HD vs. VWELX
HD (The Home Depot, Inc.) is a stock, while VWELX (Vanguard Wellington Fund Investor Shares) is Diversified Portfolio fund actively managed by Vanguard. Over the past 10 years, HD returned 12.81%/yr vs 10.05%/yr for VWELX. At a 0.50 correlation, their price movements are largely independent.
Performance
HD vs. VWELX - 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 VWELX's 5.07% return. Over the past 10 years, HD has outperformed VWELX with an annualized return of 12.81%, while VWELX has yielded a comparatively lower 10.05% annualized return.
HD
- 1D
- 0.73%
- 1M
- 9.35%
- YTD
- -3.21%
- 6M
- -7.39%
- 1Y
- -7.17%
- 3Y*
- 5.70%
- 5Y*
- 3.66%
- 10Y*
- 12.81%
VWELX
- 1D
- 1.32%
- 1M
- -0.64%
- YTD
- 5.07%
- 6M
- 5.82%
- 1Y
- 17.27%
- 3Y*
- 14.66%
- 5Y*
- 8.35%
- 10Y*
- 10.05%
HD vs. VWELX - 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% |
VWELX Vanguard Wellington Fund Investor Shares | 5.07% | 16.54% | 14.73% | 14.29% | -14.36% | 18.99% | 10.57% | 22.51% | -3.43% | 13.98% |
Correlation
The correlation between HD and VWELX is 0.32, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.32 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.49 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.58 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.58 |
Correlation (All Time) Calculated using the full available price history since Sep 22, 1981 | 0.50 |
The correlation between HD and VWELX shifts across timeframes, from 0.32 (1 year) to 0.58 (5 years), reflecting how their relationship changes across market environments.
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Return for Risk
HD vs. VWELX — Risk / Return Rank
HD
VWELX
HD vs. VWELX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for The Home Depot, Inc. (HD) and Vanguard Wellington Fund Investor Shares (VWELX). 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 | VWELX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.32 | ||
| Sortino ratioReturn per unit of downside risk | -3.08 | ||
| Omega ratioGain probability vs. loss probability | 0.97 | 1.37 | -0.41 |
| Calmar ratioReturn relative to maximum drawdown | -0.25 | 2.62 | -2.87 |
| Martin ratioReturn relative to average drawdown | -0.50 | 11.84 | -12.34 |
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Drawdowns
HD vs. VWELX - Drawdown Comparison
The maximum HD drawdown since its inception was -70.46%, which is greater than VWELX's maximum drawdown of -36.12%. Use the drawdown chart below to compare losses from any high point for HD and VWELX.
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Drawdown Indicators
| HD | VWELX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -70.46% | -36.12% | -34.34% |
Max Drawdown (1Y)Largest decline over 1 year | -28.81% | -6.78% | -22.03% |
Max Drawdown (3Y)Largest decline over 3 years | -28.84% | -11.98% | -16.86% |
Max Drawdown (5Y)Largest decline over 5 years | -34.73% | -20.88% | -13.85% |
Max Drawdown (10Y)Largest decline over 10 years | -37.99% | -25.33% | -12.66% |
Current DrawdownCurrent decline from peak | -20.86% | -1.91% | -18.95% |
Average DrawdownAverage peak-to-trough decline | -20.60% | -3.92% | -16.68% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 14.34% | 1.50% | +12.84% |
Volatility
HD vs. VWELX - Volatility Comparison
The Home Depot, Inc. (HD) has a higher volatility of 6.82% compared to Vanguard Wellington Fund Investor Shares (VWELX) at 3.49%. This indicates that HD's price experiences larger fluctuations and is considered to be riskier than VWELX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| HD | VWELX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.82% | 3.49% | +3.33% |
Volatility (6M)Calculated over the trailing 6-month period | 17.97% | 7.20% | +10.77% |
Volatility (1Y)Calculated over the trailing 1-year period | 23.74% | 8.82% | +14.92% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 24.12% | 11.20% | +12.92% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 24.84% | 11.56% | +13.28% |
Dividends
HD vs. VWELX - Dividend Comparison
HD's dividend yield for the trailing twelve months is around 2.82%, less than VWELX's 10.97% 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% |
VWELX Vanguard Wellington Fund Investor Shares | 10.97% | 11.46% | 10.76% | 6.01% | 8.19% | 8.64% | 7.77% | 4.67% | 9.49% | 5.82% | 4.44% | 7.03% |
Frequently Asked Questions
HD and VWELX have a correlation of 0.32, 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 VWELX (3.49%). In terms of maximum drawdown, HD dropped -70.46% vs VWELX's -36.12%.
VWELX currently has the higher Sharpe Ratio (2.01 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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