indicators
| HD | USD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -70.46% | -88.63% | +18.17% |
Max Drawdown (1Y)Largest decline over 1 year | -28.81% | -31.80% | +2.99% |
Max Drawdown (3Y)Largest decline over 3 years | -28.84% | -64.46% | +35.62% |
Max Drawdown (5Y)Largest decline over 5 years | -34.73% | -77.85% | +43.12% |
Max Drawdown (10Y)Largest decline over 10 years | -37.99% | -77.85% | +39.86% |
Current DrawdownCurrent decline from peak | -17.38% | -15.35% | -2.03% |
Average DrawdownAverage peak-to-trough decline | -20.60% | -32.29% | +11.69% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 14.72% | 11.48% | +3.24% |
Volatility
HD vs. USD - Volatility Comparison
The current volatility for The Home Depot, Inc. (HD) is 9.29%, while ProShares Ultra Semiconductors (USD) has a volatility of 34.08%. This indicates that HD experiences smaller price fluctuations and is considered to be less risky than USD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| HD | USD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.29% | 34.08% | -24.79% |
Volatility (6M)Calculated over the trailing 6-month period | 19.03% | 53.79% | -34.76% |
Volatility (1Y)Calculated over the trailing 1-year period | 24.62% | 67.97% | -43.35% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 24.33% | 77.72% | -53.39% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 24.94% | 69.82% | -44.88% |
Dividends
HD vs. USD - Dividend Comparison
HD's dividend yield for the trailing twelve months is around 2.70%, more than USD's 0.25% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
HD The Home Depot, Inc. | 2.70% | 2.67% | 2.31% | 2.41% | 2.41% | 1.59% | 2.26% | 2.49% | 2.40% | 1.88% | 2.06% | 1.78% |
USD ProShares Ultra Semiconductors | 0.25% | 0.39% | 0.10% | 0.05% | 0.30% | 0.00% | 0.14% | 0.72% | 0.93% | 0.32% | 0.46% | 0.39% |
Frequently Asked Questions
HD and USD 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.
USD has higher volatility (34.08%) compared to HD (9.29%). In terms of maximum drawdown, HD dropped -70.46% vs USD's -88.63%.
USD currently has the higher Sharpe Ratio (2.76 vs -0.10), 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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