HD vs. VDE
HD (The Home Depot, Inc.) is a stock, while VDE (Vanguard Energy ETF) is Energy Equities fund tracking the MSCI US Investable Market Energy 25/50 Index. Over the past 10 years, HD returned 12.65%/yr vs 8.84%/yr for VDE. At a 0.31 correlation, their price movements are largely independent.
Performance
HD vs. VDE - Performance Comparison
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Returns By Period
In the year-to-date period, HD achieves a -3.68% return, which is significantly lower than VDE's 22.80% return. Over the past 10 years, HD has outperformed VDE with an annualized return of 12.65%, while VDE has yielded a comparatively lower 8.84% annualized return.
HD
- 1D
- -2.29%
- 1M
- 5.16%
- YTD
- -3.68%
- 6M
- -4.32%
- 1Y
- -4.05%
- 3Y*
- 5.44%
- 5Y*
- 3.50%
- 10Y*
- 12.65%
VDE
- 1D
- 1.27%
- 1M
- -8.49%
- YTD
- 22.80%
- 6M
- 24.09%
- 1Y
- 26.80%
- 3Y*
- 15.90%
- 5Y*
- 18.82%
- 10Y*
- 8.84%
HD vs. VDE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
HD The Home Depot, Inc. | -3.68% | -9.33% | 15.00% | 12.77% | -21.98% | 59.51% | 24.50% | 30.56% | -7.30% | 44.61% |
VDE Vanguard Energy ETF | 22.80% | 7.11% | 6.75% | 0.03% | 62.89% | 56.31% | -33.02% | 9.28% | -19.95% | -2.50% |
Correlation
The correlation between HD and VDE is -0.10, 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 | -0.10 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.16 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.19 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.25 |
Correlation (All Time) Calculated using the full available price history since Sep 29, 2004 | 0.31 |
The correlation between HD and VDE shifts across timeframes, from -0.10 (1 year) to 0.31 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
HD vs. VDE — Risk / Return Rank
HD
VDE
HD vs. VDE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for The Home Depot, Inc. (HD) and Vanguard Energy ETF (VDE). 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 | VDE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.46 | ||
| Sortino ratioReturn per unit of downside risk | -1.86 | ||
| Omega ratioGain probability vs. loss probability | 0.99 | 1.22 | -0.23 |
| Calmar ratioReturn relative to maximum drawdown | -0.14 | 1.90 | -2.04 |
| Martin ratioReturn relative to average drawdown | -0.28 | 5.92 | -6.20 |
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Drawdowns
HD vs. VDE - Drawdown Comparison
The maximum HD drawdown since its inception was -70.46%, smaller than the maximum VDE drawdown of -74.20%. Use the drawdown chart below to compare losses from any high point for HD and VDE.
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Drawdown Indicators
| HD | VDE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -70.46% | -74.20% | +3.74% |
Max Drawdown (1Y)Largest decline over 1 year | -28.81% | -14.20% | -14.61% |
Max Drawdown (3Y)Largest decline over 3 years | -28.84% | -21.41% | -7.43% |
Max Drawdown (5Y)Largest decline over 5 years | -34.73% | -26.58% | -8.15% |
Max Drawdown (10Y)Largest decline over 10 years | -37.99% | -69.29% | +31.30% |
Current DrawdownCurrent decline from peak | -21.25% | -13.11% | -8.14% |
Average DrawdownAverage peak-to-trough decline | -20.60% | -19.94% | -0.66% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 14.61% | 4.57% | +10.04% |
Volatility
HD vs. VDE - Volatility Comparison
The Home Depot, Inc. (HD) has a higher volatility of 7.63% compared to Vanguard Energy ETF (VDE) at 7.02%. This indicates that HD's price experiences larger fluctuations and is considered to be riskier than VDE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| HD | VDE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.63% | 7.02% | +0.61% |
Volatility (6M)Calculated over the trailing 6-month period | 18.41% | 16.69% | +1.72% |
Volatility (1Y)Calculated over the trailing 1-year period | 24.09% | 20.84% | +3.25% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 24.20% | 26.37% | -2.17% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 24.89% | 29.96% | -5.07% |
Dividends
HD vs. VDE - Dividend Comparison
HD's dividend yield for the trailing twelve months is around 2.88%, more than VDE's 2.56% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
HD The Home Depot, Inc. | 2.88% | 2.67% | 2.31% | 2.41% | 2.41% | 1.59% | 2.26% | 2.49% | 2.40% | 1.88% | 2.06% | 1.78% |
VDE Vanguard Energy ETF | 2.56% | 3.11% | 3.23% | 3.34% | 3.65% | 4.13% | 4.76% | 3.42% | 3.35% | 2.90% | 2.31% | 3.17% |
Frequently Asked Questions
HD and VDE have a correlation of -0.10, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
HD has higher volatility (7.63%) compared to VDE (7.02%). In terms of maximum drawdown, HD dropped -70.46% vs VDE's -74.20%.
VDE currently has the higher Sharpe Ratio (1.29 vs -0.17), 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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